144 lines
5.4 KiB
Python
144 lines
5.4 KiB
Python
#!/usr/bin/env python3
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# -*- coding: utf-8 -*-
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"""signal_ledger.py — 信号溯源系统（2026-08-13 老莫要求）
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核心：记录每次股票被推荐的原因（策略/版本/时间/温区），多策略同推标记共振加关注。
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表 signal_ledger：
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id, code, name, strategy, version, regime, temp_band, pushed_at, reason,
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resonance_count, resonance_strategies, source_module, updated_at
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共振检测：同一股票 24h 内被多个激活策略推 → resonance_count>1，标记"多策略共振"（加关注）
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用法：
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from signal_ledger import record_signal, get_resonance
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record_signal(code="300750", name="宁德时代", strategy="v_oversold", version="v_oversold",
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regime="trend_down", temp_band="panic", reason="进买入区+重评买入", source_module="stale_push_wlin")
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res = get_resonance("300750") # 返回该股票近24h共振信息
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"""
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import json
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import sqlite3
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from pathlib import Path
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from datetime import datetime, timedelta
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DB = "/home/hmo/MoFin/data/mofin.db"
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RESONANCE_WINDOW_H = 24 # 共振窗口（小时）
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def _conn():
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conn = sqlite3.connect(DB, timeout=30)
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conn.execute("PRAGMA busy_timeout=30000")
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return conn
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def init_table():
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conn = _conn()
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conn.execute("""
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CREATE TABLE IF NOT EXISTS signal_ledger (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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code TEXT NOT NULL,
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name TEXT,
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strategy TEXT,
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version TEXT,
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regime TEXT,
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temp_band TEXT,
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pushed_at TIMESTAMP,
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reason TEXT,
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resonance_count INTEGER DEFAULT 1,
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resonance_strategies TEXT,
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source_module TEXT,
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updated_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP
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)
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""")
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conn.execute("CREATE INDEX IF NOT EXISTS idx_signal_ledger_code ON signal_ledger(code)")
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conn.execute("CREATE INDEX IF NOT EXISTS idx_signal_ledger_pushed ON signal_ledger(pushed_at)")
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conn.commit()
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conn.close()
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def record_signal(code, name="", strategy="", version="", regime="", temp_band="",
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reason="", source_module=""):
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"""记录一次信号推送，并检测多策略共振"""
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init_table()
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now = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
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conn = _conn()
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try:
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# 共振检测：近 24h 内同一股票被其他策略推过
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cutoff = (datetime.now() - timedelta(hours=RESONANCE_WINDOW_H)).strftime("%Y-%m-%d %H:%M:%S")
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rows = conn.execute(
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"""SELECT DISTINCT strategy FROM signal_ledger
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WHERE code=? AND pushed_at >= ? AND strategy != ? AND strategy != ''""",
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(code, cutoff, strategy)
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).fetchall()
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other_strats = [r[0] for r in rows if r[0]]
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resonance_count = len(other_strats) + (1 if strategy else 0)
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resonance_strategies = ",".join(sorted(set([strategy] + other_strats))) if strategy else ""
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conn.execute(
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"""INSERT INTO signal_ledger
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(code, name, strategy, version, regime, temp_band, pushed_at, reason,
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resonance_count, resonance_strategies, source_module)
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VALUES (?,?,?,?,?,?,?,?,?,?,?)""",
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(code, name, strategy, version, regime, temp_band, now, reason,
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resonance_count, resonance_strategies, source_module)
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)
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conn.commit()
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return {"resonance_count": resonance_count, "resonance_strategies": resonance_strategies}
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finally:
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conn.close()
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def get_resonance(code, hours=RESONANCE_WINDOW_H):
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"""查某股票近 N 小时的共振信息"""
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init_table()
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cutoff = (datetime.now() - timedelta(hours=hours)).strftime("%Y-%m-%d %H:%M:%S")
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conn = _conn()
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try:
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rows = conn.execute(
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"""SELECT strategy, version, regime, pushed_at, reason FROM signal_ledger
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WHERE code=? AND pushed_at >= ? ORDER BY pushed_at DESC""",
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(code, cutoff)
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).fetchall()
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if not rows:
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return None
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strats = sorted({r[0] for r in rows if r[0]})
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return {
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"code": code,
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"count": len(strats),
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"strategies": strats,
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"latest": rows[0][3],
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"signals": [{"strategy": r[0], "version": r[1], "regime": r[2], "at": r[3], "reason": r[4]} for r in rows],
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}
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finally:
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conn.close()
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def get_recent_signals(limit=50):
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"""查最近推送的信号（供评估）"""
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init_table()
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conn = _conn()
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try:
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rows = conn.execute(
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"""SELECT code, name, strategy, regime, temp_band, pushed_at, reason,
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resonance_count, resonance_strategies, source_module
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FROM signal_ledger ORDER BY pushed_at DESC LIMIT ?""",
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(limit,)
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).fetchall()
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return [
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{"code": r[0], "name": r[1], "strategy": r[2], "regime": r[3], "temp": r[4],
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"at": r[5], "reason": r[6], "resonance": r[7], "res_strats": r[8], "source": r[9]}
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for r in rows
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]
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finally:
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conn.close()
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if __name__ == "__main__":
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init_table()
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# 自测
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r1 = record_signal("300750", "宁德时代", "v_oversold", "v_oversold", "trend_down", "panic", "进买入区", "test")
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print("单策略:", r1)
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r2 = record_signal("300750", "宁德时代", "v_mr_sel", "v_mr_sel", "trend_down", "panic", "超跌信号", "test")
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print("多策略共振:", r2)
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print("共振查询:", get_resonance("300750"))
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