352 lines
14 KiB
Python
352 lines
14 KiB
Python
"""市场作战面板
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把市场温度、板块、推荐和历史跟踪结果汇总成每天可执行的策略视图。
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规则层保证稳定输出，LLM 层负责补充解释和迭代建议。
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"""
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import logging
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from app.config import settings, should_prefer_realtime_today, today_trade_date
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from app.data.models import (
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MarketTemperature,
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Recommendation,
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SectorInfo,
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StrategyBoard,
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StrategyFocus,
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StrategySectorFocus,
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)
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logger = logging.getLogger(__name__)
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def _sector_pct(sector: SectorInfo) -> float:
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return float(sector.realtime_pct_change if sector.realtime_pct_change is not None else sector.pct_change)
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def _sector_turnover(sector: SectorInfo) -> float:
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return float(sector.realtime_turnover_rate if sector.realtime_turnover_rate is not None else sector.turnover_avg)
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def _sector_up_count(sector: SectorInfo) -> int:
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return int(sector.realtime_up_count if sector.realtime_up_count is not None else 0)
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def _sector_down_count(sector: SectorInfo) -> int:
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return int(sector.realtime_down_count if sector.realtime_down_count is not None else 0)
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def _sector_breadth(sector: SectorInfo) -> int:
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return _sector_up_count(sector) - _sector_down_count(sector)
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def _sector_strength_score(sector: SectorInfo) -> float:
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strength = _sector_pct(sector) * 12
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strength += min(max(_sector_breadth(sector), -30), 30) * 0.6
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strength += min(_sector_turnover(sector), 12) * 1.5
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strength += min(sector.limit_up_count, 8) * 2.5
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strength += min(sector.days_continuous, 5) * 1.5
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return round(strength, 1)
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async def build_strategy_board(include_llm: bool = False) -> dict:
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"""生成今日市场作战面板。"""
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from app.engine.recommender import (
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get_latest_recommendations,
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get_latest_sectors,
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get_performance_stats,
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)
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latest = await get_latest_recommendations()
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market_temp = latest.get("market_temp")
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recommendations = latest.get("recommendations", [])
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sectors = await get_latest_sectors()
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performance = await get_performance_stats()
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from app.llm.strategy_iteration import build_strategy_iteration_report
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iteration_report = await build_strategy_iteration_report(limit=50, include_llm=include_llm)
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board = _build_rule_board(market_temp, sectors, recommendations, performance)
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board.iteration_report = iteration_report
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if iteration_report.get("adjustment_suggestions"):
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board.iteration_notes = [
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s.get("reason", "")
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for s in iteration_report["adjustment_suggestions"][:3]
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if s.get("reason")
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] or board.iteration_notes
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if include_llm and settings.deepseek_api_key:
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board.ai_review = await _generate_ai_review(board, recommendations, performance)
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if board.ai_review:
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board.generated_by = "rules+llm"
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return board.model_dump()
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def _build_rule_board(
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market_temp: MarketTemperature | None,
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sectors: list[SectorInfo],
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recommendations: list[Recommendation],
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performance: dict,
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) -> StrategyBoard:
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temp = market_temp.temperature if market_temp else 0
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raw_trade_date = market_temp.trade_date if market_temp else ""
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prefer_realtime = should_prefer_realtime_today(raw_trade_date)
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trade_date = today_trade_date() if prefer_realtime else raw_trade_date
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data_mode = "realtime_today" if prefer_realtime else "daily_snapshot"
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market_regime, risk_level, action_bias, position_suggestion = _classify_market(temp, market_temp)
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actionable = [r for r in recommendations if r.action_plan == "可操作"]
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watch = [r for r in recommendations if r.action_plan == "重点关注"]
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strong_sectors = [
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s for s in sectors[:5]
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if _sector_pct(s) >= 1.5 and (_sector_breadth(s) > 0 or s.limit_up_count >= 2)
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]
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avg_score = (
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round(sum(r.score for r in recommendations) / len(recommendations), 1)
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if recommendations else 0
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)
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recommended_mode = _choose_strategy_mode(temp, sectors, recommendations)
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strategy_focus = _build_strategy_focus(temp, sectors, recommendations)
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watch_sectors = [_sector_focus(s) for s in sectors[:5]]
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avoid_rules = _build_avoid_rules(temp, sectors, recommendations)
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iteration_notes = _build_iteration_notes(performance, recommendations)
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mode_prefix = "今日实时视角：" if prefer_realtime else ""
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summary = (
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f"{mode_prefix}{market_regime}，风险等级{risk_level}。"
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f"当前 {len(recommendations)} 只入选，其中 {len(actionable)} 只可操作、"
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f"{len(watch)} 只重点关注，平均分 {avg_score}。"
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f"{'主线活跃板块 ' + ' / '.join(s.sector_name for s in strong_sectors[:3]) + '。' if strong_sectors else '板块尚未形成强共振，优先等确认。'}"
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)
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metrics = {
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"temperature": temp,
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"recommendation_count": len(recommendations),
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"actionable_count": len(actionable),
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"watch_count": len(watch),
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"avg_score": avg_score,
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"win_rate": performance.get("win_rate", 0),
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"avg_return": performance.get("avg_return", 0),
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"tracked": performance.get("tracked", 0),
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}
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return StrategyBoard(
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trade_date=trade_date,
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data_mode=data_mode,
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market_regime=market_regime,
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risk_level=risk_level,
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action_bias=action_bias,
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position_suggestion=position_suggestion,
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summary=summary,
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recommended_mode=recommended_mode,
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strategy_focus=strategy_focus,
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watch_sectors=watch_sectors,
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avoid_rules=avoid_rules,
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iteration_notes=iteration_notes,
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metrics=metrics,
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)
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def _classify_market(
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temp: float, market_temp: MarketTemperature | None
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) -> tuple[str, str, str, str]:
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if temp >= 75:
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return ("强势进攻", "低", "可积极关注主线龙头和突破确认", "单票 20%-30%，总仓 50%-70%")
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if temp >= 60:
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return ("修复偏强", "中低", "优先做早中期板块的突破/回踩确认", "单票 15%-25%，总仓 40%-60%")
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if temp >= 45:
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return ("震荡分化", "中", "只做板块一致性强的低吸或确认机会", "单票 10%-20%，总仓 25%-40%")
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if temp >= 30:
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return ("弱势防守", "中高", "以观察池为主，减少追高，只等强确认", "单票 0%-10%，总仓 0%-25%")
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return ("退潮冰点", "高", "暂停主动出手，等待市场修复和主线重新出现", "空仓或极低仓观察")
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def _choose_strategy_mode(
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temp: float, sectors: list[SectorInfo], recommendations: list[Recommendation]
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) -> str:
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top = sectors[:5]
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strong = [s for s in top if _sector_pct(s) >= 2 and _sector_breadth(s) > 0]
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active = [s for s in top if _sector_pct(s) >= 1 and (_sector_turnover(s) >= 2 or s.limit_up_count >= 2)]
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end_stage = [s for s in top if s.stage == "end" and _sector_pct(s) > 0]
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if temp >= 65 and len(strong) >= 2:
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return "顺主线做强势确认"
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if temp >= 55 and active:
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return "围绕强板块做回踩确认"
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if temp < 45 or end_stage:
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return "缩仓观察，回避后排追高"
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if recommendations:
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return "观察池跟踪，等待触发"
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return "防守观察"
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def _build_strategy_focus(
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temp: float, sectors: list[SectorInfo], recommendations: list[Recommendation]
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) -> list[StrategyFocus]:
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focus: list[StrategyFocus] = []
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signal_counts: dict[str, int] = {}
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for rec in recommendations:
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signal_counts[rec.entry_signal_type] = signal_counts.get(rec.entry_signal_type, 0) + 1
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top_signal = max(signal_counts, key=signal_counts.get) if signal_counts else ""
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signal_label = {
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"breakout": "突破型",
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"breakout_confirm": "突破确认型",
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"pullback": "回踩型",
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"launch": "启动型",
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"reversal": "反转型",
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}.get(top_signal, "观察型")
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focus.append(StrategyFocus(
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label=signal_label,
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description=f"当前推荐中该类型占比较高，适合作为今日主要观察模板。",
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))
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if sectors:
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main = sectors[0]
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sector_pct = _sector_pct(main)
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breadth = _sector_breadth(main)
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turnover = _sector_turnover(main)
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focus.append(StrategyFocus(
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label=f"{main.sector_name} 主线跟踪",
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description=(
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f"当前涨幅 {sector_pct:+.2f}% ，广度 {breadth:+d}，换手 {turnover:.1f}% ，"
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f"阶段 {main.stage}，优先确认资金是否延续。"
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),
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))
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if len(sectors) > 1:
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runner_up = sectors[1]
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focus.append(StrategyFocus(
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label=f"{runner_up.sector_name} 轮动监控",
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description=(
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f"强度分 {_sector_strength_score(runner_up)}，"
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f"若涨幅继续扩大且广度转强，可切入今日第二梯队。"
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),
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))
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if temp < 45:
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focus.append(StrategyFocus(
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label="防守优先",
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description="市场温度不足，推荐只作为观察池，不宜扩大仓位。",
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))
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elif sectors and _sector_pct(sectors[0]) < 1:
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focus.append(StrategyFocus(
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label="等一致性强化",
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description="板块领涨幅度仍有限，优先等主线扩散和个股触发后再出手。",
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))
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return focus
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def _sector_focus(sector: SectorInfo) -> StrategySectorFocus:
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stage_view = {
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"early": "早期，重点观察资金是否连续流入",
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"mid": "中期，适合寻找回踩或突破确认",
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"late": "后期，防止加速后分歧",
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"end": "末期，谨慎追高",
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}.get(sector.stage, "阶段不明，等待确认")
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return StrategySectorFocus(
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sector_name=sector.sector_name,
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stage=sector.stage,
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heat_score=sector.heat_score,
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pct_change=_sector_pct(sector),
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limit_up_count=sector.limit_up_count,
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turnover_rate=_sector_turnover(sector),
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up_count=_sector_up_count(sector),
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down_count=_sector_down_count(sector),
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data_mode=sector.data_mode,
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view=(
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f"{stage_view}；当前涨幅 {_sector_pct(sector):+.2f}%"
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+ (
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f"，上涨/下跌 {_sector_up_count(sector)}/{_sector_down_count(sector)}"
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if sector.is_realtime else ""
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)
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),
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)
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def _build_avoid_rules(
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temp: float, sectors: list[SectorInfo], recommendations: list[Recommendation]
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) -> list[str]:
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rules = []
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top = sectors[:5]
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if temp < 45:
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rules.append("市场温度低于45时，不追突破首日，只等次日确认或回踩。")
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if any(s.stage == "end" for s in top):
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rules.append("板块进入末期时，降低同板块追高标的权重。")
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if top and _sector_pct(top[0]) < 1:
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rules.append("主线板块涨幅不足1%时，不把局部异动当成全面进攻信号。")
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if any(_sector_breadth(s) < 0 for s in top[:3] if s.is_realtime):
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rules.append("板块涨幅与广度背离时，优先回避后排补涨和冲高追单。")
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if any(_sector_turnover(s) > 8 and s.stage in ("late", "end") for s in top):
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rules.append("高换手叠加板块后期阶段时，防止情绪过热后的快速分歧。")
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if any(r.position_score < 35 for r in recommendations):
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rules.append("位置安全分低于35的标的，只观察不主动追入。")
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if not rules:
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rules.append("推荐失效条件触发后不补仓，等待下一次扫描重新确认。")
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return rules
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def _build_iteration_notes(performance: dict, recommendations: list[Recommendation]) -> list[str]:
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notes = []
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tracked = performance.get("tracked", 0) or 0
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win_rate = performance.get("win_rate", 0) or 0
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avg_return = performance.get("avg_return", 0) or 0
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hit_stop = performance.get("hit_stop_count", 0) or 0
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hit_target = performance.get("hit_target_count", 0) or 0
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if tracked < 10:
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notes.append("跟踪样本不足，暂不自动调整策略权重，优先积累推荐生命周期数据。")
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else:
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if win_rate < 45:
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notes.append("近期胜率偏低，下轮应提高入场确认门槛，减少弱势环境下的突破型推荐。")
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if avg_return < 0:
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notes.append("平均收益为负，建议收紧止损触发和推荐失效条件。")
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if hit_stop > hit_target:
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notes.append("止损次数多于命中目标，优先复查追高和板块末期惩罚是否不足。")
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actionable_count = sum(1 for r in recommendations if r.action_plan == "可操作")
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if actionable_count > 5:
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notes.append("可操作标的偏多，前端应按板块集中度和评分排序控制关注数量。")
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return notes
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async def _generate_ai_review(
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board: StrategyBoard,
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recommendations: list[Recommendation],
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performance: dict,
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) -> str:
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"""用 LLM 生成简短的策略解释，不参与硬性交易决策。"""
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from app.llm.client import chat_completion
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rec_lines = "\n".join(
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f"- {r.name}({r.ts_code}) {r.action_plan} {r.entry_signal_type} "
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f"评分{r.score} 仓位{r.suggested_position_pct}% 触发: {r.trigger_condition}"
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for r in recommendations[:8]
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) or "暂无推荐"
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user_msg = f"""请基于以下系统数据，生成一段今日A股策略作战说明，要求：
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1. 明确区分市场事实、策略推断和风险约束；
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2. 不要承诺收益，不要给绝对化买卖结论；
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3. 最多220字，中文。
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市场状态: {board.market_regime}
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风险等级: {board.risk_level}
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操作倾向: {board.action_bias}
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仓位建议: {board.position_suggestion}
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推荐策略: {board.recommended_mode}
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历史跟踪: 胜率{performance.get('win_rate', 0)}%, 平均收益{performance.get('avg_return', 0)}%
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推荐摘要:
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{rec_lines}
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"""
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resp = await chat_completion([
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{"role": "system", "content": "你是一位谨慎的A股交易研究助手，擅长把量化结果转成可执行但有风险边界的策略说明。"},
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{"role": "user", "content": user_msg},
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])
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return resp.content.strip() if resp and resp.content else ""
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