crypto_monitor/account_risk_lib.py

"""账户冷静期 / 日冻结风控（四所实例共用）。"""
from __future__ import annotations

import os
from datetime import datetime, timezone
from typing import Any, Callable, Optional

STATUS_NORMAL = "normal"
STATUS_FREEZE_1H = "freeze_1h"
STATUS_FREEZE_4H = "freeze_4h"
STATUS_DAILY = "freeze_daily"

STATUS_LABELS = {
    STATUS_NORMAL: "正常",
    STATUS_FREEZE_1H: "1h冻结",
    STATUS_FREEZE_4H: "4h冻结",
    STATUS_DAILY: "日冻结",
}

MOOD_ISSUE_OPTIONS = (
    "怕踏空",
    "报复开仓",
    "盈利飘了",
    "拿不住单",
    "扛单",
    "重仓违规",
)

# 仅以下来源计入「手动平仓」风控（用户主动点平仓/结束计划）
CLOSE_SOURCE_USER_INSTANCE = "user_instance"
CLOSE_SOURCE_USER_HUB = "user_hub"
CLOSE_SOURCE_USER_TREND_STOP = "user_trend_stop"

USER_INITIATED_CLOSE_SOURCES = frozenset(
    {
        CLOSE_SOURCE_USER_INSTANCE,
        CLOSE_SOURCE_USER_HUB,
        CLOSE_SOURCE_USER_TREND_STOP,
    }
)


def _env_bool(key: str, default: bool = True) -> bool:
    raw = (os.getenv(key) or "").strip().lower()
    if not raw:
        return default
    return raw in ("1", "true", "yes", "on")


def _env_hours(key: str, default: float) -> float:
    try:
        v = float(os.getenv(key, str(default)))
    except (TypeError, ValueError):
        v = default
    return max(0.0, v)


def risk_control_enabled() -> bool:
    return _env_bool("RISK_CONTROL_ENABLED", True)


def cooling_hours_manual() -> float:
    return _env_hours("RISK_COOLING_HOURS_MANUAL", 4.0)


def cooling_hours_manual_journal() -> float:
    return _env_hours("RISK_COOLING_HOURS_MANUAL_JOURNAL", 1.0)


def manual_close_daily_limit() -> int:
    try:
        return max(1, int(os.getenv("RISK_MANUAL_CLOSE_DAILY_LIMIT", "2")))
    except (TypeError, ValueError):
        return 2


def mood_issues_daily_freeze_enabled() -> bool:
    return _env_bool("RISK_MOOD_ISSUES_DAILY_FREEZE", True)


def ensure_account_risk_schema(conn) -> None:
    conn.execute(
        """CREATE TABLE IF NOT EXISTS account_risk_state (
            id INTEGER PRIMARY KEY CHECK (id = 1),
            trading_day TEXT,
            manual_close_count INTEGER DEFAULT 0,
            cooloff_until_ms INTEGER,
            cooloff_hours INTEGER,
            daily_frozen INTEGER DEFAULT 0,
            pending_journal_trade_id INTEGER,
            last_close_at_ms INTEGER,
            updated_at TEXT
        )"""
    )
    row = conn.execute("SELECT id FROM account_risk_state WHERE id=1").fetchone()
    if not row:
        conn.execute(
            "INSERT INTO account_risk_state (id, trading_day, manual_close_count, daily_frozen) VALUES (1, '', 0, 0)"
        )


def _row_get(row, key, default=None):
    if row is None:
        return default
    try:
        return row[key]
    except (KeyError, IndexError, TypeError):
        return default


def _now_ms(now: Optional[datetime] = None) -> int:
    dt = now or datetime.now()
    if dt.tzinfo is None:
        return int(dt.replace(tzinfo=timezone.utc).timestamp() * 1000)
    return int(dt.timestamp() * 1000)


def _ms_to_local_str(ms: Optional[int], fmt_local: Callable[[int], str]) -> Optional[str]:
    if ms is None:
        return None
    try:
        return fmt_local(int(ms))
    except Exception:
        return None


def _load_state(conn):
    ensure_account_risk_schema(conn)
    return conn.execute("SELECT * FROM account_risk_state WHERE id=1").fetchone()


def _sync_trading_day(conn, trading_day: str, now: Optional[datetime] = None) -> Any:
    row = _load_state(conn)
    td = (trading_day or "").strip()
    stored = str(_row_get(row, "trading_day") or "").strip()
    if stored != td:
        conn.execute(
            """UPDATE account_risk_state SET
               trading_day=?,
               manual_close_count=0,
               daily_frozen=0,
               updated_at=?
               WHERE id=1""",
            (td, (now or datetime.now()).strftime("%Y-%m-%d %H:%M:%S")),
        )
        row = _load_state(conn)
    return row


def _set_cooloff(
    conn,
    *,
    trading_day: str,
    close_at_ms: int,
    hours: float,
    now: Optional[datetime] = None,
) -> None:
    _sync_trading_day(conn, trading_day, now=now)
    h = max(0.0, float(hours))
    until_ms = int(close_at_ms + h * 3600 * 1000)
    conn.execute(
        """UPDATE account_risk_state SET
           cooloff_until_ms=?,
           cooloff_hours=?,
           last_close_at_ms=?,
           updated_at=?
           WHERE id=1""",
        (
            until_ms,
            int(h) if h == int(h) else int(round(h)),
            int(close_at_ms),
            (now or datetime.now()).strftime("%Y-%m-%d %H:%M:%S"),
        ),
    )


def _set_cooloff_until(
    conn,
    *,
    trading_day: str,
    until_ms: int,
    hours: float,
    now: Optional[datetime] = None,
) -> None:
    _sync_trading_day(conn, trading_day, now=now)
    h = max(0.0, float(hours))
    conn.execute(
        """UPDATE account_risk_state SET
           cooloff_until_ms=?,
           cooloff_hours=?,
           updated_at=?
           WHERE id=1""",
        (
            int(until_ms),
            int(h) if h == int(h) else int(round(h)),
            (now or datetime.now()).strftime("%Y-%m-%d %H:%M:%S"),
        ),
    )


def _cooloff_until_ms(row) -> Optional[int]:
    raw = _row_get(row, "cooloff_until_ms")
    try:
        return int(raw) if raw is not None else None
    except (TypeError, ValueError):
        return None


def _in_active_manual_cooloff(row, now_ms: int) -> bool:
    if int(_row_get(row, "daily_frozen") or 0) == 1:
        return False
    if int(_row_get(row, "manual_close_count") or 0) < 1:
        return False
    until_ms = _cooloff_until_ms(row)
    return until_ms is not None and until_ms > now_ms


def _journal_can_reduce_cooloff(row, pending, now_ms: int) -> bool:
    if pending is not None:
        try:
            if int(pending) != 0:
                return True
        except (TypeError, ValueError):
            return True
    return _in_active_manual_cooloff(row, now_ms)


def _journal_cooloff_until_ms(row, now_ms: int, journal_hours: float) -> int:
    journal_ms = int(max(0.0, float(journal_hours)) * 3600 * 1000)
    last_close_ms = _row_get(row, "last_close_at_ms")
    base_ms = int(last_close_ms) if last_close_ms else now_ms
    until_from_close = base_ms + journal_ms
    until_ms = until_from_close if until_from_close > now_ms else now_ms + journal_ms
    current_until = _cooloff_until_ms(row)
    if current_until is not None and current_until > now_ms and until_ms > current_until:
        until_ms = current_until
    return until_ms


def _set_daily_frozen(conn, *, trading_day: str, now: Optional[datetime] = None) -> None:
    _sync_trading_day(conn, trading_day, now=now)
    conn.execute(
        """UPDATE account_risk_state SET daily_frozen=1, updated_at=? WHERE id=1""",
        ((now or datetime.now()).strftime("%Y-%m-%d %H:%M:%S"),),
    )


def parse_mood_issues(raw: Any) -> list[str]:
    if raw is None:
        return []
    if isinstance(raw, (list, tuple)):
        parts = [str(x).strip() for x in raw if str(x).strip()]
    else:
        parts = [x.strip() for x in str(raw).split(",") if x.strip()]
    return [p for p in parts if p in MOOD_ISSUE_OPTIONS]


def _record_one_user_initiated_close(
    conn,
    *,
    source: str,
    trade_record_id: Optional[int],
    closed_at_ms: Optional[int],
    trading_day: str,
    now: Optional[datetime] = None,
) -> None:
    row = _sync_trading_day(conn, trading_day, now=now)
    count = int(_row_get(row, "manual_close_count") or 0) + 1
    close_ms = int(closed_at_ms) if closed_at_ms else _now_ms(now)
    pending = int(trade_record_id) if trade_record_id else None
    conn.execute(
        """UPDATE account_risk_state SET
           manual_close_count=?,
           pending_journal_trade_id=?,
           updated_at=?
           WHERE id=1""",
        (count, pending, (now or datetime.now()).strftime("%Y-%m-%d %H:%M:%S")),
    )
    if count >= manual_close_daily_limit():
        _set_daily_frozen(conn, trading_day=trading_day, now=now)
        return
    _set_cooloff(
        conn,
        trading_day=trading_day,
        close_at_ms=close_ms,
        hours=cooling_hours_manual(),
        now=now,
    )


def on_user_initiated_close(
    conn,
    *,
    source: str,
    trade_record_id: Optional[int] = None,
    closed_at_ms: Optional[int] = None,
    trading_day: str,
    now: Optional[datetime] = None,
    count: int = 1,
) -> None:
    """用户主动平仓/结束趋势计划：计入手动平仓次数与冷静期。"""
    if not risk_control_enabled():
        return
    src = (source or "").strip()
    if src not in USER_INITIATED_CLOSE_SOURCES:
        return
    n = max(1, int(count or 1))
    for i in range(n):
        _record_one_user_initiated_close(
            conn,
            source=src,
            trade_record_id=trade_record_id if i == 0 else None,
            closed_at_ms=closed_at_ms,
            trading_day=trading_day,
            now=now,
        )
        row = _load_state(conn)
        if int(_row_get(row, "daily_frozen") or 0) == 1:
            break


def on_manual_close(
    conn,
    *,
    trade_record_id: int,
    closed_at_ms: Optional[int],
    trading_day: str,
    now: Optional[datetime] = None,
) -> None:
    """兼容旧调用：等同实例页用户平仓。"""
    on_user_initiated_close(
        conn,
        source=CLOSE_SOURCE_USER_INSTANCE,
        trade_record_id=trade_record_id,
        closed_at_ms=closed_at_ms,
        trading_day=trading_day,
        now=now,
        count=1,
    )


def on_journal_saved(
    conn,
    *,
    early_exit_trigger: str,
    early_exit_note: str,
    mood_issues_raw: Any,
    trading_day: str,
    now: Optional[datetime] = None,
) -> None:
    if not risk_control_enabled():
        return
    row = _sync_trading_day(conn, trading_day, now=now)
    mood_list = parse_mood_issues(mood_issues_raw)
    if mood_issues_daily_freeze_enabled() and mood_list:
        _set_daily_frozen(conn, trading_day=trading_day, now=now)
        conn.execute(
            "UPDATE account_risk_state SET pending_journal_trade_id=NULL, updated_at=? WHERE id=1",
            ((now or datetime.now()).strftime("%Y-%m-%d %H:%M:%S"),),
        )
        return
    pending = _row_get(row, "pending_journal_trade_id")
    trigger = (early_exit_trigger or "").strip()
    note = (early_exit_note or "").strip()
    now_ms = _now_ms(now)
    if (
        trigger == "手动平仓"
        and note
        and int(_row_get(row, "daily_frozen") or 0) != 1
        and _journal_can_reduce_cooloff(row, pending, now_ms)
    ):
        journal_h = cooling_hours_manual_journal()
        until_ms = _journal_cooloff_until_ms(row, now_ms, journal_h)
        _set_cooloff_until(
            conn,
            trading_day=trading_day,
            until_ms=until_ms,
            hours=journal_h,
            now=now,
        )
        conn.execute(
            "UPDATE account_risk_state SET pending_journal_trade_id=NULL, updated_at=? WHERE id=1",
            ((now or datetime.now()).strftime("%Y-%m-%d %H:%M:%S"),),
        )


def compute_account_risk_status(
    conn,
    *,
    trading_day: str,
    now: Optional[datetime] = None,
    fmt_local_ms: Optional[Callable[[int], str]] = None,
) -> dict[str, Any]:
    if not risk_control_enabled():
        return {
            "enabled": False,
            "status": STATUS_NORMAL,
            "status_label": STATUS_LABELS[STATUS_NORMAL],
            "can_trade": True,
            "reason": "",
            "cooloff_until_ms": None,
            "cooloff_until": None,
            "manual_close_count": 0,
            "daily_frozen": False,
        }
    row = _sync_trading_day(conn, trading_day, now=now)
    now_ms = _now_ms(now)
    daily_frozen = int(_row_get(row, "daily_frozen") or 0) == 1
    cooloff_until_ms = _row_get(row, "cooloff_until_ms")
    try:
        cooloff_until_ms = int(cooloff_until_ms) if cooloff_until_ms is not None else None
    except (TypeError, ValueError):
        cooloff_until_ms = None
    cooloff_hours = _row_get(row, "cooloff_hours")
    manual_close_count = int(_row_get(row, "manual_close_count") or 0)

    status = STATUS_NORMAL
    reason = ""
    if daily_frozen:
        status = STATUS_DAILY
        reason = f"账户今日已冻结（手动平仓 {manual_close_count} 次或复盘情绪标签）"
    elif cooloff_until_ms is not None and cooloff_until_ms > now_ms:
        h = int(cooloff_hours or cooling_hours_manual())
        status = STATUS_FREEZE_1H if h <= 1 else STATUS_FREEZE_4H
        until_str = _ms_to_local_str(cooloff_until_ms, fmt_local_ms) if fmt_local_ms else None
        label = STATUS_LABELS[status]
        reason = f"账户{label}中"
        if until_str:
            reason += f"，至 {until_str}"

    can_trade = status == STATUS_NORMAL
    return {
        "enabled": True,
        "status": status,
        "status_label": STATUS_LABELS[status],
        "can_trade": can_trade,
        "reason": reason,
        "cooloff_until_ms": cooloff_until_ms if cooloff_until_ms and cooloff_until_ms > now_ms else None,
        "cooloff_until": _ms_to_local_str(cooloff_until_ms, fmt_local_ms)
        if fmt_local_ms and cooloff_until_ms and cooloff_until_ms > now_ms
        else None,
        "manual_close_count": manual_close_count,
        "daily_frozen": daily_frozen,
        "pending_journal_trade_id": _row_get(row, "pending_journal_trade_id"),
    }


def account_risk_blocks_trading(
    conn,
    *,
    trading_day: str,
    now: Optional[datetime] = None,
    fmt_local_ms: Optional[Callable[[int], str]] = None,
) -> tuple[bool, str]:
    """返回 (允许交易, 拒绝原因)。"""
    st = compute_account_risk_status(
        conn, trading_day=trading_day, now=now, fmt_local_ms=fmt_local_ms
    )
    if st.get("can_trade"):
        return True, ""
    return False, str(st.get("reason") or STATUS_LABELS.get(st.get("status"), "账户冻结"))


def insert_trade_record_id(conn) -> int:
    row = conn.execute("SELECT last_insert_rowid()").fetchone()
    return int(row[0] if row else 0)