crypto_okx/lib/key_monitor/key_monitor_lib.py

"""
关键位监控:阻力/支撑双向提醒与箱体/收敛自动门控的共享逻辑.
"""
from __future__ import annotations

from datetime import datetime
from typing import Any, Optional

KEY_MONITOR_AUTO_TYPES = frozenset({"箱体突破", "收敛突破"})
KEY_MONITOR_RS_TYPE = "关键支撑阻力"
KEY_MONITOR_RS_LEGACY_TYPES = frozenset({"关键阻力位", "关键支撑位"})
KEY_MONITOR_RS_TYPES = frozenset({KEY_MONITOR_RS_TYPE}) | KEY_MONITOR_RS_LEGACY_TYPES
KEY_MONITOR_ALERT_ONLY_TYPES = frozenset({KEY_MONITOR_RS_TYPE}) | KEY_MONITOR_RS_LEGACY_TYPES
KEY_DIRECTION_WATCH = "watch"


def is_rs_key_monitor_type(monitor_type: str) -> bool:
    return (monitor_type or "").strip() in KEY_MONITOR_RS_TYPES


def rs_monitor_type_label(monitor_type: str) -> str:
    """展示用:旧库里的阻力/支撑合并为「关键支撑阻力」."""
    if is_rs_key_monitor_type(monitor_type):
        return KEY_MONITOR_RS_TYPE
    return (monitor_type or "").strip()


def rs_monitor_type_for_storage(monitor_type: str) -> str:
    if is_rs_key_monitor_type(monitor_type):
        return KEY_MONITOR_RS_TYPE
    return (monitor_type or "").strip()


def calc_breakout_breach_pct(direction: str, close: float, upper: float, lower: float) -> float:
    """突破 K 收盘相对关键位的越过幅度(%).未越过对应边界时返回 0."""
    direction = (direction or "long").strip().lower()
    c = float(close)
    if direction == "long":
        u = float(upper)
        if u <= 0 or c <= u:
            return 0.0
        return (c - u) / u * 100.0
    lo = float(lower)
    if lo <= 0 or c >= lo:
        return 0.0
    return (lo - c) / lo * 100.0


def auto_amp_ok(
    direction: str,
    close_b: float,
    upper: float,
    lower: float,
    min_pct: float,
) -> tuple[bool, float]:
    breach = calc_breakout_breach_pct(direction, close_b, upper, lower)
    return breach > float(min_pct), breach


def auto_confirm_ok(direction: str, cfm_close: float, upper: float, lower: float) -> bool:
    """确认 K 收盘须在箱体外(不得回到 [lower, upper] 内)."""
    direction = (direction or "long").strip().lower()
    c = float(cfm_close)
    if direction == "long":
        return c > float(upper)
    return c < float(lower)


BOX_BREAKOUT_CLOSE_OPPOSITE = "box_opposite_break"


def box_breakout_invalidate_by_mark(
    direction: str, mark_price: float, upper: float, lower: float
) -> bool:
    """箱体/收敛:标记价先突破反向边界则失效.多:mark<=L;空:mark>=H."""
    try:
        m = float(mark_price)
        h = float(upper)
        lo = float(lower)
    except (TypeError, ValueError):
        return False
    direction = (direction or "long").strip().lower()
    if direction == "short":
        return m >= h
    return m <= lo


def box_breakout_invalidate_edge_label(direction: str) -> str:
    direction = (direction or "long").strip().lower()
    return "下沿" if direction == "long" else "上沿"


def detect_rs_box_break(close: float, upper: float, lower: float) -> Optional[dict[str, Any]]:
    """
    阻力/支撑人工盯盘:最近 5m 收盘突破上沿或下沿(严格 > / <).
    上沿优先:同一根 K 不可能同时满足两者.
    """
    u, lo, c = float(upper), float(lower), float(close)
    if c > u:
        return {
            "break_side": "upper",
            "direction": "long",
            "edge_price": u,
            "key_price": u,
            "break_label": "向上突破上沿",
        }
    if c < lo:
        return {
            "break_side": "lower",
            "direction": "short",
            "edge_price": lo,
            "key_price": lo,
            "break_label": "向下突破下沿",
        }
    return None


def rs_break_from_direction(direction: str, upper: float, lower: float) -> Optional[dict[str, Any]]:
    """已触发后根据入库方向还原突破边(long=上沿,short=下沿)."""
    d = (direction or "").strip().lower()
    if d == "long":
        return {
            "break_side": "upper",
            "direction": "long",
            "edge_price": float(upper),
            "key_price": float(upper),
            "break_label": "向上突破上沿",
        }
    if d == "short":
        return {
            "break_side": "lower",
            "direction": "short",
            "edge_price": float(lower),
            "key_price": float(lower),
            "break_label": "向下突破下沿",
        }
    return None


def rs_break_infer_from_close(close: float, upper: float, lower: float) -> dict[str, Any]:
    """
    续发提醒时价格已回到箱体内:按收盘价相对箱体中线推断首次突破边,
    保证第 2/3 次企业微信提醒仍能发出.
    """
    mid = (float(upper) + float(lower)) / 2.0
    if float(close) >= mid:
        br = rs_break_from_direction("long", upper, lower)
    else:
        br = rs_break_from_direction("short", upper, lower)
    if br:
        return br
    return {
        "break_side": "upper",
        "direction": "long",
        "edge_price": float(upper),
        "key_price": float(upper),
        "break_label": "向上突破上沿",
    }


def _parse_notify_datetime(raw: Optional[str]) -> Optional[datetime]:
    s = str(raw or "").strip()
    if not s:
        return None
    try:
        dt = datetime.fromisoformat(s.replace("Z", "+00:00"))
        if dt.tzinfo is not None:
            dt = dt.replace(tzinfo=None)
        return dt
    except Exception:
        pass
    for fmt in ("%Y-%m-%d %H:%M:%S", "%Y-%m-%dT%H:%M:%S"):
        try:
            return datetime.strptime(s[:19], fmt)
        except Exception:
            continue
    return None


def claim_rs_level_notify(
    conn: Any,
    monitor_id: int,
    notify_index: int,
    direction: str,
    notified_at: str,
    bar_ts: Optional[int],
    *,
    prior_count: Optional[int] = None,
) -> bool:
    """
    原子占位:仅在 notification_count 仍为 prior_count 时推进到 notify_index.
    须在发送企业微信之前调用并 commit,避免 (2/3) 重复刷屏.
    """
    prior = int(prior_count if prior_count is not None else notify_index - 1)
    if prior < 0 or notify_index != prior + 1:
        return False
    bar_val: Optional[int] = None
    if bar_ts is not None:
        try:
            bar_val = int(bar_ts)
        except (TypeError, ValueError):
            bar_val = None
    cur = conn.execute(
        "UPDATE key_monitors SET notification_count=?, direction=?, last_notified_at=?, last_rs_bar_ts=? "
        "WHERE id=? AND COALESCE(notification_count,0)=?",
        (notify_index, direction, notified_at, bar_val, int(monitor_id), prior),
    )
    return int(cur.rowcount or 0) > 0


def parse_last_rs_bar_ts(row: Any) -> Optional[int]:
    if row is None:
        return None
    try:
        keys = row.keys() if hasattr(row, "keys") else []
    except Exception:
        keys = []
    raw = row["last_rs_bar_ts"] if "last_rs_bar_ts" in keys else None
    if raw is None:
        return None
    try:
        return int(raw)
    except (TypeError, ValueError):
        return None


def run_rs_level_alert_tick(
    row: Any,
    close: float,
    bar_ts: Optional[int],
    now_dt: datetime,
    *,
    default_max_notify: int,
    default_interval_min: int,
) -> Optional[dict[str, Any]]:
    """
    判定本轮回合是否应推送阻力/支撑提醒.
    首条:仅在新闭合 K 越线时触发;发送前须 claim_rs_level_notify 占位防轮询/多进程重复.
    """
    up, lo = float(row["upper"]), float(row["lower"])
    if up <= lo:
        return None
    count = int(row["notification_count"] or 0)
    max_n = max(1, int(row["max_notify"] or default_max_notify))
    interval = max(1, int(row["notify_interval_min"] or default_interval_min))
    if count >= max_n:
        return None

    bar_ts_i: Optional[int] = None
    if bar_ts is not None:
        try:
            bar_ts_i = int(bar_ts)
        except (TypeError, ValueError):
            bar_ts_i = None
    last_bar_i = parse_last_rs_bar_ts(row)

    if count == 0:
        br = detect_rs_box_break(close, up, lo)
        if not br:
            return None
        if bar_ts_i is not None and last_bar_i is not None and bar_ts_i == last_bar_i:
            return None
        return {
            "break_info": br,
            "notify_index": 1,
            "prior_count": 0,
            "notify_max": max_n,
            "interval_min": interval,
            "bar_ts": bar_ts_i,
        }

    if not notify_interval_elapsed(row["last_notified_at"], interval, now_dt):
        return None
    br = resolve_rs_break_for_alert(count, row["direction"], close, up, lo)
    if not br:
        return None
    return {
        "break_info": br,
        "notify_index": count + 1,
        "prior_count": count,
        "notify_max": max_n,
        "interval_min": interval,
        "bar_ts": bar_ts_i,
    }


def resolve_rs_break_for_alert(
    notification_count: int,
    direction: Optional[str],
    close: float,
    upper: float,
    lower: float,
) -> Optional[dict[str, Any]]:
    """
    阻力/支撑提醒:首次用 5m 收盘越线判定;后续用已存方向,兼容 direction=watch.
    """
    count = int(notification_count or 0)
    up, lo, c = float(upper), float(lower), float(close)
    if count <= 0:
        return detect_rs_box_break(c, up, lo)
    br = rs_break_from_direction(direction, up, lo)
    if br:
        return br
    d = (direction or "").strip().lower()
    if d not in ("", KEY_DIRECTION_WATCH):
        return None
    br = detect_rs_box_break(c, up, lo)
    if br:
        return br
    return rs_break_infer_from_close(c, up, lo)


def notify_interval_elapsed(
    last_notified_at: Optional[str],
    interval_min: int,
    now_dt: datetime,
) -> bool:
    if not last_notified_at:
        return False
    last_dt = _parse_notify_datetime(last_notified_at)
    if last_dt is None:
        return False
    return (now_dt - last_dt).total_seconds() >= max(1, int(interval_min)) * 60


def format_auto_amp_line(amp_ok: bool, amp_pct: float, min_pct: float) -> str:
    return (
        f"突破越过幅度:{'通过' if amp_ok else '不通过'}"
        f"({round(float(amp_pct), 4)}%,要求 > {min_pct}%)"
    )


def format_auto_confirm_line(confirm_ok: bool, cfm_close, edge_price, direction: str) -> str:
    side = "箱外上方" if (direction or "").lower() == "long" else "箱外下方"
    return (
        f"第二根确认:{'通过' if confirm_ok else '不通过'}"
        f"(确认收盘 {cfm_close},须收于{side},关键位 {edge_price})"
    )


def key_monitor_rule_template_context(
    *,
    kline_timeframe: str,
    key_breakout_amp_min_pct: float,
    key_volume_ma_bars: int,
    key_volume_ratio_min: float,
    key_auto_min_planned_rr: float,
    key_daily_volume_rank_max: int,
    key_confirm_breakout_bar: int,
    key_confirm_bar: int,
    key_alert_max_times: int,
    key_alert_interval_minutes: int,
    key_stop_outside_breakout_pct: float,
    key_trend_stop_outside_pct: float,
    false_breakout_validity_hours: int = 0,
    trigger_entry_validity_hours: int | None = None,
) -> dict[str, Any]:
    """关键位监控页规则说明表格(Jinja key_rule_ctx);自动单已移除,保留字段兼容模板."""
    del false_breakout_validity_hours, trigger_entry_validity_hours
    return {
        "tf": (kline_timeframe or "5m").strip(),
        "amp_min_pct": key_breakout_amp_min_pct,
        "vol_ma_bars": key_volume_ma_bars,
        "vol_ratio_min": key_volume_ratio_min,
        "min_rr": key_auto_min_planned_rr,
        "vol_rank_max": key_daily_volume_rank_max,
        "breakout_bar": key_confirm_breakout_bar,
        "confirm_bar": key_confirm_bar,
        "alert_max": key_alert_max_times,
        "alert_interval": key_alert_interval_minutes,
        "stop_outside_pct": key_stop_outside_breakout_pct,
        "trend_stop_outside_pct": key_trend_stop_outside_pct,
        "false_breakout_hours": 0,
        "false_breakout_offset_pct": 0,
        "false_breakout_sl_pct": 0,
        "false_breakout_rr": 0,
        "trigger_entry_hours": 0,
    }


# ---- 历史 key_signal / entry_reason 兼容(自动单已移除,仅读旧数据) ----
KEY_MONITOR_TRADE_TYPE = "关键位监控"
FIB_KEY_MONITOR_TYPES = frozenset({"斐波回调0.618", "斐波回调0.786"})
KEY_ENTRY_REASON_BY_SIGNAL = {
    "箱体突破": "关键位箱体突破",
    "收敛突破": "关键位收敛突破",
    "斐波回调0.618": "关键位斐波0.618",
    "斐波回调0.786": "关键位斐波0.786",
    "假突破": "关键位假突破",
    "回调触价开仓": "关键位回调触价开仓",
    "突破触价开仓": "关键位突破触价开仓",
    "触价开仓": "关键位触价开仓",
    "趋势回调": "趋势回调",
}


def entry_reason_from_key_signal(key_signal_type):
    return KEY_ENTRY_REASON_BY_SIGNAL.get((key_signal_type or "").strip())


def key_signal_type_for_trade_record(key_signal_type, box_auto_types=None):
    kst = (key_signal_type or "").strip()
    if not kst:
        return None
    if kst in FIB_KEY_MONITOR_TYPES:
        return kst
    if kst in ("假突破", "回调触价开仓", "突破触价开仓", "触价开仓"):
        return kst if kst != "触价开仓" else "回调触价开仓"
    if box_auto_types and kst in box_auto_types:
        return kst
    if kst in KEY_MONITOR_AUTO_TYPES:
        return kst
    return kst or None


def stored_key_signal_type(monitor_type):
    mt = (monitor_type or "").strip()
    if mt in FIB_KEY_MONITOR_TYPES:
        return mt
    if mt in ("假突破", "回调触价开仓", "突破触价开仓", "触价开仓"):
        return mt if mt != "触价开仓" else "回调触价开仓"
    if mt in KEY_MONITOR_AUTO_TYPES:
        return mt
    return None


def backfill_missing_key_signal_types(conn, *, monitor_type: str = KEY_MONITOR_TRADE_TYPE) -> int:
    mt = (monitor_type or KEY_MONITOR_TRADE_TYPE).strip()
    updated = 0
    for signal in KEY_MONITOR_AUTO_TYPES:
        entry_reason = KEY_ENTRY_REASON_BY_SIGNAL.get(signal)
        if not entry_reason:
            continue
        cur = conn.execute(
            """UPDATE trade_records SET key_signal_type=?
               WHERE monitor_type=? AND (key_signal_type IS NULL OR TRIM(key_signal_type)='')
               AND TRIM(COALESCE(entry_reason, ''))=?""",
            (signal, mt, entry_reason),
        )
        updated += int(cur.rowcount or 0)
    return updated


def is_fib_key_monitor_type(monitor_type):
    return (monitor_type or "").strip() in FIB_KEY_MONITOR_TYPES


def is_false_breakout_key_monitor_type(monitor_type):
    return (monitor_type or "").strip() == "假突破"


def is_trigger_entry_key_monitor_type(monitor_type):
    return (monitor_type or "").strip() in (
        "触价开仓",
        "回调触价开仓",
        "突破触价开仓",
    )


def is_limit_key_monitor_type(monitor_type):
    mt = (monitor_type or "").strip()
    return is_fib_key_monitor_type(mt) or is_false_breakout_key_monitor_type(mt)