Tacit Lab
a61c329496
- Split 900-line precheck_core.py into 9 focused modules: precheck_constants, time_utils, data_utils, state_manager, market_data, candidate_scoring, snapshot_builder, adaptive_profile, trigger_analyzer - Remove dead auto_trader command and module - Migrate 7 root-level command modules into commands/: check_api, doctor, external_gate, init_user_state, market_probe, paths, rotate_external_gate_log - Keep thin backward-compatible facades in root package - Update cli.py MODULE_MAP to route through commands/ - Verified compileall and smoke tests for all key commands
318 lines
16 KiB
Python
318 lines
16 KiB
Python
"""Trigger analysis logic for precheck."""
|
||
|
||
from __future__ import annotations
|
||
|
||
from datetime import timedelta
|
||
|
||
from .adaptive_profile import _candidate_weight, build_adaptive_profile
|
||
from .data_utils import to_float
|
||
from .precheck_constants import (
|
||
HARD_MOON_PCT,
|
||
HARD_REASON_DEDUP_MINUTES,
|
||
HARD_STOP_PCT,
|
||
MAX_PENDING_TRIGGER_MINUTES,
|
||
MAX_RUN_REQUEST_MINUTES,
|
||
MIN_REAL_POSITION_VALUE_USDT,
|
||
)
|
||
from .time_utils import parse_ts, utc_iso, utc_now
|
||
|
||
|
||
def analyze_trigger(snapshot: dict, state: dict):
|
||
reasons = []
|
||
details = list(state.get("_stale_recovery_notes", []))
|
||
hard_reasons = []
|
||
soft_reasons = []
|
||
soft_score = 0.0
|
||
|
||
profile = build_adaptive_profile(snapshot)
|
||
market = snapshot.get("market_regime", {})
|
||
now = utc_now()
|
||
|
||
last_positions_hash = state.get("last_positions_hash")
|
||
last_portfolio_value = state.get("last_portfolio_value_usdt")
|
||
last_market_regime = state.get("last_market_regime", {})
|
||
last_positions_map = state.get("last_positions_map", {})
|
||
last_top_candidate = state.get("last_top_candidate")
|
||
pending_trigger = bool(state.get("pending_trigger"))
|
||
run_requested_at = parse_ts(state.get("run_requested_at"))
|
||
last_deep_analysis_at = parse_ts(state.get("last_deep_analysis_at"))
|
||
last_triggered_at = parse_ts(state.get("last_triggered_at"))
|
||
last_trigger_snapshot_hash = state.get("last_trigger_snapshot_hash")
|
||
last_hard_reasons_at = state.get("last_hard_reasons_at", {})
|
||
|
||
price_trigger = profile["price_move_trigger_pct"]
|
||
pnl_trigger = profile["pnl_trigger_pct"]
|
||
portfolio_trigger = profile["portfolio_move_trigger_pct"]
|
||
candidate_ratio_trigger = profile["candidate_score_trigger_ratio"]
|
||
force_minutes = profile["force_analysis_after_minutes"]
|
||
cooldown_minutes = profile["cooldown_minutes"]
|
||
soft_score_threshold = profile["soft_score_threshold"]
|
||
|
||
if pending_trigger:
|
||
reasons.append("pending-trigger-unacked")
|
||
hard_reasons.append("pending-trigger-unacked")
|
||
details.append("上次已触发深度分析但尚未确认完成")
|
||
if run_requested_at:
|
||
details.append(f"外部门控已在 {run_requested_at.isoformat()} 请求运行分析任务")
|
||
|
||
if not last_deep_analysis_at:
|
||
reasons.append("first-analysis")
|
||
hard_reasons.append("first-analysis")
|
||
details.append("尚未记录过深度分析")
|
||
elif now - last_deep_analysis_at >= timedelta(minutes=force_minutes):
|
||
reasons.append("stale-analysis")
|
||
hard_reasons.append("stale-analysis")
|
||
details.append(f"距离上次深度分析已超过 {force_minutes} 分钟")
|
||
|
||
if last_positions_hash and snapshot["positions_hash"] != last_positions_hash:
|
||
reasons.append("positions-changed")
|
||
hard_reasons.append("positions-changed")
|
||
details.append("持仓结构发生变化")
|
||
|
||
if last_portfolio_value not in (None, 0):
|
||
portfolio_delta = abs(snapshot["portfolio_value_usdt"] - last_portfolio_value) / max(last_portfolio_value, 1e-9)
|
||
if portfolio_delta >= portfolio_trigger:
|
||
if portfolio_delta >= 1.0:
|
||
reasons.append("portfolio-extreme-move")
|
||
hard_reasons.append("portfolio-extreme-move")
|
||
details.append(f"组合净值剧烈变化 {portfolio_delta:.1%}，超过 100%，视为硬触发")
|
||
else:
|
||
reasons.append("portfolio-move")
|
||
soft_reasons.append("portfolio-move")
|
||
soft_score += 1.0
|
||
details.append(f"组合净值变化 {portfolio_delta:.1%}，阈值 {portfolio_trigger:.1%}")
|
||
|
||
for pos in snapshot["positions"]:
|
||
symbol = pos["symbol"]
|
||
prev = last_positions_map.get(symbol, {})
|
||
cur_price = pos.get("last_price")
|
||
prev_price = prev.get("last_price")
|
||
cur_pnl = pos.get("pnl_pct")
|
||
prev_pnl = prev.get("pnl_pct")
|
||
market_value = to_float(pos.get("market_value_usdt"), 0)
|
||
actionable_position = market_value >= MIN_REAL_POSITION_VALUE_USDT
|
||
|
||
if cur_price and prev_price:
|
||
price_move = abs(cur_price - prev_price) / max(prev_price, 1e-9)
|
||
if price_move >= price_trigger:
|
||
reasons.append(f"price-move:{symbol}")
|
||
soft_reasons.append(f"price-move:{symbol}")
|
||
soft_score += 1.0 if actionable_position else 0.4
|
||
details.append(f"{symbol} 价格变化 {price_move:.1%}，阈值 {price_trigger:.1%}")
|
||
if cur_pnl is not None and prev_pnl is not None:
|
||
pnl_move = abs(cur_pnl - prev_pnl)
|
||
if pnl_move >= pnl_trigger:
|
||
reasons.append(f"pnl-move:{symbol}")
|
||
soft_reasons.append(f"pnl-move:{symbol}")
|
||
soft_score += 1.0 if actionable_position else 0.4
|
||
details.append(f"{symbol} 盈亏变化 {pnl_move:.1%}，阈值 {pnl_trigger:.1%}")
|
||
if cur_pnl is not None:
|
||
stop_band = -0.06 if actionable_position else -0.12
|
||
take_band = 0.14 if actionable_position else 0.25
|
||
if cur_pnl <= stop_band or cur_pnl >= take_band:
|
||
reasons.append(f"risk-band:{symbol}")
|
||
hard_reasons.append(f"risk-band:{symbol}")
|
||
details.append(f"{symbol} 接近执行阈值，当前盈亏 {cur_pnl:.1%}")
|
||
if cur_pnl <= HARD_STOP_PCT:
|
||
reasons.append(f"hard-stop:{symbol}")
|
||
hard_reasons.append(f"hard-stop:{symbol}")
|
||
details.append(f"{symbol} 盈亏超过 {HARD_STOP_PCT:.1%}，触发紧急硬触发")
|
||
|
||
current_market = snapshot.get("market_regime", {})
|
||
if last_market_regime:
|
||
if current_market.get("btc_regime") != last_market_regime.get("btc_regime"):
|
||
reasons.append("btc-regime-change")
|
||
hard_reasons.append("btc-regime-change")
|
||
details.append(f"BTC 由 {last_market_regime.get('btc_regime')} 切换为 {current_market.get('btc_regime')}")
|
||
if current_market.get("eth_regime") != last_market_regime.get("eth_regime"):
|
||
reasons.append("eth-regime-change")
|
||
hard_reasons.append("eth-regime-change")
|
||
details.append(f"ETH 由 {last_market_regime.get('eth_regime')} 切换为 {current_market.get('eth_regime')}")
|
||
|
||
for cand in snapshot.get("top_candidates", []):
|
||
if cand.get("change_24h_pct", 0) >= HARD_MOON_PCT * 100:
|
||
reasons.append(f"hard-moon:{cand['symbol']}")
|
||
hard_reasons.append(f"hard-moon:{cand['symbol']}")
|
||
details.append(f"候选币 {cand['symbol']} 24h 涨幅 {cand['change_24h_pct']:.1f}%，触发强势硬触发")
|
||
|
||
candidate_weight = _candidate_weight(snapshot, profile)
|
||
|
||
last_layers = state.get("last_candidates_layers", {})
|
||
current_layers = snapshot.get("top_candidates_layers", {})
|
||
for band in ("major", "mid", "meme"):
|
||
cur_band = current_layers.get(band, [])
|
||
prev_band = last_layers.get(band, [])
|
||
cur_leader = cur_band[0] if cur_band else None
|
||
prev_leader = prev_band[0] if prev_band else None
|
||
if cur_leader and prev_leader and cur_leader["symbol"] != prev_leader["symbol"]:
|
||
score_ratio = cur_leader.get("score", 0) / max(prev_leader.get("score", 0.0001), 0.0001)
|
||
if score_ratio >= candidate_ratio_trigger:
|
||
reasons.append(f"new-leader-{band}:{cur_leader['symbol']}")
|
||
soft_reasons.append(f"new-leader-{band}:{cur_leader['symbol']}")
|
||
soft_score += candidate_weight * 0.7
|
||
details.append(
|
||
f"{band} 层新榜首 {cur_leader['symbol']} 替代 {prev_leader['symbol']}，score 比例 {score_ratio:.2f}"
|
||
)
|
||
|
||
current_leader = snapshot.get("top_candidates", [{}])[0] if snapshot.get("top_candidates") else None
|
||
if last_top_candidate and current_leader:
|
||
if current_leader.get("symbol") != last_top_candidate.get("symbol"):
|
||
score_ratio = current_leader.get("score", 0) / max(last_top_candidate.get("score", 0.0001), 0.0001)
|
||
if score_ratio >= candidate_ratio_trigger:
|
||
reasons.append("new-leader")
|
||
soft_reasons.append("new-leader")
|
||
soft_score += candidate_weight
|
||
details.append(
|
||
f"新候选币 {current_leader.get('symbol')} 领先上次榜首，score 比例 {score_ratio:.2f}，阈值 {candidate_ratio_trigger:.2f}"
|
||
)
|
||
elif current_leader and not last_top_candidate:
|
||
reasons.append("candidate-leader-init")
|
||
soft_reasons.append("candidate-leader-init")
|
||
soft_score += candidate_weight
|
||
details.append(f"首次记录候选榜首 {current_leader.get('symbol')}")
|
||
|
||
def _signal_delta() -> float:
|
||
delta = 0.0
|
||
if last_trigger_snapshot_hash and snapshot.get("snapshot_hash") != last_trigger_snapshot_hash:
|
||
delta += 0.5
|
||
if snapshot["positions_hash"] != last_positions_hash:
|
||
delta += 1.5
|
||
for pos in snapshot["positions"]:
|
||
symbol = pos["symbol"]
|
||
prev = last_positions_map.get(symbol, {})
|
||
cur_price = pos.get("last_price")
|
||
prev_price = prev.get("last_price")
|
||
cur_pnl = pos.get("pnl_pct")
|
||
prev_pnl = prev.get("pnl_pct")
|
||
if cur_price and prev_price and abs(cur_price - prev_price) / max(prev_price, 1e-9) >= 0.02:
|
||
delta += 0.5
|
||
if cur_pnl is not None and prev_pnl is not None and abs(cur_pnl - prev_pnl) >= 0.03:
|
||
delta += 0.5
|
||
last_leader = state.get("last_top_candidate")
|
||
if current_leader and last_leader and current_leader.get("symbol") != last_leader.get("symbol"):
|
||
delta += 1.0
|
||
for band in ("major", "mid", "meme"):
|
||
cur_band = current_layers.get(band, [])
|
||
prev_band = last_layers.get(band, [])
|
||
cur_l = cur_band[0] if cur_band else None
|
||
prev_l = prev_band[0] if prev_band else None
|
||
if cur_l and prev_l and cur_l.get("symbol") != prev_l.get("symbol"):
|
||
delta += 0.5
|
||
if last_market_regime:
|
||
if current_market.get("btc_regime") != last_market_regime.get("btc_regime"):
|
||
delta += 1.5
|
||
if current_market.get("eth_regime") != last_market_regime.get("eth_regime"):
|
||
delta += 1.5
|
||
if last_portfolio_value not in (None, 0):
|
||
portfolio_delta = abs(snapshot["portfolio_value_usdt"] - last_portfolio_value) / max(last_portfolio_value, 1e-9)
|
||
if portfolio_delta >= 0.05:
|
||
delta += 1.0
|
||
last_trigger_hard_types = {r.split(":")[0] for r in (state.get("last_trigger_hard_reasons") or [])}
|
||
current_hard_types = {r.split(":")[0] for r in hard_reasons}
|
||
if current_hard_types - last_trigger_hard_types:
|
||
delta += 2.0
|
||
return delta
|
||
|
||
signal_delta = _signal_delta()
|
||
effective_cooldown = cooldown_minutes
|
||
if signal_delta < 1.0:
|
||
effective_cooldown = max(cooldown_minutes, 90)
|
||
elif signal_delta >= 2.5:
|
||
effective_cooldown = max(0, cooldown_minutes - 15)
|
||
|
||
cooldown_active = bool(last_triggered_at and now - last_triggered_at < timedelta(minutes=effective_cooldown))
|
||
|
||
dedup_window = timedelta(minutes=HARD_REASON_DEDUP_MINUTES)
|
||
for hr in list(hard_reasons):
|
||
last_at = parse_ts(last_hard_reasons_at.get(hr))
|
||
if last_at and now - last_at < dedup_window:
|
||
hard_reasons.remove(hr)
|
||
details.append(f"{hr} 近期已触发，{HARD_REASON_DEDUP_MINUTES}分钟内去重")
|
||
|
||
hard_trigger = bool(hard_reasons)
|
||
if profile.get("dust_mode") and not hard_trigger and soft_score < soft_score_threshold + 1.0:
|
||
details.append("微型资金/粉尘仓位模式：抬高软触发门槛，避免无意义分析")
|
||
|
||
if profile.get("dust_mode") and not profile.get("new_entries_allowed") and any(
|
||
r in {"new-leader", "candidate-leader-init"} for r in soft_reasons
|
||
):
|
||
details.append("当前可用资金低于可执行阈值，新候选币仅做观察，不单独触发深度分析")
|
||
soft_score = max(0.0, soft_score - 0.75)
|
||
|
||
should_analyze = hard_trigger or soft_score >= soft_score_threshold
|
||
|
||
if cooldown_active and not hard_trigger and should_analyze:
|
||
should_analyze = False
|
||
details.append(f"处于 {cooldown_minutes} 分钟冷却窗口，软触发先记录不升级")
|
||
|
||
if cooldown_active and not hard_trigger and reasons and soft_score < soft_score_threshold:
|
||
details.append(f"处于 {cooldown_minutes} 分钟冷却窗口，且软信号强度不足 ({soft_score:.2f} < {soft_score_threshold:.2f})")
|
||
|
||
status = "deep_analysis_required" if should_analyze else "stable"
|
||
|
||
compact_lines = [
|
||
f"状态: {status}",
|
||
f"组合净值: ${snapshot['portfolio_value_usdt']:.4f} | 可用USDT: ${snapshot['free_usdt']:.4f}",
|
||
f"本地时段: {snapshot['session']} | 时区: {snapshot['timezone']}",
|
||
f"BTC/ETH: {market.get('btc_regime')} ({market.get('btc_24h_pct')}%), {market.get('eth_regime')} ({market.get('eth_24h_pct')}%) | 波动分数 {market.get('volatility_score')}",
|
||
f"门控画像: capital={profile['capital_band']}, session={profile['session_mode']}, volatility={profile['volatility_mode']}, dust={profile['dust_mode']}",
|
||
f"阈值: price={price_trigger:.1%}, pnl={pnl_trigger:.1%}, portfolio={portfolio_trigger:.1%}, candidate={candidate_ratio_trigger:.2f}, cooldown={effective_cooldown}m({cooldown_minutes}m基础), force={force_minutes}m",
|
||
f"软信号分: {soft_score:.2f} / {soft_score_threshold:.2f}",
|
||
f"信号变化度: {signal_delta:.1f}",
|
||
]
|
||
if snapshot["positions"]:
|
||
compact_lines.append("持仓:")
|
||
for pos in snapshot["positions"][:4]:
|
||
pnl = pos.get("pnl_pct")
|
||
pnl_text = f"{pnl:+.1%}" if pnl is not None else "n/a"
|
||
compact_lines.append(
|
||
f"- {pos['symbol']}: qty={pos['quantity']}, px={pos.get('last_price')}, pnl={pnl_text}, value=${pos.get('market_value_usdt')}"
|
||
)
|
||
else:
|
||
compact_lines.append("持仓: 当前无现货仓位")
|
||
if snapshot["top_candidates"]:
|
||
compact_lines.append("候选榜:")
|
||
for cand in snapshot["top_candidates"]:
|
||
compact_lines.append(
|
||
f"- {cand['symbol']}: score={cand['score']}, 24h={cand['change_24h_pct']}%, vol=${cand['volume_24h']}"
|
||
)
|
||
layers = snapshot.get("top_candidates_layers", {})
|
||
for band, band_cands in layers.items():
|
||
if band_cands:
|
||
compact_lines.append(f"{band} 层:")
|
||
for cand in band_cands:
|
||
compact_lines.append(
|
||
f"- {cand['symbol']}: score={cand['score']}, 24h={cand['change_24h_pct']}%, vol=${cand['volume_24h']}"
|
||
)
|
||
if details:
|
||
compact_lines.append("触发说明:")
|
||
for item in details:
|
||
compact_lines.append(f"- {item}")
|
||
|
||
return {
|
||
"generated_at": snapshot["generated_at"],
|
||
"status": status,
|
||
"should_analyze": should_analyze,
|
||
"pending_trigger": pending_trigger,
|
||
"run_requested": bool(run_requested_at),
|
||
"run_requested_at": run_requested_at.isoformat() if run_requested_at else None,
|
||
"cooldown_active": cooldown_active,
|
||
"effective_cooldown_minutes": effective_cooldown,
|
||
"signal_delta": round(signal_delta, 2),
|
||
"reasons": reasons,
|
||
"hard_reasons": hard_reasons,
|
||
"soft_reasons": soft_reasons,
|
||
"soft_score": round(soft_score, 3),
|
||
"adaptive_profile": profile,
|
||
"portfolio_value_usdt": snapshot["portfolio_value_usdt"],
|
||
"free_usdt": snapshot["free_usdt"],
|
||
"market_regime": snapshot["market_regime"],
|
||
"session": snapshot["session"],
|
||
"positions": snapshot["positions"],
|
||
"top_candidates": snapshot["top_candidates"],
|
||
"top_candidates_layers": layers,
|
||
"snapshot_hash": snapshot["snapshot_hash"],
|
||
"compact_summary": "\n".join(compact_lines),
|
||
"details": details,
|
||
}
|