2569718930@qq.com
980 lines
34 KiB
Python
980 lines
34 KiB
Python
import hashlib
|
|
import json
|
|
import os
|
|
import re
|
|
import threading
|
|
import time
|
|
from datetime import datetime, timedelta, timezone
|
|
from typing import Any, Dict, List, Optional, Tuple
|
|
|
|
from loguru import logger
|
|
|
|
from src.database.runtime_state import (
|
|
STATE_STORAGE_DUAL,
|
|
STATE_STORAGE_SQLITE,
|
|
TelegramAlertStateRepository,
|
|
get_state_storage_mode,
|
|
)
|
|
from src.data_collection.city_registry import CITY_REGISTRY
|
|
from src.utils.telegram_chat_ids import get_telegram_chat_ids_from_env
|
|
|
|
|
|
SEVERITY_RANK = {
|
|
"none": 0,
|
|
"low": 1,
|
|
"medium": 2,
|
|
"high": 3,
|
|
}
|
|
_telegram_state_repo = TelegramAlertStateRepository()
|
|
|
|
|
|
def _env_bool(name: str, default: bool) -> bool:
|
|
raw = os.getenv(name)
|
|
if raw is None:
|
|
return default
|
|
return raw.strip().lower() in {"1", "true", "yes", "on"}
|
|
|
|
|
|
def _env_int(name: str, default: int) -> int:
|
|
raw = os.getenv(name)
|
|
if raw is None:
|
|
return default
|
|
try:
|
|
return int(raw)
|
|
except Exception:
|
|
return default
|
|
|
|
|
|
def _env_float(name: str, default: float) -> float:
|
|
raw = os.getenv(name)
|
|
if raw is None:
|
|
return default
|
|
try:
|
|
return float(raw)
|
|
except Exception:
|
|
return default
|
|
|
|
|
|
def _norm_prob(v: Any) -> Optional[float]:
|
|
if v is None:
|
|
return None
|
|
try:
|
|
n = float(v)
|
|
except Exception:
|
|
return None
|
|
if n > 1.0:
|
|
n = n / 100.0
|
|
return max(0.0, min(1.0, n))
|
|
|
|
|
|
def _fmt_cents(value: Any) -> Optional[str]:
|
|
numeric = _norm_prob(value)
|
|
if numeric is None:
|
|
return None
|
|
cents = numeric * 100.0
|
|
rounded = round(cents, 1)
|
|
text = f"{rounded:.1f}".rstrip("0").rstrip(".")
|
|
return f"{text}c"
|
|
|
|
|
|
def _safe_float(v: Any) -> Optional[float]:
|
|
if v is None:
|
|
return None
|
|
try:
|
|
return float(v)
|
|
except Exception:
|
|
return None
|
|
|
|
|
|
def _bucket_value(row: Dict[str, Any]) -> Optional[float]:
|
|
if not isinstance(row, dict):
|
|
return None
|
|
for key in ("value", "temp"):
|
|
n = _safe_float(row.get(key))
|
|
if n is not None:
|
|
return n
|
|
label = str(row.get("label") or "").strip()
|
|
m = re.search(r"(-?\d+(?:\.\d+)?)", label)
|
|
if not m:
|
|
return None
|
|
return _safe_float(m.group(1))
|
|
|
|
|
|
def _bucket_bounds(row: Dict[str, Any]) -> Optional[Tuple[Optional[float], Optional[float]]]:
|
|
value = _bucket_value(row)
|
|
if value is None:
|
|
return None
|
|
label = str(row.get("label") or "").strip().lower()
|
|
is_upper_tail = any(key in label for key in ("+", "or higher", "or above", "and above"))
|
|
is_lower_tail = any(key in label for key in ("<=", "or lower", "or below", "and below"))
|
|
if is_upper_tail and not is_lower_tail:
|
|
return value, None
|
|
if is_lower_tail and not is_upper_tail:
|
|
return None, value
|
|
return value, value
|
|
|
|
|
|
def _observed_settlement_floor(alert_payload: Dict[str, Any]) -> Optional[float]:
|
|
evidence = alert_payload.get("evidence") or {}
|
|
if not isinstance(evidence, dict):
|
|
evidence = {}
|
|
inputs = evidence.get("inputs") or {}
|
|
if not isinstance(inputs, dict):
|
|
inputs = {}
|
|
|
|
suppression = alert_payload.get("suppression") or {}
|
|
if not isinstance(suppression, dict):
|
|
suppression = {}
|
|
|
|
rules = alert_payload.get("rules") or {}
|
|
if not isinstance(rules, dict):
|
|
rules = {}
|
|
breakthrough = rules.get("forecast_breakthrough") or {}
|
|
if not isinstance(breakthrough, dict):
|
|
breakthrough = {}
|
|
|
|
floor_candidates: List[float] = []
|
|
for raw in (
|
|
inputs.get("wu_settle"),
|
|
suppression.get("max_so_far"),
|
|
inputs.get("current_temp"),
|
|
suppression.get("current_temp"),
|
|
breakthrough.get("current_temp"),
|
|
):
|
|
n = _safe_float(raw)
|
|
if n is not None:
|
|
floor_candidates.append(n)
|
|
|
|
if not floor_candidates:
|
|
return None
|
|
return max(floor_candidates)
|
|
|
|
|
|
def _optional_bool(value: Any) -> Optional[bool]:
|
|
if value is None:
|
|
return None
|
|
if isinstance(value, bool):
|
|
return value
|
|
if isinstance(value, (int, float)):
|
|
return bool(value)
|
|
if isinstance(value, str):
|
|
normalized = value.strip().lower()
|
|
if normalized in {"1", "true", "yes", "on"}:
|
|
return True
|
|
if normalized in {"0", "false", "no", "off"}:
|
|
return False
|
|
return bool(value)
|
|
|
|
|
|
def _parse_iso_datetime_utc(value: Any) -> Optional[datetime]:
|
|
if not value:
|
|
return None
|
|
text = str(value).strip()
|
|
if not text:
|
|
return None
|
|
if "T" not in text:
|
|
return None
|
|
try:
|
|
dt = datetime.fromisoformat(text.replace("Z", "+00:00"))
|
|
except Exception:
|
|
return None
|
|
if dt.tzinfo is None:
|
|
return dt.replace(tzinfo=timezone.utc)
|
|
return dt.astimezone(timezone.utc)
|
|
|
|
|
|
def _parse_city_list(raw: Optional[str]) -> List[str]:
|
|
if not raw:
|
|
return list(CITY_REGISTRY.keys())
|
|
|
|
out: List[str] = []
|
|
for part in raw.split(","):
|
|
city = part.strip().lower()
|
|
if city and city in CITY_REGISTRY:
|
|
out.append(city)
|
|
return out or list(CITY_REGISTRY.keys())
|
|
|
|
|
|
def _state_file() -> str:
|
|
root = os.path.dirname(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
|
|
return os.path.join(root, "data", "telegram_alert_state.json")
|
|
|
|
|
|
def _load_state(path: str) -> Dict[str, Any]:
|
|
mode = get_state_storage_mode()
|
|
if mode == STATE_STORAGE_SQLITE:
|
|
try:
|
|
return _telegram_state_repo.load_state()
|
|
except Exception as exc:
|
|
logger.error(f"failed to load telegram push state from sqlite: {exc}")
|
|
if not os.path.exists(path):
|
|
if mode == STATE_STORAGE_DUAL:
|
|
try:
|
|
return _telegram_state_repo.load_state()
|
|
except Exception:
|
|
return {"last_by_city": {}, "by_signature": {}}
|
|
return {"last_by_city": {}, "by_signature": {}}
|
|
try:
|
|
with open(path, "r", encoding="utf-8") as fh:
|
|
data = json.load(fh)
|
|
if isinstance(data, dict):
|
|
data.setdefault("last_by_city", {})
|
|
data.setdefault("by_signature", {})
|
|
return data
|
|
except Exception as exc:
|
|
logger.warning(f"failed to load telegram push state: {exc}")
|
|
return {"last_by_city": {}, "by_signature": {}}
|
|
|
|
|
|
def _save_state(path: str, state: Dict[str, Any]) -> None:
|
|
mode = get_state_storage_mode()
|
|
if mode in {STATE_STORAGE_DUAL, STATE_STORAGE_SQLITE}:
|
|
_telegram_state_repo.save_state(state)
|
|
if mode == STATE_STORAGE_SQLITE:
|
|
return
|
|
os.makedirs(os.path.dirname(path), exist_ok=True)
|
|
tmp_path = f"{path}.tmp"
|
|
with open(tmp_path, "w", encoding="utf-8") as fh:
|
|
json.dump(state, fh, ensure_ascii=False, indent=2)
|
|
os.replace(tmp_path, path)
|
|
|
|
|
|
def _cleanup_state(state: Dict[str, Any], now_ts: int, keep_sec: int = 7 * 86400) -> None:
|
|
for bucket_name in ("by_signature", "focus_digest_slots"):
|
|
bucket = state.get(bucket_name, {})
|
|
if not isinstance(bucket, dict):
|
|
state[bucket_name] = {}
|
|
continue
|
|
stale = [key for key, value in bucket.items() if now_ts - int(value or 0) > keep_sec]
|
|
for key in stale:
|
|
bucket.pop(key, None)
|
|
|
|
last_by_city = state.get("last_by_city", {})
|
|
if not isinstance(last_by_city, dict):
|
|
state["last_by_city"] = {}
|
|
return
|
|
stale_city = []
|
|
for city, row in last_by_city.items():
|
|
ts = int((row or {}).get("ts") or 0)
|
|
if now_ts - ts > keep_sec:
|
|
stale_city.append(city)
|
|
for city in stale_city:
|
|
last_by_city.pop(city, None)
|
|
|
|
|
|
def _parse_hour_list(raw: Optional[str], default: List[int]) -> List[int]:
|
|
if not raw:
|
|
return default
|
|
out: List[int] = []
|
|
seen: set[int] = set()
|
|
for part in str(raw).replace(";", ",").split(","):
|
|
token = str(part).strip()
|
|
if not token:
|
|
continue
|
|
try:
|
|
hour = int(token)
|
|
except Exception:
|
|
continue
|
|
if not (0 <= hour <= 23) or hour in seen:
|
|
continue
|
|
seen.add(hour)
|
|
out.append(hour)
|
|
return sorted(out) or default
|
|
|
|
|
|
def _resolve_market_timezone(timezone_name: str):
|
|
normalized = str(timezone_name or "").strip() or "Asia/Shanghai"
|
|
if normalized == "Asia/Shanghai":
|
|
return timezone(timedelta(hours=8), name="Asia/Shanghai")
|
|
try:
|
|
from zoneinfo import ZoneInfo
|
|
|
|
return ZoneInfo(normalized)
|
|
except Exception:
|
|
return timezone.utc
|
|
|
|
|
|
def _market_monitor_score(alert_payload: Dict[str, Any]) -> float:
|
|
severity = str(alert_payload.get("severity") or "none").lower()
|
|
severity_score = {"high": 36.0, "medium": 24.0, "none": 0.0}.get(severity, 0.0)
|
|
trigger_count = int(alert_payload.get("trigger_count") or 0)
|
|
trigger_score = min(18.0, float(trigger_count) * 9.0)
|
|
|
|
snapshot = alert_payload.get("market_snapshot") or {}
|
|
if not isinstance(snapshot, dict):
|
|
snapshot = {}
|
|
if not snapshot.get("available"):
|
|
return 0.0
|
|
|
|
edge_percent = abs(_safe_float(snapshot.get("edge_percent")) or 0.0)
|
|
edge_score = min(22.0, edge_percent * 2.5)
|
|
|
|
yes_buy = _norm_prob(snapshot.get("yes_buy"))
|
|
if yes_buy is None:
|
|
forecast_bucket = snapshot.get("forecast_bucket") or {}
|
|
if isinstance(forecast_bucket, dict):
|
|
yes_buy = _norm_prob(forecast_bucket.get("yes_buy"))
|
|
pricing_score = 0.0
|
|
if yes_buy is not None:
|
|
if yes_buy < 0.10:
|
|
pricing_score = 14.0
|
|
elif yes_buy < 0.20:
|
|
pricing_score = 9.0
|
|
elif yes_buy < 0.35:
|
|
pricing_score = 5.0
|
|
|
|
confidence = str(snapshot.get("confidence") or "").strip().lower()
|
|
confidence_score = {"high": 10.0, "medium": 6.0, "low": 2.0}.get(confidence, 0.0)
|
|
|
|
suppression = alert_payload.get("suppression") or {}
|
|
suppressed_penalty = -20.0 if bool(suppression.get("suppressed")) else 0.0
|
|
|
|
return max(0.0, severity_score + trigger_score + edge_score + pricing_score + confidence_score + suppressed_penalty)
|
|
|
|
|
|
def _priority_label(score: float) -> str:
|
|
if score >= 72:
|
|
return "高优先级"
|
|
if score >= 48:
|
|
return "重点观察"
|
|
return "继续观察"
|
|
|
|
|
|
def _join_trigger_types_cn_local(rules: Dict[str, Dict[str, Any]]) -> str:
|
|
label_map = {
|
|
"ankara_center_deb_hit": "中心站触及 DEB",
|
|
"momentum_spike": "短时动量异动",
|
|
"forecast_breakthrough": "实测击穿模型",
|
|
"advection": "暖平流信号",
|
|
}
|
|
parts: List[str] = []
|
|
for key, label in label_map.items():
|
|
row = rules.get(key) or {}
|
|
if row.get("triggered"):
|
|
parts.append(label)
|
|
return " + ".join(parts)
|
|
|
|
|
|
def _focus_trigger_summary(alert_payload: Dict[str, Any]) -> str:
|
|
rules = alert_payload.get("rules") or {}
|
|
if not isinstance(rules, dict):
|
|
return "市场与天气分歧待观察"
|
|
return _join_trigger_types_cn_local(rules) or "市场与天气分歧待观察"
|
|
|
|
|
|
def _build_focus_digest_message(
|
|
payloads: List[Dict[str, Any]],
|
|
*,
|
|
slot_label: str,
|
|
top_n: int,
|
|
timezone_name: str,
|
|
) -> str:
|
|
ranked = sorted(
|
|
payloads,
|
|
key=lambda item: _market_monitor_score(item),
|
|
reverse=True,
|
|
)
|
|
shortlisted = [
|
|
item for item in ranked
|
|
if _market_monitor_score(item) > 0 and bool((item.get("market_snapshot") or {}).get("available"))
|
|
][:top_n]
|
|
if not shortlisted:
|
|
return ""
|
|
|
|
lines = [
|
|
f"🌐 PolyWeather 市场监控 · {slot_label}",
|
|
f"时区：{timezone_name}",
|
|
"",
|
|
]
|
|
|
|
for idx, payload in enumerate(shortlisted, start=1):
|
|
city = str(payload.get("city") or "").strip().lower()
|
|
city_name = (CITY_REGISTRY.get(city) or {}).get("display_name") or city.title() or "--"
|
|
snapshot = payload.get("market_snapshot") or {}
|
|
evidence = payload.get("evidence") or {}
|
|
inputs = evidence.get("inputs") or {}
|
|
|
|
bucket = str(
|
|
(snapshot.get("forecast_bucket") or {}).get("label")
|
|
or snapshot.get("top_bucket")
|
|
or "--"
|
|
).strip()
|
|
yes_buy = _norm_prob(snapshot.get("yes_buy"))
|
|
if yes_buy is None:
|
|
forecast_bucket = snapshot.get("forecast_bucket") or {}
|
|
if isinstance(forecast_bucket, dict):
|
|
yes_buy = _norm_prob(forecast_bucket.get("yes_buy"))
|
|
yes_buy_text = _fmt_cents(yes_buy) or "--"
|
|
edge_percent = _safe_float(snapshot.get("edge_percent"))
|
|
current_temp = _safe_float(inputs.get("current_temp"))
|
|
deb_prediction = _safe_float(inputs.get("deb_prediction"))
|
|
market_url = str(snapshot.get("market_url") or snapshot.get("primary_market_url") or "").strip()
|
|
|
|
score = _market_monitor_score(payload)
|
|
lines.append(f"{idx}. {city_name} | {_priority_label(score)}")
|
|
lines.append(
|
|
" "
|
|
+ f"桶 {bucket} | Yes {yes_buy_text} | 偏差 "
|
|
+ (f"{edge_percent:+.1f}%" if edge_percent is not None else "--")
|
|
)
|
|
if current_temp is not None or deb_prediction is not None:
|
|
lines.append(
|
|
" "
|
|
+ (f"实测 {current_temp:.1f}°C" if current_temp is not None else "实测 --")
|
|
+ " | "
|
|
+ (f"DEB {deb_prediction:.1f}°C" if deb_prediction is not None else "DEB --")
|
|
)
|
|
lines.append(f" 触发：{_focus_trigger_summary(payload)}")
|
|
if market_url:
|
|
lines.append(f" 链接：{market_url}")
|
|
lines.append("")
|
|
|
|
lines.append("用途：先筛今晚值得盯的市场，真正进入关键窗口时仍会继续推送。")
|
|
return "\n".join(lines).strip()
|
|
|
|
|
|
def _maybe_send_focus_digest(
|
|
bot: Any,
|
|
chat_ids: List[str],
|
|
payloads: List[Dict[str, Any]],
|
|
state: Dict[str, Any],
|
|
*,
|
|
timezone_name: str,
|
|
digest_hours: List[int],
|
|
top_n: int,
|
|
grace_minutes: int,
|
|
) -> bool:
|
|
if not chat_ids or not payloads or not digest_hours:
|
|
return False
|
|
|
|
try:
|
|
local_now = datetime.now(_resolve_market_timezone(timezone_name))
|
|
except Exception:
|
|
local_now = datetime.now()
|
|
timezone_name = "local"
|
|
|
|
eligible_slot: Optional[datetime] = None
|
|
for hour in sorted(digest_hours, reverse=True):
|
|
slot_dt = local_now.replace(hour=hour, minute=0, second=0, microsecond=0)
|
|
delta_minutes = int((local_now - slot_dt).total_seconds() // 60)
|
|
if 0 <= delta_minutes <= grace_minutes:
|
|
eligible_slot = slot_dt
|
|
break
|
|
|
|
if eligible_slot is None:
|
|
return False
|
|
|
|
slot_key = eligible_slot.strftime("%Y-%m-%d@%H")
|
|
digest_slots = state.setdefault("focus_digest_slots", {})
|
|
if digest_slots.get(slot_key):
|
|
return False
|
|
|
|
slot_label = "白天关注" if eligible_slot.hour < 15 else "今晚关注"
|
|
message = _build_focus_digest_message(
|
|
payloads,
|
|
slot_label=slot_label,
|
|
top_n=top_n,
|
|
timezone_name=timezone_name,
|
|
)
|
|
if not message:
|
|
return False
|
|
|
|
sent_count = 0
|
|
for chat_id in chat_ids:
|
|
try:
|
|
bot.send_message(chat_id, message)
|
|
sent_count += 1
|
|
except Exception as exc:
|
|
logger.warning(
|
|
"market focus digest push failed slot={} chat_id={} error={}",
|
|
slot_key,
|
|
chat_id,
|
|
exc,
|
|
)
|
|
if sent_count <= 0:
|
|
return False
|
|
|
|
digest_slots[slot_key] = int(time.time())
|
|
logger.info(
|
|
"market focus digest pushed slot={} timezone={} items={} chat_targets={}",
|
|
slot_key,
|
|
timezone_name,
|
|
min(top_n, len(payloads)),
|
|
sent_count,
|
|
)
|
|
return True
|
|
|
|
|
|
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
|
|
severity = str(alert_payload.get("severity") or "none").lower()
|
|
return SEVERITY_RANK.get(severity, 0) >= SEVERITY_RANK.get(min_severity, 0)
|
|
|
|
|
|
def _market_price_cap_ok(
|
|
alert_payload: Dict[str, Any],
|
|
max_yes_buy: float,
|
|
require_actionable_quote: bool = False,
|
|
) -> bool:
|
|
if max_yes_buy >= 1.0:
|
|
return True
|
|
|
|
market = alert_payload.get("market_snapshot") or {}
|
|
if not isinstance(market, dict) or not market.get("available"):
|
|
if require_actionable_quote:
|
|
logger.info(
|
|
"trade alert skipped: market snapshot unavailable city={}".format(
|
|
alert_payload.get("city"),
|
|
)
|
|
)
|
|
return False
|
|
return True
|
|
|
|
primary_market = market.get("primary_market") or {}
|
|
if not isinstance(primary_market, dict):
|
|
primary_market = {}
|
|
market_slug = (
|
|
str(market.get("selected_slug") or "").strip()
|
|
or str(primary_market.get("slug") or "").strip()
|
|
or "--"
|
|
)
|
|
active = market.get("market_active")
|
|
if active is None:
|
|
active = primary_market.get("active")
|
|
active = _optional_bool(active)
|
|
closed = market.get("market_closed")
|
|
if closed is None:
|
|
closed = primary_market.get("closed")
|
|
closed = _optional_bool(closed)
|
|
accepting_orders = market.get("market_accepting_orders")
|
|
if accepting_orders is None:
|
|
accepting_orders = primary_market.get(
|
|
"accepting_orders",
|
|
primary_market.get("acceptingOrders"),
|
|
)
|
|
accepting_orders = _optional_bool(accepting_orders)
|
|
market_tradable = _optional_bool(market.get("market_tradable"))
|
|
tradable_reason = str(
|
|
market.get("market_tradable_reason")
|
|
or primary_market.get("tradable_reason")
|
|
or ""
|
|
).strip()
|
|
ended_at = str(
|
|
market.get("market_ended_at_utc")
|
|
or primary_market.get("ended_at_utc")
|
|
or ""
|
|
).strip()
|
|
ended_dt = _parse_iso_datetime_utc(ended_at)
|
|
is_past_end = ended_dt is not None and ended_dt <= datetime.now(timezone.utc)
|
|
if (
|
|
market_tradable is False
|
|
or closed is True
|
|
or active is False
|
|
or accepting_orders is False
|
|
or is_past_end
|
|
):
|
|
reason = tradable_reason or ("past_end_time" if is_past_end else "market_not_tradable")
|
|
logger.info(
|
|
"trade alert skipped: market not tradable city={} slug={} reason={} active={} closed={} accepting_orders={} ended_at={}".format(
|
|
alert_payload.get("city"),
|
|
market_slug,
|
|
reason,
|
|
active,
|
|
closed,
|
|
accepting_orders,
|
|
ended_at or "--",
|
|
)
|
|
)
|
|
return False
|
|
|
|
# Strict rule: use the bucket mapped from multi-model anchor settlement.
|
|
forecast_bucket = market.get("forecast_bucket") or {}
|
|
settle_ref = market.get("anchor_settlement")
|
|
if settle_ref is None:
|
|
settle_ref = market.get("open_meteo_settlement")
|
|
anchor_model = str(market.get("anchor_model") or "").strip() or "--"
|
|
yes_buy = None
|
|
bucket_label = None
|
|
if isinstance(forecast_bucket, dict):
|
|
yes_buy = _norm_prob(forecast_bucket.get("yes_buy"))
|
|
bucket_label = str(forecast_bucket.get("label") or "").strip() or None
|
|
|
|
observed_floor = _observed_settlement_floor(alert_payload)
|
|
bucket_bounds = _bucket_bounds(forecast_bucket) if isinstance(forecast_bucket, dict) else None
|
|
if observed_floor is not None and bucket_bounds is not None:
|
|
_lower, upper = bucket_bounds
|
|
if upper is not None and observed_floor > upper + 1e-9:
|
|
logger.info(
|
|
"trade alert skipped: mapped bucket invalidated by observed high city={} bucket={} observed_floor={} upper_bound={} anchor_model={} anchor_settle={}".format(
|
|
alert_payload.get("city"),
|
|
bucket_label or "--",
|
|
round(observed_floor, 2),
|
|
round(upper, 2),
|
|
anchor_model,
|
|
settle_ref,
|
|
)
|
|
)
|
|
return False
|
|
|
|
if yes_buy is None or yes_buy <= 0.0:
|
|
logger.info(
|
|
"trade alert skipped: no actionable mapped bucket quote city={} bucket={} anchor_model={} anchor_settle={}".format(
|
|
alert_payload.get("city"),
|
|
bucket_label or "--",
|
|
anchor_model,
|
|
settle_ref,
|
|
)
|
|
)
|
|
return False
|
|
|
|
if yes_buy >= max_yes_buy:
|
|
logger.info(
|
|
"trade alert skipped by mispricing cap city={} bucket={} anchor_model={} anchor_settle={} yes_buy={} cap={}".format(
|
|
alert_payload.get("city"),
|
|
bucket_label or "--",
|
|
anchor_model,
|
|
settle_ref,
|
|
round(yes_buy, 4),
|
|
round(max_yes_buy, 4),
|
|
)
|
|
)
|
|
return False
|
|
return True
|
|
|
|
|
|
def _trigger_type_key(alert_payload: Dict[str, Any]) -> str:
|
|
trigger_types = sorted(
|
|
str(alert.get("type") or "").strip()
|
|
for alert in (alert_payload.get("triggered_alerts") or [])
|
|
if alert.get("type")
|
|
)
|
|
market = alert_payload.get("market_snapshot") or {}
|
|
if isinstance(market, dict) and market.get("available"):
|
|
signal = str(market.get("signal_label") or "").strip()
|
|
bucket = str(market.get("selected_bucket") or "").strip()
|
|
if signal:
|
|
trigger_types.append(f"mkt:{signal}:{bucket}")
|
|
return "|".join(trigger_types)
|
|
|
|
|
|
def _evidence_brief(alert_payload: Dict[str, Any]) -> str:
|
|
evidence = alert_payload.get("evidence") or {}
|
|
if not isinstance(evidence, dict):
|
|
return "--"
|
|
|
|
trigger_summary = evidence.get("trigger_summary") or {}
|
|
rules = evidence.get("rules") or {}
|
|
market = evidence.get("market") or {}
|
|
momentum = rules.get("momentum_spike") or {}
|
|
advection = rules.get("advection") or {}
|
|
breakthrough = rules.get("forecast_breakthrough") or {}
|
|
|
|
parts: List[str] = []
|
|
trigger_types = trigger_summary.get("trigger_types")
|
|
if isinstance(trigger_types, list) and trigger_types:
|
|
parts.append(f"triggers={','.join(str(t) for t in trigger_types)}")
|
|
|
|
slope = momentum.get("slope_30m")
|
|
if slope is not None:
|
|
parts.append(f"slope_30m={slope}")
|
|
|
|
lead_delta = advection.get("lead_delta")
|
|
if lead_delta is not None:
|
|
parts.append(f"lead_delta={lead_delta}")
|
|
|
|
margin = breakthrough.get("margin")
|
|
if margin is not None:
|
|
parts.append(f"break_margin={margin}")
|
|
|
|
edge = market.get("edge_percent")
|
|
if edge is not None:
|
|
parts.append(f"edge_pct={edge}")
|
|
|
|
forecast_bucket = market.get("forecast_bucket") or {}
|
|
if isinstance(forecast_bucket, dict):
|
|
label = str(forecast_bucket.get("label") or "").strip()
|
|
yes_buy = forecast_bucket.get("yes_buy")
|
|
if label:
|
|
parts.append(f"bucket={label}")
|
|
if yes_buy is not None:
|
|
parts.append(f"yes_buy={yes_buy}")
|
|
|
|
if not parts:
|
|
return "--"
|
|
return "; ".join(parts)
|
|
|
|
|
|
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 {}
|
|
advection = rules.get("advection") or {}
|
|
suppression = alert_payload.get("suppression") or {}
|
|
market = alert_payload.get("market_snapshot") or {}
|
|
|
|
signature_payload = {
|
|
"city": alert_payload.get("city"),
|
|
"target_date": alert_payload.get("target_date"),
|
|
"severity": alert_payload.get("severity"),
|
|
"trigger_types": sorted(
|
|
alert.get("type")
|
|
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),
|
|
"lead_station": (advection.get("lead_station") or {}).get("name"),
|
|
"lead_delta": round(float(advection.get("lead_delta") or 0.0), 1),
|
|
"suppressed": bool(suppression.get("suppressed")),
|
|
"suppression_reason": suppression.get("reason"),
|
|
"suppression_peak_time": suppression.get("max_temp_time"),
|
|
"suppression_rollback": round(float(suppression.get("rollback") or 0.0), 1),
|
|
"market_available": bool(market.get("available")),
|
|
"market_bucket": market.get("selected_bucket"),
|
|
"market_top_bucket": market.get("top_bucket"),
|
|
"market_top_bucket_prob": round(float(market.get("top_bucket_prob") or 0.0), 3),
|
|
"market_prob": round(float(market.get("market_prob") or 0.0), 3),
|
|
"model_prob": round(float(market.get("model_prob") or 0.0), 3),
|
|
"market_yes_buy": round(float(market.get("yes_buy") or 0.0), 3),
|
|
"market_yes_sell": round(float(market.get("yes_sell") or 0.0), 3),
|
|
"market_spread": round(float(market.get("spread") or 0.0), 3),
|
|
"market_edge_percent": round(float(market.get("edge_percent") or 0.0), 2),
|
|
"market_signal": market.get("signal_label"),
|
|
"market_confidence": market.get("confidence"),
|
|
}
|
|
raw = json.dumps(signature_payload, sort_keys=True, ensure_ascii=True)
|
|
return hashlib.sha1(raw.encode("utf-8")).hexdigest()
|
|
|
|
|
|
def build_trade_alert_for_city(
|
|
city: str,
|
|
config: Dict[str, Any],
|
|
force_refresh: bool = False,
|
|
target_date: Optional[str] = None,
|
|
) -> Dict[str, Any]:
|
|
from web.app import _analyze, _build_city_detail_payload
|
|
from src.analysis.market_alert_engine import build_trading_alerts
|
|
|
|
city_weather = _analyze(city, force_refresh=force_refresh)
|
|
try:
|
|
aggregate_detail = _build_city_detail_payload(
|
|
city_weather,
|
|
target_date=target_date,
|
|
)
|
|
market_scan = aggregate_detail.get("market_scan")
|
|
if isinstance(market_scan, dict):
|
|
city_weather = {**city_weather, "market_scan": market_scan}
|
|
except Exception as exc:
|
|
logger.debug(f"market scan attach skipped city={city}: {exc}")
|
|
|
|
resolved_target_date = target_date or city_weather.get("local_date")
|
|
if resolved_target_date:
|
|
datetime.strptime(resolved_target_date, "%Y-%m-%d")
|
|
|
|
map_url = os.getenv("POLYWEATHER_MAP_URL") or "https://polyweather-pro.vercel.app/"
|
|
alert_payload = build_trading_alerts(
|
|
city_weather=city_weather,
|
|
map_url=map_url,
|
|
)
|
|
alert_payload["target_date"] = resolved_target_date
|
|
return alert_payload
|
|
|
|
|
|
def _maybe_send_alert(
|
|
bot: Any,
|
|
chat_ids: List[str],
|
|
city: str,
|
|
alert_payload: Dict[str, Any],
|
|
state: Dict[str, Any],
|
|
cooldown_sec: int,
|
|
min_severity: str,
|
|
min_trigger_count: int,
|
|
mispricing_only: bool,
|
|
) -> bool:
|
|
now_ts = int(time.time())
|
|
last_by_city = state.setdefault("last_by_city", {})
|
|
last_city = last_by_city.get(city) or {}
|
|
is_active = _severity_ok(alert_payload, min_severity, min_trigger_count)
|
|
max_yes_buy = max(
|
|
0.0,
|
|
min(1.0, _env_float("TELEGRAM_ALERT_MISPRICING_MAX_YES_BUY", 0.10)),
|
|
)
|
|
if not _market_price_cap_ok(
|
|
alert_payload,
|
|
max_yes_buy,
|
|
require_actionable_quote=mispricing_only,
|
|
):
|
|
is_active = False
|
|
message = ((alert_payload.get("telegram") or {}).get("zh") or "").strip()
|
|
|
|
if not is_active or not message:
|
|
if last_city.get("active"):
|
|
last_by_city[city] = {
|
|
**last_city,
|
|
"active": False,
|
|
"cleared_ts": now_ts,
|
|
}
|
|
logger.info(f"market monitor disarmed city={city}")
|
|
return True
|
|
return False
|
|
|
|
if not chat_ids:
|
|
return False
|
|
|
|
signature = _alert_signature(alert_payload)
|
|
trigger_key = _trigger_type_key(alert_payload)
|
|
last_city_sig = last_city.get("signature")
|
|
last_city_key = str(last_city.get("trigger_key") or "")
|
|
last_city_ts = int(last_city.get("ts") or 0)
|
|
last_sig_ts = int((state.get("by_signature") or {}).get(signature) or 0)
|
|
last_city_active = bool(last_city.get("active"))
|
|
|
|
if last_city_active and last_city_key == trigger_key and last_city_sig == signature:
|
|
return False
|
|
|
|
if last_city_ts and now_ts - last_city_ts < cooldown_sec:
|
|
return False
|
|
if last_sig_ts and now_ts - last_sig_ts < cooldown_sec:
|
|
return False
|
|
|
|
sent_count = 0
|
|
for chat_id in chat_ids:
|
|
try:
|
|
bot.send_message(chat_id, message)
|
|
sent_count += 1
|
|
except Exception as exc:
|
|
logger.warning("market monitor push failed city={} chat_id={} error={}", city, chat_id, exc)
|
|
if sent_count <= 0:
|
|
return False
|
|
|
|
last_by_city[city] = {
|
|
"signature": signature,
|
|
"trigger_key": trigger_key,
|
|
"severity": alert_payload.get("severity"),
|
|
"ts": now_ts,
|
|
"active": True,
|
|
"evidence": alert_payload.get("evidence"),
|
|
}
|
|
state.setdefault("by_signature", {})[signature] = now_ts
|
|
logger.info(
|
|
f"market monitor pushed city={city} severity={alert_payload.get('severity')} "
|
|
f"trigger_count={alert_payload.get('trigger_count')} trigger_key={trigger_key} "
|
|
f"evidence={_evidence_brief(alert_payload)} chat_targets={sent_count}"
|
|
)
|
|
return True
|
|
|
|
|
|
def start_trade_alert_push_loop(bot: Any, config: Dict[str, Any]) -> Optional[threading.Thread]:
|
|
enabled = _env_bool("TELEGRAM_ALERT_PUSH_ENABLED", True)
|
|
chat_ids = get_telegram_chat_ids_from_env()
|
|
if not enabled:
|
|
logger.info("telegram market monitor loop disabled")
|
|
return None
|
|
if not chat_ids:
|
|
logger.warning("telegram market monitor loop skipped: TELEGRAM_CHAT_IDS is not set")
|
|
return None
|
|
|
|
mispricing_only = _env_bool("TELEGRAM_ALERT_MISPRICING_ONLY", True)
|
|
if mispricing_only:
|
|
interval_sec = max(
|
|
300, _env_int("TELEGRAM_ALERT_MISPRICING_INTERVAL_SEC", 7200)
|
|
)
|
|
else:
|
|
interval_sec = max(60, _env_int("TELEGRAM_ALERT_PUSH_INTERVAL_SEC", 300))
|
|
cooldown_sec = max(interval_sec, _env_int("TELEGRAM_ALERT_PUSH_COOLDOWN_SEC", 1800))
|
|
min_trigger_count = max(1, _env_int("TELEGRAM_ALERT_MIN_TRIGGER_COUNT", 2))
|
|
min_severity = os.getenv("TELEGRAM_ALERT_MIN_SEVERITY", "medium").strip().lower()
|
|
cities = _parse_city_list(os.getenv("TELEGRAM_ALERT_CITIES"))
|
|
state_path = _state_file()
|
|
focus_digest_enabled = _env_bool("TELEGRAM_MARKET_FOCUS_DIGEST_ENABLED", True)
|
|
focus_digest_hours = _parse_hour_list(
|
|
os.getenv("TELEGRAM_MARKET_FOCUS_DIGEST_HOURS"),
|
|
[11, 18],
|
|
)
|
|
focus_digest_top_n = max(3, min(8, _env_int("TELEGRAM_MARKET_FOCUS_DIGEST_TOP_N", 5)))
|
|
focus_digest_grace_minutes = max(
|
|
30,
|
|
min(240, _env_int("TELEGRAM_MARKET_FOCUS_DIGEST_GRACE_MINUTES", 180)),
|
|
)
|
|
market_timezone = str(os.getenv("TELEGRAM_MARKET_TIMEZONE") or "Asia/Shanghai").strip() or "Asia/Shanghai"
|
|
|
|
def _runner() -> None:
|
|
try:
|
|
_save_state(state_path, _load_state(state_path))
|
|
except Exception:
|
|
logger.exception(f"failed to initialize market monitor state path={state_path}")
|
|
logger.info(
|
|
f"telegram market monitor loop started mode={'mispricing-only' if mispricing_only else 'full'} "
|
|
f"cities={len(cities)} interval={interval_sec}s chat_targets={len(chat_ids)} "
|
|
f"cooldown={cooldown_sec}s min_triggers={min_trigger_count} min_severity={min_severity} "
|
|
f"focus_digest_enabled={focus_digest_enabled} focus_hours={focus_digest_hours} "
|
|
f"timezone={market_timezone} state_path={state_path}"
|
|
)
|
|
while True:
|
|
cycle_started = time.time()
|
|
state = _load_state(state_path)
|
|
_cleanup_state(state, int(cycle_started))
|
|
cycle_payloads: List[Dict[str, Any]] = []
|
|
|
|
for city in cities:
|
|
try:
|
|
alert_payload = build_trade_alert_for_city(city, config)
|
|
cycle_payloads.append(alert_payload)
|
|
if _maybe_send_alert(
|
|
bot=bot,
|
|
chat_ids=chat_ids,
|
|
city=city,
|
|
alert_payload=alert_payload,
|
|
state=state,
|
|
cooldown_sec=cooldown_sec,
|
|
min_severity=min_severity,
|
|
min_trigger_count=min_trigger_count,
|
|
mispricing_only=mispricing_only,
|
|
):
|
|
try:
|
|
_save_state(state_path, state)
|
|
except Exception:
|
|
logger.exception(f"failed to save market monitor state city={city}")
|
|
except Exception:
|
|
logger.exception(f"telegram market monitor loop failed for city={city}")
|
|
time.sleep(1)
|
|
|
|
if focus_digest_enabled:
|
|
try:
|
|
if _maybe_send_focus_digest(
|
|
bot=bot,
|
|
chat_ids=chat_ids,
|
|
payloads=cycle_payloads,
|
|
state=state,
|
|
timezone_name=market_timezone,
|
|
digest_hours=focus_digest_hours,
|
|
top_n=focus_digest_top_n,
|
|
grace_minutes=focus_digest_grace_minutes,
|
|
):
|
|
_save_state(state_path, state)
|
|
except Exception:
|
|
logger.exception("failed to push market focus digest")
|
|
|
|
elapsed = time.time() - cycle_started
|
|
sleep_sec = max(5, interval_sec - int(elapsed))
|
|
time.sleep(sleep_sec)
|
|
|
|
thread = threading.Thread(
|
|
target=_runner,
|
|
name="telegram-market-monitor-pusher",
|
|
daemon=True,
|
|
)
|
|
thread.start()
|
|
return thread
|