359 lines
16 KiB
Python
359 lines
16 KiB
Python
from __future__ import annotations
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from datetime import datetime
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from typing import Any
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from backend.bootstrap.config import normalize_date
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from backend.data.providers.tushare_client import _sector_coverage_issue
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from backend.features.heaven.engine import build_five_phase_field, build_market_hexagram
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class HeavenTrendMixin:
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def heaven_setup(
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self,
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trade_date: str,
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sector_name: str = "",
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stock_code: str = "",
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manual_data: dict[str, Any] | None = None,
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) -> dict[str, Any]:
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normalized_date = normalize_date(trade_date)
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dashboard = self.get_dashboard(normalized_date)
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data_date = normalize_date(str(dashboard.get("meta", {}).get("trade_date") or normalized_date))
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recent_history = self.database.snapshot_summaries(data_date, 10)
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market_mode = self._heaven_market_mode(data_date, dashboard)
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manual_data = self._validate_heaven_manual_data(manual_data, market_mode)
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index_context = self._heaven_index_context(data_date, dashboard, market_mode)
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external_stock = None
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normalized_stock_code = ""
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if stock_code.strip():
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normalized_stock_code = self._resolve_heaven_stock_code(stock_code)
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external_stock = self._heaven_stock_context(
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normalized_stock_code,
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data_date,
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dashboard,
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market_mode,
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)
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external_sector = None
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if normalized_stock_code and self.configured:
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external_sector = self._heaven_sector_context(
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normalized_stock_code,
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data_date,
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market_mode,
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)
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if external_sector and external_stock:
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external_stock["sector"] = external_sector.get("name") or external_stock.get("sector")
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dashboard, index_context, external_sector, external_stock = self._apply_heaven_manual_data(
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dashboard,
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index_context,
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external_sector,
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external_stock,
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manual_data,
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market_mode,
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data_date,
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normalized_stock_code,
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)
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if external_sector and external_stock:
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external_stock["sector"] = external_sector.get("name") or external_stock.get("sector")
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sector_input = str((external_sector or {}).get("name") or sector_name.strip())
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if not normalized_stock_code:
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data_checks = []
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chart = {
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"available": False,
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"selection_required": True,
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"data_trade_date": data_date,
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"sector": "",
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"sector_code": "",
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"sector_taxonomy": "",
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"stock": {"code": "", "name": "", "status": ""},
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"quality": {
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"status": "awaiting_selection",
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"issues": [],
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"principle": "",
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"sources": [],
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},
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"index_context": index_context,
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}
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else:
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data_checks = self._heaven_line_checks(
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data_date,
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dashboard,
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recent_history,
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index_context,
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external_sector or {},
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external_stock or {},
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market_mode,
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manual_data,
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)
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quality_issues = [
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f"{check['position']}·{check['layer']}：{'；'.join(check['reasons'])}"
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for check in data_checks
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if not check["passed"]
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]
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if quality_issues:
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chart = {
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"available": False,
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"selection_required": False,
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"data_trade_date": data_date,
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"sector": str((external_sector or {}).get("name") or sector_input or "--"),
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"sector_code": str((external_sector or {}).get("code") or ""),
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"sector_taxonomy": str((external_sector or {}).get("taxonomy") or ""),
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"stock": {
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"code": normalized_stock_code,
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"name": str((external_stock or {}).get("name") or "--"),
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"status": str((external_stock or {}).get("status") or ""),
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},
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"quality": {
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"status": "blocked",
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"issues": quality_issues,
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"principle": "六爻任一层缺少同日、同口径的有效数据，本系统不成卦。",
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"sources": self._heaven_trend_sources(
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data_date, index_context, external_sector, external_stock
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),
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},
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"index_context": index_context,
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}
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else:
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chart = build_market_hexagram(
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dashboard,
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recent_history,
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index_context,
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sector_input,
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normalized_stock_code,
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external_stock,
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external_sector,
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)
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chart["available"] = True
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chart["selection_required"] = False
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manual_active = any(check["status"] == "manual" for check in data_checks)
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chart["quality"] = {
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"status": "manual" if manual_active else "verified",
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"issues": [],
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"principle": (
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"自动行情与用户补充数据均已通过同一套量化公式校验。"
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if manual_active
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else "指数、板块、个股均已通过同日同口径校验。"
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),
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"sources": [
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*self._heaven_trend_sources(
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data_date, index_context, external_sector, external_stock
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),
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*([{
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"lines": "补录爻位",
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"layer": "用户补充",
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"realtime": market_mode == "intraday",
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"detail": str(manual_data.get("note") or "量化数据经原公式重新计算"),
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}] if manual_active else []),
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],
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}
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chart["data_checks"] = data_checks
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chart["manual_data"] = manual_data
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sector_phase_overrides = self.database.list_sector_phase_overrides()
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field = build_five_phase_field(
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normalized_date,
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sector_phase_overrides,
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)
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personal_profile = self.account_personal_field(
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normalized_date,
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field,
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public=True,
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)
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daily_fortune_reading = self.database.latest_heaven_reading(
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self.current_user_id, "fortune", normalized_date
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)
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if self._legacy_truncated_heaven_reading(daily_fortune_reading):
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daily_fortune_reading = None
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return {
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"trade_date": data_date,
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"calendar_date": normalized_date,
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"market_mode": market_mode,
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"chart": chart,
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"field": field,
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"personal_profile": personal_profile,
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"daily_fortune_reading": daily_fortune_reading,
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"sector_phase_overrides": [
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{"name": name, "element": element}
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for name, element in sector_phase_overrides.items()
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],
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"llm": {
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"configured": self.llm_configured,
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"model": self.llm_primary_model if self.llm_configured else "",
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"fallback_configured": self.llm_fallback_configured,
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"fallback_model": self.llm_fallback_model if self.llm_fallback_configured else "",
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},
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}
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@staticmethod
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def _heaven_market_mode(
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trade_date: str,
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dashboard: dict[str, Any],
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now: datetime | None = None,
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) -> str:
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"""区分盘中、今日收盘和历史，避免把 rt_k 数据来源误当成交易状态。"""
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now = now or datetime.now().astimezone()
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if trade_date != now.strftime("%Y%m%d"):
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return "historical"
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meta = dashboard.get("meta") or {}
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status = str(meta.get("market_status") or "").lower()
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local_time = now.time().replace(tzinfo=None)
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if status == "closed" or local_time > datetime.strptime("15:05", "%H:%M").time():
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return "closed"
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if status in {"trading", "auction", "pre_open"} or (
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bool(meta.get("realtime"))
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and local_time >= datetime.strptime("09:15", "%H:%M").time()
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):
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return "intraday"
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return "historical"
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@staticmethod
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def _heaven_trend_sources(
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trade_date: str,
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index_context: dict[str, Any],
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sector: dict[str, Any] | None,
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stock: dict[str, Any] | None,
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) -> list[dict[str, Any]]:
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sector = sector or {}
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stock = stock or {}
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return [
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{
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"lines": "五爻、上爻",
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"layer": "指数",
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"source": index_context.get("source") or "unavailable",
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"trade_date": index_context.get("trade_date") or "",
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"realtime": bool(index_context.get("realtime")),
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"detail": f"三大指数 {len(index_context.get('indices') or [])}/3",
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},
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{
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"lines": "三爻、四爻",
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"layer": "行业",
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"source": sector.get("source") or "unavailable",
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"trade_date": sector.get("trade_date") or "",
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"realtime": bool(sector.get("realtime")),
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"detail": (
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f"申万二级 {sector.get('name') or '--'} {sector.get('code') or '--'} "
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f"成分覆盖 {int(sector.get('quote_count') or 0)}/{int(sector.get('member_count') or 0)}"
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),
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},
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{
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"lines": "初爻、二爻",
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"layer": "个股",
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"source": stock.get("data_source") or "unavailable",
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"trade_date": stock.get("trade_date") or trade_date,
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"realtime": bool(stock.get("realtime")),
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"detail": (
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f"{stock.get('name') or '--'}；换手基准 "
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f"{stock.get('capital_trade_date') or '--'}"
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),
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},
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]
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@staticmethod
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def _heaven_trend_quality_issues(
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trade_date: str,
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dashboard: dict[str, Any],
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index_context: dict[str, Any],
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sector: dict[str, Any] | None,
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stock: dict[str, Any] | None,
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market_mode: str = "historical",
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) -> list[str]:
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issues: list[str] = []
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intraday = market_mode == "intraday"
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closed = market_mode == "closed"
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if intraday:
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meta = dashboard.get("meta") or {}
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market_status = str(meta.get("market_status") or "")
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now = datetime.now().astimezone()
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try:
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updated_at = datetime.fromisoformat(str(meta.get("updated_at") or ""))
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if updated_at.tzinfo is None:
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updated_at = updated_at.replace(tzinfo=now.tzinfo)
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snapshot_age = (now - updated_at.astimezone(now.tzinfo)).total_seconds()
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except ValueError:
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snapshot_age = float("inf")
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if market_status in {"trading", "auction", "pre_open"} and snapshot_age > 120:
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issues.append("主行情快照超过2分钟，请点击顶部刷新")
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# 收盘后不再用 dashboard.market_status 作为阻断条件。盘后同步可能将
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# rt_k 快照替换成同日盘后日线而不带该字段；六爻数据本身的日期、
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# 完整性和来源校验已足以判断是否可以成卦。
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index_date = str(index_context.get("trade_date") or "").replace("-", "")
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index_rows = list(index_context.get("indices") or [])
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index_row_dates = {
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str(row.get("trade_date") or "").replace("-", "") for row in index_rows
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}
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if not index_context.get("precise") or len(index_rows) < 3:
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issues.append("指数层缺少三大指数的有效行情")
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elif index_date != trade_date or index_row_dates != {trade_date}:
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issues.append("指数行情与目标交易日不一致")
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elif intraday and not index_context.get("realtime"):
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issues.append("盘中指数层缺少可核验的实时行情")
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elif not intraday and (
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index_context.get("realtime")
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or str(index_context.get("source") or "") != "tushare"
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):
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issues.append("历史/收盘指数层必须使用 Tushare 官方指数日线")
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sector = sector or {}
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sector_date = str(sector.get("trade_date") or "").replace("-", "")
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sector_coverage = float(sector.get("coverage") or 0)
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sector_explained_count = int(
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sector.get("explained_count")
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if sector.get("explained_count") is not None
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else sector.get("quote_count") or 0
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)
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sector_explained_coverage = float(
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sector.get("explained_coverage")
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if sector.get("explained_coverage") is not None
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else sector_coverage
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)
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sector_coverage_issue = _sector_coverage_issue(
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int(sector.get("member_count") or 0),
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int(sector.get("quote_count") or 0),
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sector_explained_coverage,
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sector_explained_count,
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)
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if not sector:
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issues.append("行业层缺少申万二级行业归属")
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elif sector.get("taxonomy") != "sw_l2":
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issues.append("行业层必须使用申万二级行业分类")
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elif sector_date != trade_date:
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issues.append("行业行情与目标交易日不一致")
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elif intraday and not sector.get("realtime"):
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issues.append("盘中行业层缺少申万实时行情")
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elif market_mode == "historical" and sector.get("realtime"):
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issues.append("历史行业层不能使用实时快照")
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elif closed and sector.get("realtime") and not sector.get("finalized"):
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issues.append("收盘行业层缺少15:00最终快照")
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if not sector.get("inner_precise", sector.get("precise")):
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issues.append("行业内核缺少可核验的成分行情")
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if not sector.get("outer_precise", sector.get("precise")):
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issues.append("行业外显缺少申万官方行情")
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if sector and sector_coverage_issue:
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issues.append(sector_coverage_issue)
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if sector.get("realtime") and not sector.get("relative_turnover"):
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issues.append("行业内核缺少相对全市场换手活跃度")
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stock = stock or {}
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stock_date = str(stock.get("trade_date") or "").replace("-", "")
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if not stock or not stock.get("code"):
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issues.append("个股层尚未载入有效标的")
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elif not stock.get("precise"):
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issues.append("个股层缺少可核验的行情数据")
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elif stock_date != trade_date:
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issues.append("个股行情与目标交易日不一致")
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elif intraday and not stock.get("realtime"):
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issues.append("盘中个股层不是 rt_k 实时行情")
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elif not intraday and (
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stock.get("realtime")
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or str(stock.get("data_source") or "") != "tushare"
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):
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issues.append("历史/收盘个股层必须使用 Tushare 官方日线")
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if intraday and stock and not stock.get("turnover_source"):
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issues.append("个股内核缺少可核验的实时换手率")
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elif intraday and stock.get("turnover_source") == "unavailable":
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issues.append("个股内核缺少流通股本，无法计算实时换手率")
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if intraday and stock.get("activity_source") == "unavailable":
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issues.append("个股内核缺少近5日量能基准")
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elif intraday and not stock.get("activity_source"):
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issues.append("个股内核缺少同时间进度量能")
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return issues
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