169 lines
5.7 KiB
Python
169 lines
5.7 KiB
Python
"""盘中买点触发监控
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从当日埋伏池加载标的，每分钟用腾讯批量行情检查是否命中买入条件。
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命中后通过飞书 webhook 推送告警，每只票每天最多触发一次。
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"""
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import logging
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from datetime import datetime
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from app.data.cache import cache
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from app.config import is_trading_hours
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logger = logging.getLogger(__name__)
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async def check_triggers():
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"""主入口：检查当日埋伏池是否有买点触发。"""
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if not is_trading_hours():
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return
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pool = await _load_today_ambush_pool()
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if not pool:
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return
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from app.data.tencent_client import get_realtime_quotes_batch
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codes = [item["ts_code"] for item in pool]
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quotes = await get_realtime_quotes_batch(codes)
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for item in pool:
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ts_code = item["ts_code"]
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quote = quotes.get(ts_code)
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if not quote or quote.price <= 0:
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continue
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# 去重：每只票每天最多触发一次
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dedup_key = f"trigger_fired:{ts_code}:{datetime.now().strftime('%Y%m%d')}"
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if cache.get(dedup_key):
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continue
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trigger_type = _check_trigger_condition(item, quote)
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if trigger_type:
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cache.set(dedup_key, True, 86400)
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await _send_trigger_alert(item, quote, trigger_type)
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def _check_trigger_condition(item: dict, quote) -> str | None:
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"""检查是否命中买入条件。返回触发类型或 None。"""
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entry_price = item.get("entry_price")
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entry_signal_type = item.get("entry_signal_type", "")
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volume_ratio = quote.volume_ratio or 0
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if not entry_price or entry_price <= 0:
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return None
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price = quote.price
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# 突破型：价格站上 entry_price 且量比 > 1.5
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if entry_signal_type in ("breakout", "breakout_confirm"):
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if price >= entry_price and volume_ratio >= 1.5:
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return "突破确认"
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# 回踩型：价格回到 entry_price 附近(±2%) 且缩量
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elif entry_signal_type == "pullback":
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if abs(price - entry_price) / entry_price <= 0.02 and volume_ratio < 0.8:
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return "回踩到位"
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# 启动型：价格突破 entry_price 且量比 > 1.2
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elif entry_signal_type in ("launch", "reversal"):
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if price >= entry_price and volume_ratio >= 1.2:
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return "启动放量"
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# 通用：价格站上 entry_price 且量比 > 1.5
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else:
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if price >= entry_price and volume_ratio >= 1.5:
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return "放量突破"
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return None
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async def _load_today_ambush_pool() -> list[dict]:
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"""从数据库加载当日可操作/重点关注的埋伏标的。"""
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cache_key = "trigger_pool:today"
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cached = cache.get(cache_key)
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if cached is not None:
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return cached
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try:
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from sqlalchemy import text
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from app.db.database import get_db
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today = datetime.now().strftime("%Y-%m-%d")
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async with get_db() as db:
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result = await db.execute(
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text(
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"SELECT ts_code, name, entry_price, stop_loss, target_price, "
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"entry_signal_type, action_plan, sector, score "
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"FROM recommendations "
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"WHERE date(created_at) = :today "
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"AND action_plan IN ('可操作', '重点关注') "
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"ORDER BY score DESC LIMIT 10"
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),
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{"today": today},
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)
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rows = result.fetchall()
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pool = [
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{
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"ts_code": r._mapping["ts_code"],
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"name": r._mapping["name"],
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"entry_price": r._mapping["entry_price"],
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"stop_loss": r._mapping["stop_loss"],
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"target_price": r._mapping["target_price"],
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"entry_signal_type": r._mapping["entry_signal_type"] or "",
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"action_plan": r._mapping["action_plan"],
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"sector": r._mapping["sector"] or "",
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"score": r._mapping["score"] or 0,
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}
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for r in rows
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]
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# 缓存 5 分钟，避免每分钟查 DB
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cache.set(cache_key, pool, 300)
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return pool
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except Exception as e:
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logger.warning(f"加载埋伏池失败: {e}")
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return []
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async def _send_trigger_alert(item: dict, quote, trigger_type: str):
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"""通过飞书发送买点触发告警。"""
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from app.notifications.feishu import send_feishu_alert
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from app.config import settings
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if not settings.recommendation_push_enabled:
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return
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name = item["name"]
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ts_code = item["ts_code"]
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sector = item.get("sector", "")
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entry_price = item.get("entry_price", 0)
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target_price = item.get("target_price")
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stop_loss = item.get("stop_loss")
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score = item.get("score", 0)
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price_str = f"{quote.price:.2f}"
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pct_str = f"{quote.pct_chg:+.1f}%"
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vr_str = f"{quote.volume_ratio:.1f}" if quote.volume_ratio else "-"
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lines = [
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f"🎯 买点触发: {name} ({ts_code})",
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f"触发类型: {trigger_type}",
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f"当前价: {price_str} ({pct_str})",
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f"量比: {vr_str}",
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f"板块: {sector}",
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f"评分: {score:.0f}",
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f"入场价: {entry_price:.2f}" if entry_price else "",
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f"目标价: {target_price:.2f}" if target_price else "",
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f"止损价: {stop_loss:.2f}" if stop_loss else "",
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f"建议: {item.get('action_plan', '观察')}",
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]
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message = "\n".join(line for line in lines if line)
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await send_feishu_alert(
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source="trigger_monitor",
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message=f"买点触发: {name} {trigger_type}",
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detail=message,
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level="info",
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)
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logger.info(f"买点触发告警已发送: {name} {trigger_type} @ {quote.price}")
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