608 lines
22 KiB
Python
608 lines
22 KiB
Python
"""
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通知模块 - 支持钉钉webhook通知
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"""
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import requests
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import json
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import time
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import hmac
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import hashlib
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import base64
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import urllib.parse
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from typing import Dict, Any, Optional
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from loguru import logger
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from datetime import datetime
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class DingTalkNotifier:
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"""钉钉机器人通知器"""
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def __init__(self, webhook_url: str, secret: str = None):
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"""
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初始化钉钉通知器
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Args:
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webhook_url: 钉钉机器人webhook地址
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secret: 加签密钥，如果提供则启用加签验证
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"""
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self.webhook_url = webhook_url
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self.secret = secret
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self.session = requests.Session()
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logger.info(f"钉钉通知器初始化完成 {'(已启用加签)' if secret else '(未启用加签)'}")
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def _generate_signature(self, timestamp: str) -> str:
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"""
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生成钉钉加签
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Args:
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timestamp: 时间戳字符串
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Returns:
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加签结果
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"""
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if not self.secret:
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return ""
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string_to_sign = f"{timestamp}\n{self.secret}"
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hmac_code = hmac.new(
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self.secret.encode('utf-8'),
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string_to_sign.encode('utf-8'),
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digestmod=hashlib.sha256
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).digest()
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sign = urllib.parse.quote_plus(base64.b64encode(hmac_code))
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return sign
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def _get_signed_url(self) -> str:
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"""
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获取带加签的webhook URL
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Returns:
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带加签的URL，如果未配置密钥则返回原URL
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"""
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if not self.secret:
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return self.webhook_url
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timestamp = str(round(time.time() * 1000))
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sign = self._generate_signature(timestamp)
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# 添加时间戳和签名参数
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separator = '&' if '?' in self.webhook_url else '?'
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return f"{self.webhook_url}{separator}timestamp={timestamp}&sign={sign}"
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def send_text_message(self, content: str, at_all: bool = False, at_mobiles: list = None) -> bool:
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"""
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发送文本消息
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Args:
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content: 消息内容
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at_all: 是否@所有人
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at_mobiles: @指定手机号列表
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Returns:
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发送是否成功
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"""
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try:
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data = {
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"msgtype": "text",
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"text": {
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"content": content
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}
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}
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# 添加@功能
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if at_all or at_mobiles:
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data["at"] = {}
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if at_all:
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data["at"]["isAtAll"] = True
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if at_mobiles:
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data["at"]["atMobiles"] = at_mobiles
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response = self.session.post(
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self._get_signed_url(),
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json=data,
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headers={'Content-Type': 'application/json'},
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timeout=10
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)
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if response.status_code == 200:
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result = response.json()
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if result.get('errcode') == 0:
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logger.info("钉钉消息发送成功")
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return True
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else:
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logger.error(f"钉钉消息发送失败: {result.get('errmsg', '未知错误')}")
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return False
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else:
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logger.error(f"钉钉API请求失败: HTTP {response.status_code}")
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return False
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except Exception as e:
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logger.error(f"发送钉钉消息异常: {e}")
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return False
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def send_markdown_message(self, title: str, text: str, at_all: bool = False, at_mobiles: list = None) -> bool:
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"""
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发送Markdown格式消息
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Args:
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title: 消息标题
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text: Markdown格式的消息内容
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at_all: 是否@所有人
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at_mobiles: @指定手机号列表
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Returns:
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发送是否成功
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"""
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try:
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data = {
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"msgtype": "markdown",
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"markdown": {
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"title": title,
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"text": text
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}
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}
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# 添加@功能
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if at_all or at_mobiles:
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data["at"] = {}
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if at_all:
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data["at"]["isAtAll"] = True
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if at_mobiles:
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data["at"]["atMobiles"] = at_mobiles
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response = self.session.post(
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self._get_signed_url(),
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json=data,
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headers={'Content-Type': 'application/json'},
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timeout=10
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)
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if response.status_code == 200:
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result = response.json()
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if result.get('errcode') == 0:
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logger.info("钉钉Markdown消息发送成功")
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return True
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else:
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logger.error(f"钉钉Markdown消息发送失败: {result.get('errmsg', '未知错误')}")
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return False
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else:
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logger.error(f"钉钉API请求失败: HTTP {response.status_code}")
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return False
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except Exception as e:
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logger.error(f"发送钉钉Markdown消息异常: {e}")
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return False
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def send_strategy_summary_message(self, title: str, markdown_text: str) -> bool:
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"""
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发送策略汇总消息（Markdown格式）
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Args:
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title: 消息标题
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markdown_text: Markdown格式的消息内容
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Returns:
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发送是否成功
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"""
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return self.send_markdown_message(title, markdown_text)
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def send_strategy_signal(self, stock_code: str, stock_name: str, timeframe: str,
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signal_type: str, price: float, signal_date: str = None, additional_info: Dict[str, Any] = None) -> bool:
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"""
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发送策略信号通知（优化版：创新高回踩确认）
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Args:
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stock_code: 股票代码
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stock_name: 股票名称
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timeframe: 时间周期
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signal_type: 信号类型
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price: 当前价格
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signal_date: 信号发生的时间（K线时间）
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additional_info: 额外信息
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Returns:
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发送是否成功
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"""
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try:
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# 使用信号时间或当前时间
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display_time = signal_date if signal_date else datetime.now().strftime("%Y-%m-%d %H:%M:%S")
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# 构建Markdown消息
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title = f"🎯 {signal_type}信号确认"
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# 基础信息
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markdown_text = f"""
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# 🎯 {signal_type}信号确认
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**股票信息:**
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- 代码: `{stock_code}`
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- 名称: `{stock_name}`
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- 确认价格: `{price}` 元
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- 时间周期: `{timeframe}`
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**确认时间:** {display_time}
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**策略说明:** 两阳+阴+阳突破(创新高回踩确认)
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"""
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# 添加创新高回踩确认的详细信息
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if additional_info:
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# 检查是否有创新高回踩确认的关键信息
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if 'new_high_price' in additional_info and 'new_high_date' in additional_info:
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markdown_text += f"""
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**🚀 创新高回踩确认详情:**
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- 📅 模式日期: `{additional_info.get('pattern_date', '未知')}`
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- 💰 原突破价: `{additional_info.get('breakout_price', 'N/A')}` 元
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- 🌟 创新高价: `{additional_info.get('new_high_price', 'N/A')}` 元
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- 🚀 创新高日期: `{additional_info.get('new_high_date', '未知')}`
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- 🎯 阴线最高价: `{additional_info.get('yin_high', 'N/A')}` 元
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- ✅ 回踩确认日期: `{additional_info.get('confirmation_date', '未知')}`
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- ⏰ 总确认用时: `{additional_info.get('confirmation_days', 'N/A')}` 天
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- 📏 回踩距离: `{additional_info.get('pullback_distance', 'N/A')}%`
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"""
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# 添加其他额外信息
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markdown_text += "\n**📊 技术指标:**\n"
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tech_indicators = ['yang1_entity_ratio', 'yang2_entity_ratio', 'final_yang_entity_ratio',
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'breakout_pct', 'turnover_ratio', 'above_ema20']
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for key in tech_indicators:
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if key in additional_info:
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value = additional_info[key]
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if key.endswith('_ratio') and isinstance(value, (int, float)):
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markdown_text += f"- {key}: `{value:.1%}`\n"
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elif key == 'breakout_pct':
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markdown_text += f"- 突破幅度: `{value:.2f}%`\n"
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elif key == 'turnover_ratio':
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markdown_text += f"- 换手率: `{value:.2f}%`\n"
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elif key == 'above_ema20':
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status = '✅上方' if value else '❌下方'
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markdown_text += f"- EMA20位置: `{status}`\n"
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else:
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markdown_text += f"- {key}: `{value}`\n"
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markdown_text += """
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---
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**💡 操作建议:**
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- ✅ 信号已通过创新高回踩双重确认
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- 📈 突破有效性得到验证
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- 🎯 当前为较优入场时机
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- ⚠️ 注意风险控制，设置合理止损
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**🔍 关键确认要素:**
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1. 🎯 形态: 两阳+阴+阳突破完成
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2. 🚀 创新高: 价格突破形态高点
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3. 📉 回踩: 回踩至阴线最高价附近
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4. ✅ 时机: 7天内完成双重确认
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---
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*K线形态策略 - 创新高回踩确认版*
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"""
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return self.send_markdown_message(title, markdown_text)
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except Exception as e:
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logger.error(f"发送策略信号通知异常: {e}")
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return False
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class NotificationManager:
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"""通知管理器"""
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def __init__(self, config: Dict[str, Any]):
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"""
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初始化通知管理器
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Args:
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config: 通知配置
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"""
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self.config = config
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self.dingtalk_notifier = None
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# 初始化钉钉通知器
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dingtalk_config = config.get('dingtalk', {})
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if dingtalk_config.get('enabled', False):
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webhook_url = dingtalk_config.get('webhook_url')
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secret = dingtalk_config.get('secret')
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if webhook_url:
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self.dingtalk_notifier = DingTalkNotifier(webhook_url, secret)
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logger.info("钉钉通知器已启用")
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else:
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logger.warning("钉钉通知已启用但未配置webhook_url")
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def send_strategy_signal(self, stock_code: str, stock_name: str, timeframe: str,
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signal_type: str, price: float, signal_date: str = None, additional_info: Dict[str, Any] = None) -> bool:
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"""
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发送策略信号到所有启用的通知渠道
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Args:
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stock_code: 股票代码
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stock_name: 股票名称
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timeframe: 时间周期
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signal_type: 信号类型
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price: 当前价格
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signal_date: 信号发生的时间（K线时间）
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additional_info: 额外信息
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Returns:
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是否至少有一个渠道发送成功
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"""
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success = False
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# 钉钉通知
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if self.dingtalk_notifier:
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if self.dingtalk_notifier.send_strategy_signal(
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stock_code, stock_name, timeframe, signal_type, price, signal_date, additional_info
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):
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success = True
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# 记录到日志
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logger.info(f"策略信号: {signal_type} | {stock_code}({stock_name}) | {timeframe} | {price}元")
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if additional_info:
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logger.info(f"额外信息: {additional_info}")
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return success
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def send_strategy_summary(self, all_signals: Dict[str, Any], scan_stats: Dict[str, Any] = None) -> bool:
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"""
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发送策略信号汇总通知（支持分组发送）
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Args:
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all_signals: 所有信号的汇总数据 {stock_code: {timeframe: [signals]}}
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scan_stats: 扫描统计信息
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Returns:
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发送是否成功
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"""
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if not all_signals:
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return False
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try:
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from datetime import datetime
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import math
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current_time = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
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# 收集所有信号详情
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all_signal_details = []
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total_signals = 0
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total_stocks = len(all_signals)
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for stock_code, stock_results in all_signals.items():
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for timeframe, signals in stock_results.items():
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for signal in signals:
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total_signals += 1
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# 根据新的信号格式提取信息
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confirmation_date = signal.get('confirmation_date', signal['date'])
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new_high_price = signal.get('new_high_price', signal['breakout_price'])
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confirmation_days = signal.get('confirmation_days', 0)
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all_signal_details.append({
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'stock_code': stock_code,
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'stock_name': signal.get('stock_name', '未知'),
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'timeframe': timeframe,
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'pattern_date': signal['date'], # 模式形成日期
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'confirmation_date': confirmation_date, # 回踩确认日期
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'price': new_high_price, # 创新高价格
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'original_breakout_price': signal['breakout_price'], # 原突破价
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'yin_high': signal.get('yin_high', 0), # 阴线最高价
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'turnover': signal.get('turnover_ratio', 0),
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'breakout_pct': signal.get('breakout_pct', 0),
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'ema20_status': '✅上方' if signal.get('above_ema20', False) else '❌下方',
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'confirmation_days': confirmation_days,
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'pullback_distance': signal.get('pullback_distance', 0),
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'is_new_format': signal.get('new_high_confirmed', False) # 是否为新格式信号
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})
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# 如果没有信号，直接返回
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if total_signals == 0:
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return True
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# 按10个信号为一组分批发送
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signals_per_group = 10
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total_groups = math.ceil(total_signals / signals_per_group)
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success_count = 0
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for group_idx in range(total_groups):
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start_idx = group_idx * signals_per_group
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end_idx = min(start_idx + signals_per_group, total_signals)
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group_signals = all_signal_details[start_idx:end_idx]
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# 构建当前组的消息
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if total_groups > 1:
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title = f"🎯 K线形态策略信号汇总 ({group_idx + 1}/{total_groups})"
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else:
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title = f"🎯 K线形态策略信号汇总"
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markdown_text = f"""
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# {title}
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**扫描统计:**
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- 扫描时间: `{current_time}`
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- 总信号数: `{total_signals}` 个
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- 本组信号: `{len(group_signals)}` 个 ({start_idx + 1}-{end_idx})
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- 涉及股票: `{total_stocks}` 只
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"""
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# 添加扫描范围信息
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if scan_stats:
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markdown_text += f"""
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**扫描范围:**
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- 扫描股票总数: `{scan_stats.get('total_scanned', 'N/A')}`
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- 数据源: `{scan_stats.get('data_source', '热门股票')}`
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"""
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markdown_text += "\n**✅ 确认信号详情:**\n"
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# 添加当前组的信号详情
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for i, signal in enumerate(group_signals, start_idx + 1):
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if signal['is_new_format']:
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# 新格式：创新高回踩确认
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markdown_text += f"""
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{i}. **{signal['stock_code']} - {signal['stock_name']}** 🎯
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- 📅 模式日期: `{signal['pattern_date']}`
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- ✅ 确认日期: `{signal['confirmation_date']}`
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- 💰 原突破价: `{signal['original_breakout_price']:.2f}元`
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- 🌟 创新高价: `{signal['price']:.2f}元`
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- 🎯 阴线高点: `{signal['yin_high']:.2f}元`
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- ⏰ 确认用时: `{signal['confirmation_days']}天`
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- 📏 回踩距离: `{signal['pullback_distance']:.2f}%`
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- 📊 周期: `{signal['timeframe']}` | 换手: `{signal['turnover']:.2f}%`
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- 📈 EMA20: `{signal['ema20_status']}`
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"""
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else:
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# 旧格式：兼容显示
|
||
markdown_text += f"""
|
||
{i}. **{signal['stock_code']} - {signal['stock_name']}**
|
||
- K线时间: `{signal['pattern_date']}`
|
||
- 时间周期: `{signal['timeframe']}`
|
||
- 当前价格: `{signal['price']:.2f}元`
|
||
- 突破幅度: `{signal['breakout_pct']:.2f}%`
|
||
- 换手率: `{signal['turnover']:.2f}%`
|
||
- EMA20: `{signal['ema20_status']}`
|
||
"""
|
||
|
||
markdown_text += """
|
||
---
|
||
**🔍 策略说明:** 两阳+阴+阳突破(创新高回踩确认版)
|
||
|
||
**💡 信号特点:**
|
||
- ✅ 所有信号已通过双重确认
|
||
- 🎯 模式出现后等待创新高验证
|
||
- 📉 创新高后回踩阴线最高价入场
|
||
- ⏰ 7天内完成完整确认流程
|
||
|
||
**⚠️ 风险提示:** 投资有风险，入市需谨慎！
|
||
|
||
---
|
||
*K线形态策略系统自动发送*
|
||
"""
|
||
|
||
# 发送当前组的通知
|
||
if self.dingtalk_notifier:
|
||
if self.dingtalk_notifier.send_markdown_message(title, markdown_text):
|
||
success_count += 1
|
||
logger.info(f"📱 发送信号汇总第{group_idx + 1}组成功 ({len(group_signals)}个信号)")
|
||
else:
|
||
logger.error(f"📱 发送信号汇总第{group_idx + 1}组失败")
|
||
|
||
# 避免发送过快，添加短暂延迟
|
||
if group_idx < total_groups - 1: # 不是最后一组
|
||
import time
|
||
time.sleep(1) # 1秒延迟
|
||
|
||
return success_count > 0
|
||
|
||
except Exception as e:
|
||
logger.error(f"发送策略汇总通知异常: {e}")
|
||
return False
|
||
|
||
def send_pullback_alerts(self, pullback_alerts: list) -> bool:
|
||
"""
|
||
发送价格回踩阴线最高点的特殊提醒
|
||
|
||
Args:
|
||
pullback_alerts: 回踩提醒信号列表
|
||
|
||
Returns:
|
||
发送是否成功
|
||
"""
|
||
if not pullback_alerts or not self.dingtalk_notifier:
|
||
return False
|
||
|
||
try:
|
||
current_time = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
|
||
|
||
# 按5个提醒为一组分批发送
|
||
alerts_per_group = 5
|
||
import math
|
||
total_groups = math.ceil(len(pullback_alerts) / alerts_per_group)
|
||
success_count = 0
|
||
|
||
for group_idx in range(total_groups):
|
||
start_idx = group_idx * alerts_per_group
|
||
end_idx = min(start_idx + alerts_per_group, len(pullback_alerts))
|
||
group_alerts = pullback_alerts[start_idx:end_idx]
|
||
|
||
# 构建标题
|
||
title = f"⚠️ 价格回踩阴线最高点提醒 ({group_idx + 1}/{total_groups})"
|
||
|
||
# 构建详细信息
|
||
alert_details = []
|
||
for i, alert in enumerate(group_alerts, 1):
|
||
alert_detail = f"""
|
||
**{start_idx + i}. {alert['stock_code']}({alert['stock_name']})**
|
||
- 📅 原信号: {alert['signal_date']} | 当前: {alert['current_date']}
|
||
- ⏰ 间隔: {alert['days_since_signal']}天 | 周期: {alert['timeframe']}
|
||
- 💰 阴线高点: {alert['yin_high']:.2f}元 | 当时突破价: {alert['breakout_price']:.2f}元
|
||
- 📉 当前价格: {alert['current_price']:.2f}元 | 今日最低: {alert['current_low']:.2f}元
|
||
- 📊 回调幅度: {alert['pullback_pct']:.2f}% | 距阴线高点: {alert['distance_to_yin_high']:.2f}%
|
||
"""
|
||
alert_details.append(alert_detail)
|
||
|
||
# 构建完整的Markdown消息
|
||
markdown_text = f"""
|
||
# ⚠️ 已确认信号二次回踩提醒
|
||
|
||
**🚨 重要提醒:** 以下股票已通过"创新高回踩确认"产生信号，现价格再次回踩至阴线最高点附近，请关注支撑情况！
|
||
|
||
**📊 本批提醒数量:** {len(group_alerts)}个
|
||
**🕐 检查时间:** {current_time}
|
||
|
||
---
|
||
|
||
{''.join(alert_details)}
|
||
|
||
---
|
||
**💡 操作建议:**
|
||
- ✅ 这些股票已通过双重确认，信号有效性较高
|
||
- 🎯 当前为二次回踩阴线最高点，关注支撑强度
|
||
- 📈 如获得有效支撑，可能形成新的上涨起点
|
||
- 📉 如跌破阴线最高点，需要重新评估信号有效性
|
||
- 💰 建议结合成交量和其他技术指标综合判断
|
||
|
||
**🔍 提醒说明:**
|
||
- 此类股票已完成创新高+回踩确认流程
|
||
- 当前价格位置具有重要技术意义
|
||
- 阴线最高点是关键支撑/阻力位
|
||
|
||
**⚠️ 风险提示:** 本提醒仅供参考，投资有风险，入市需谨慎！
|
||
"""
|
||
|
||
# 发送消息
|
||
if self.dingtalk_notifier.send_markdown_message(title, markdown_text):
|
||
success_count += 1
|
||
logger.info(f"📱 回踩提醒第{group_idx + 1}组发送成功 ({len(group_alerts)}个提醒)")
|
||
else:
|
||
logger.error(f"📱 回踩提醒第{group_idx + 1}组发送失败")
|
||
|
||
# 避免发送过快，添加短暂延迟
|
||
if group_idx < total_groups - 1:
|
||
import time
|
||
time.sleep(1) # 1秒延迟
|
||
|
||
return success_count > 0
|
||
|
||
except Exception as e:
|
||
logger.error(f"发送回踩提醒通知异常: {e}")
|
||
return False
|
||
|
||
def send_test_message(self) -> bool:
|
||
"""发送测试消息"""
|
||
if self.dingtalk_notifier:
|
||
return self.dingtalk_notifier.send_text_message("量化交易系统通知测试 ✅")
|
||
return False
|
||
|
||
|
||
if __name__ == "__main__":
|
||
# 测试代码
|
||
# 注意: 需要有效的钉钉webhook地址才能测试
|
||
test_config = {
|
||
'dingtalk': {
|
||
'enabled': False, # 设置为True并提供webhook_url进行测试
|
||
'webhook_url': 'https://oapi.dingtalk.com/robot/send?access_token=YOUR_TOKEN'
|
||
}
|
||
}
|
||
|
||
notifier = NotificationManager(test_config)
|
||
print("通知管理器初始化完成") |