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feat: add a rule-based market alert engine for weather analysis with Telegram integration and tests.

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This commit is contained in:
2569718930@qq.com
2026-03-06 10:51:06 +08:00
parent ba992f7d80
commit 05a5f005fe
3 changed files with 154 additions and 0 deletions
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src/analysis/market_alert_engine.py
+120
View File
@@ -381,6 +381,84 @@ def _pick_leading_station(city: str, nearby: List[Dict[str, Any]]) -> Optional[D
return max(nearby, key=_temp)
def _pick_ankara_center_station(nearby: List[Dict[str, Any]]) -> Optional[Dict[str, Any]]:
if not nearby:
return None
def _temp(row: Dict[str, Any]) -> float:
return _sf(row.get("temp")) or -999.0
priority_rows = []
for row in nearby:
name = str(row.get("name") or "").lower()
sid = str(row.get("istNo") or "").strip()
if sid == "17130" or "center" in name or "b枚lge" in name or "etimesgut" in name:
priority_rows.append(row)
if priority_rows:
return max(priority_rows, key=_temp)
return None
def _calc_ankara_center_deb_alert(
city_weather: Dict[str, Any],
temp_symbol: str,
) -> Dict[str, Any]:
city = (city_weather.get("name") or "").lower()
if city != "ankara":
return {
"type": "ankara_center_deb_hit",
"triggered": False,
"reason": "city is not ankara",
}
deb_prediction = _sf((city_weather.get("deb") or {}).get("prediction"))
if deb_prediction is None:
return {
"type": "ankara_center_deb_hit",
"triggered": False,
"reason": "deb prediction unavailable",
}
center_station = _pick_ankara_center_station(city_weather.get("mgm_nearby") or [])
if not center_station:
return {
"type": "ankara_center_deb_hit",
"triggered": False,
"reason": "ankara center station unavailable",
}
center_temp = _sf(center_station.get("temp"))
if center_temp is None:
return {
"type": "ankara_center_deb_hit",
"triggered": False,
"reason": "ankara center temperature unavailable",
}
airport_temp = _sf((city_weather.get("current") or {}).get("temp"))
epsilon = _to_unit_delta(0.05, temp_symbol)
triggered = center_temp + epsilon >= deb_prediction
return {
"type": "ankara_center_deb_hit",
"triggered": triggered,
"force_push": triggered,
"center_station": {
"name": center_station.get("name"),
"istNo": center_station.get("istNo"),
"temp": round(center_temp, 2),
},
"deb_prediction": round(deb_prediction, 2),
"airport_temp": round(airport_temp, 2) if airport_temp is not None else None,
"margin_vs_deb": round(center_temp - deb_prediction, 2),
"center_lead_vs_airport": (
round(center_temp - airport_temp, 2)
if airport_temp is not None
else None
),
}
def _calc_advection_alert(city_weather: Dict[str, Any], temp_symbol: str) -> Dict[str, Any]:
city = (city_weather.get("name") or "").lower()
current = city_weather.get("current") or {}
@@ -470,6 +548,7 @@ def _calc_advection_alert(city_weather: Dict[str, Any], temp_symbol: str) -> Dic
def _join_trigger_types_cn(rules: Dict[str, Dict[str, Any]]) -> str:
mapping = [
("ankara_center_deb_hit", "Center达到DEB"),
("momentum_spike", "动量突变"),
("forecast_breakthrough", "预测突破"),
("kill_zone", "临界触发"),
@@ -484,11 +563,21 @@ def _build_advice_cn(
temp_symbol: str,
) -> str:
parts: List[str] = []
center_deb = rules.get("ankara_center_deb_hit", {})
advection = rules.get("advection", {})
momentum = rules.get("momentum_spike", {})
breakthrough = rules.get("forecast_breakthrough", {})
kill_zone = rules.get("kill_zone", {})
if center_deb.get("triggered"):
deb_prediction = _sf(center_deb.get("deb_prediction"))
center_temp = _sf(((center_deb.get("center_station") or {}).get("temp")))
if deb_prediction is not None and center_temp is not None:
parts.append(
f"Ankara Center {center_temp:.1f}{temp_symbol} 已触及 DEB {deb_prediction:.1f}{temp_symbol}"
)
else:
parts.append("Ankara Center 已触及 DEB 预测值")
if advection.get("triggered"):
parts.append("风向转南，暖平流增强")
if momentum.get("triggered"):
@@ -520,6 +609,7 @@ def _build_telegram_messages(
temp_symbol = city_weather.get("temp_symbol", "°C")
city_name = city_weather.get("display_name") or city_weather.get("name", "").title()
current_temp = _sf((city_weather.get("current") or {}).get("temp"))
center_deb = rules.get("ankara_center_deb_hit", {})
momentum = rules.get("momentum_spike", {})
kill_zone = rules.get("kill_zone", {})
advection = rules.get("advection", {})
@@ -535,6 +625,7 @@ def _build_telegram_messages(
distance = _sf(kill_zone.get("distance"))
market_label = str(kill_zone.get("market_label") or "").strip()
market_prices = kill_zone.get("market_prices") or {}
center_station = center_deb.get("center_station") or {}
dyn = f"实测 {current_temp:.1f}{temp_symbol}"
if delta_temp is not None and delta_min is not None:
@@ -555,6 +646,22 @@ def _build_telegram_messages(
if lead_delta is not None:
lead_line = f"联动：{st_name} 已领先 {lead_delta:+.1f}{temp_symbol}"
center_deb_line = ""
if center_deb.get("triggered"):
center_name = center_station.get("name") or "Ankara Center"
center_temp = _sf(center_station.get("temp"))
deb_prediction = _sf(center_deb.get("deb_prediction"))
airport_temp = _sf(center_deb.get("airport_temp"))
lead_gap = _sf(center_deb.get("center_lead_vs_airport"))
if center_temp is not None and deb_prediction is not None:
center_deb_line = (
f"Center信号：{center_name} {center_temp:.1f}{temp_symbol} 已达到 DEB {deb_prediction:.1f}{temp_symbol}"
)
if airport_temp is not None:
center_deb_line += f" | 机场 {airport_temp:.1f}{temp_symbol}"
if lead_gap is not None:
center_deb_line += f" | 领先 {lead_gap:+.1f}{temp_symbol}"
price_line = ""
if any(
market_prices.get(key) is not None
@@ -581,6 +688,8 @@ def _build_telegram_messages(
]
if strike_line:
lines_zh.append(strike_line)
if center_deb_line:
lines_zh.append(center_deb_line)
if price_line:
lines_zh.append(price_line)
if lead_line:
@@ -607,6 +716,13 @@ def _build_telegram_messages(
]
if strike is not None and distance is not None:
lines_en.append(f"Distance to {strike:.1f}{temp_symbol} strike: {distance:.1f}{temp_symbol}")
if center_deb_line:
center_temp = _sf(center_station.get("temp"))
deb_prediction = _sf(center_deb.get("deb_prediction"))
if center_temp is not None and deb_prediction is not None:
lines_en.append(
f"Center signal: {center_temp:.1f}{temp_symbol} has reached DEB {deb_prediction:.1f}{temp_symbol}"
)
if price_line:
price_label_en = f"Quotes ({market_label}): " if market_label else "Quotes: "
lines_en.append(
@@ -634,6 +750,7 @@ def build_trading_alerts(
now = datetime.now(timezone.utc).isoformat()
rules: Dict[str, Dict[str, Any]] = {
"ankara_center_deb_hit": _calc_ankara_center_deb_alert(city_weather, temp_symbol),
"momentum_spike": _calc_momentum_alert(city_weather, temp_symbol),
"forecast_breakthrough": _calc_forecast_breakthrough_alert(city_weather, temp_symbol),
"kill_zone": _calc_kill_zone_alert(city_weather, market_snapshot, temp_symbol),
@@ -648,7 +765,10 @@ def build_trading_alerts(
for key, value in rules.items()
if value.get("triggered")
]
force_push = any(alert.get("force_push") for alert in triggered)
severity = "high" if len(triggered) >= 2 else ("medium" if len(triggered) == 1 else "none")
if force_push and severity == "none":
severity = "medium"
telegram = _build_telegram_messages(
city_weather=city_weather,
src/utils/telegram_push.py
+8
View File
@@ -100,6 +100,10 @@ def _cleanup_state(state: Dict[str, Any], now_ts: int, keep_sec: int = 7 * 86400
def _severity_ok(alert_payload: Dict[str, Any], min_severity: str, min_trigger_count: int) -> bool:
triggered_alerts = alert_payload.get("triggered_alerts") or []
if any(alert.get("force_push") for alert in triggered_alerts):
return True
trigger_count = int(alert_payload.get("trigger_count") or 0)
if trigger_count < min_trigger_count:
return False
@@ -109,6 +113,7 @@ def _severity_ok(alert_payload: Dict[str, Any], min_severity: str, min_trigger_c
def _alert_signature(alert_payload: Dict[str, Any]) -> str:
rules = alert_payload.get("rules") or {}
center_deb = rules.get("ankara_center_deb_hit") or {}
momentum = rules.get("momentum_spike") or {}
breakthrough = rules.get("forecast_breakthrough") or {}
kill_zone = rules.get("kill_zone") or {}
@@ -123,6 +128,9 @@ def _alert_signature(alert_payload: Dict[str, Any]) -> str:
for alert in (alert_payload.get("triggered_alerts") or [])
if alert.get("type")
),
"center_temp": round(float(((center_deb.get("center_station") or {}).get("temp")) or 0.0), 1),
"center_deb_prediction": round(float(center_deb.get("deb_prediction") or 0.0), 1),
"center_airport_gap": round(float(center_deb.get("center_lead_vs_airport") or 0.0), 1),
"momentum_direction": momentum.get("direction"),
"momentum_slope_30m": round(float(momentum.get("slope_30m") or 0.0), 1),
"breakthrough_margin": round(float(breakthrough.get("margin") or 0.0), 1),
tests/test_market_alert_engine.py
+26
View File
@@ -25,6 +25,9 @@ def _sample_weather_payload():
"GFS": 10.4,
"ECMWF": 10.6,
},
"deb": {
"prediction": 11.8,
},
"metar_recent_obs": [
{"time": "10:30", "wdir": 180},
{"time": "10:00", "wdir": 60},
@@ -100,3 +103,26 @@ def test_forecast_breakthrough_not_triggered_when_current_not_above_margin():
market_snapshot=_sample_market_snapshot(),
)
assert out["rules"]["forecast_breakthrough"]["triggered"] is False
def test_ankara_center_hits_deb_triggers_force_push():
city_weather = _sample_weather_payload()
city_weather["current"]["temp"] = 10.7
city_weather["deb"]["prediction"] = 11.2
city_weather["trend"]["recent"] = [
{"time": "10:30", "temp": 10.7},
{"time": "10:00", "temp": 10.7},
{"time": "09:30", "temp": 10.6},
]
city_weather["multi_model"] = {"MGM": 11.2, "GFS": 11.2, "ECMWF": 11.2}
out = build_trading_alerts(
city_weather=city_weather,
market_snapshot={"city": "ankara", "target_date": "2026-03-07", "markets": []},
)
center_rule = out["rules"]["ankara_center_deb_hit"]
assert center_rule["triggered"] is True
assert center_rule["force_push"] is True
assert out["severity"] in ("medium", "high")
assert "Center信号" in out["telegram"]["zh"]