dekun
139 lines
4.4 KiB
Python
139 lines
4.4 KiB
Python
"""前置策略匹配核心逻辑
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本模块仅根据人工选择的大盘周期、阶段、趋势强弱，
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查询匹配绑定表并输出可用账户与策略。
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不做任何 K 线识别、箱体判断、点位计算或突破校验。
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"""
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from sqlalchemy.orm import Session, joinedload
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from app.models import MarketRegime, RegimeMatch
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from app.schemas import MatchRequest, MatchResult, MatchAccountOut, MatchStrategyOut
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def run_match(db: Session, req: MatchRequest) -> MatchResult:
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"""执行前置匹配"""
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regime = db.query(MarketRegime).filter(MarketRegime.id == req.market_regime_id).first()
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if not regime:
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return MatchResult(
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market_cycle=req.market_cycle,
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regime_name="未知",
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trade_type="",
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allow_direction="",
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trend_strength=req.trend_strength,
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status="disabled",
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message="大盘阶段不存在",
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)
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base = dict(
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market_cycle=req.market_cycle,
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regime_name=regime.name,
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trade_type=regime.trade_type,
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allow_direction=regime.allow_direction,
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trend_strength=req.trend_strength,
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)
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# 震荡 → 全部禁用
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if req.trend_strength == "震荡":
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return MatchResult(
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**base,
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status="watch",
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message="趋势强弱为「震荡」，全部策略禁用，建议观望",
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)
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# 宽幅震荡阶段 → 观望
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if regime.trade_type == "观望" or regime.allow_direction == "禁止":
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return MatchResult(
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**base,
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status="watch",
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message=f"大盘阶段「{regime.name}」为观望阶段，禁止交易",
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)
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# 查询匹配绑定
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matches = (
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db.query(RegimeMatch)
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.options(
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joinedload(RegimeMatch.account),
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joinedload(RegimeMatch.strategy),
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)
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.filter(
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RegimeMatch.market_regime_id == req.market_regime_id,
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RegimeMatch.market_cycle == req.market_cycle,
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RegimeMatch.trend_strength == req.trend_strength,
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)
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.all()
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)
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if not matches:
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return MatchResult(
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**base,
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status="disabled",
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message="未找到匹配的账户/策略绑定，请在配置中心添加匹配规则",
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)
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# 过滤：仅保留已启用账户
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accounts_out = []
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strategies_out = []
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seen_acc = set()
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seen_strat = set()
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for m in matches:
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if not m.account or m.account.enable != 1:
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continue
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# 趋势强弱过滤（双重保险）
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strat = m.strategy
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if not strat:
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continue
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if not _strength_compatible(req.trend_strength, strat.fit_trend_strength):
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continue
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direction = m.force_direction or regime.allow_direction
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if m.account_id not in seen_acc:
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seen_acc.add(m.account_id)
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accounts_out.append(MatchAccountOut(
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id=m.account.id,
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account_name=m.account.account_name,
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total_capital=m.account.total_capital,
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trade_cycle=m.account.trade_cycle,
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risk_ratio=m.account.risk_ratio,
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force_direction=direction,
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))
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if m.strategy_id not in seen_strat:
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seen_strat.add(m.strategy_id)
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strategies_out.append(MatchStrategyOut(
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id=strat.id,
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strategy_name=strat.strategy_name,
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fit_cycle=strat.fit_cycle,
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strategy_rule=strat.strategy_rule,
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force_direction=direction,
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))
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if not accounts_out:
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return MatchResult(
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**base,
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status="disabled",
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message="无可用账户（可能全部被禁用或不匹配当前趋势强弱）",
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)
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return MatchResult(
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**base,
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status="ok",
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message="匹配成功，以下为前置策略匹配结果（箱体/点位/突破条件需人工确认）",
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accounts=accounts_out,
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strategies=strategies_out,
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)
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def _strength_compatible(selected: str, fit: str) -> bool:
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"""判断趋势强弱是否与策略适配"""
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if fit == "全部":
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return True
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if selected == "强" and fit == "强":
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return True
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if selected == "弱" and fit == "弱":
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return True
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return False
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