Initial commit

backend/app/services/alert_engine.py

@@ -0,0 +1,120 @@
+from __future__ import annotations
+
+from datetime import datetime, timedelta
+from typing import Any
+from zoneinfo import ZoneInfo
+
+from app.repositories.monitoring_repository import MonitoringRepository
+from app.services.alert_service import AlertService
+
+
+class AlertEngine:
+    def __init__(self) -> None:
+        self.repository = MonitoringRepository()
+        self.tz = ZoneInfo("Asia/Shanghai")
+        self.alert_service = AlertService()
+
+    def evaluate(self, snapshot: dict) -> list[dict]:
+        trade_date = snapshot["trade_date"]
+        state = self._load_state(trade_date)
+        config = self.repository.get_system_config()
+        results: list[dict] = []
+
+        results.extend(self._evaluate_threshold_break(snapshot, config, state))
+        results.extend(self._evaluate_five_minute(snapshot, config, state))
+
+        self._save_state(trade_date, state)
+        return results
+
+    def _load_state(self, trade_date: str) -> dict[str, Any]:
+        payload = self.repository.get_alert_state(trade_date)
+        if not payload:
+            return {
+                "trade_date": trade_date,
+                "thresholds_triggered": [],
+                "last_five_minute_alert_at": None,
+            }
+        payload.setdefault("trade_date", trade_date)
+        payload.setdefault("thresholds_triggered", [])
+        payload.setdefault("last_five_minute_alert_at", None)
+        return payload
+
+    def _save_state(self, trade_date: str, state: dict[str, Any]) -> None:
+        payload = {
+            "trade_date": trade_date,
+            "thresholds_triggered": sorted(set(state.get("thresholds_triggered", []))),
+            "last_five_minute_alert_at": state.get("last_five_minute_alert_at"),
+        }
+        self.repository.save_alert_state(trade_date, payload)
+
+    def _evaluate_threshold_break(
+        self, snapshot: dict, config: dict, state: dict[str, Any]
+    ) -> list[dict]:
+        total = snapshot.get("total_net_inflow")
+        if total is None:
+            return []
+
+        threshold_step = float(config.get("threshold_step_hkd_billion", 40))
+        if threshold_step <= 0 or abs(total) < threshold_step:
+            return []
+
+        results: list[dict] = []
+        triggered_values = {float(value) for value in state.get("thresholds_triggered", [])}
+        direction = 1 if total > 0 else -1
+        current_step = int(abs(total) // threshold_step)
+
+        for step in range(1, current_step + 1):
+            threshold_value = direction * step * threshold_step
+            if threshold_value in triggered_values:
+                continue
+            flow_label = "净流入" if threshold_value > 0 else "净流出"
+            threshold_abs = abs(threshold_value)
+            record = self.alert_service.send_snapshot_alert(
+                snapshot=snapshot,
+                rule_code="threshold_break",
+                subject=f"[南向资金监控] {snapshot['trade_date']} 南向{flow_label}突破 {threshold_abs:.0f} 亿港元",
+                summary=f"当前累计{flow_label} {AlertService._format_amount(abs(total))} 亿港元，突破 {threshold_abs:.0f} 亿港元档位。",
+                description=f"累计{flow_label}突破 {threshold_abs:.0f} 亿港元。",
+                trigger_value=total,
+                body_note=f"当前南向资金累计{'净流入' if total > 0 else '净流出'} {AlertService._format_amount(abs(total))} 亿港元，已突破 {threshold_abs:.0f} 亿港元。",
+            )
+            results.append(record)
+            triggered_values.add(threshold_value)
+
+        state["thresholds_triggered"] = sorted(triggered_values)
+        return results
+
+    def _evaluate_five_minute(
+        self, snapshot: dict, config: dict, state: dict[str, Any]
+    ) -> list[dict]:
+        change = snapshot.get("five_min_change")
+        if change is None:
+            return []
+
+        threshold = float(config.get("five_minute_flow_alert_hkd_billion", 15))
+        if threshold <= 0 or abs(change) < threshold:
+            return []
+
+        now = datetime.now(self.tz)
+        last_trigger_at = state.get("last_five_minute_alert_at")
+        cooldown_minutes = int(config.get("five_minute_cooldown_minutes", 5))
+        if last_trigger_at:
+            last_at = datetime.fromisoformat(last_trigger_at)
+            if now - last_at < timedelta(minutes=cooldown_minutes):
+                return []
+
+        direction = "流入" if change > 0 else "流出"
+        record = self.alert_service.send_snapshot_alert(
+            snapshot=snapshot,
+            rule_code="five_minute_flow",
+            subject=f"[南向资金监控] {snapshot['trade_date']} 5分钟快速{direction} {abs(change):.4f} 亿港元",
+            summary=f"5分钟净变化 {abs(change):.4f} 亿港元，超过阈值 {threshold:.4f} 亿港元。",
+            description=f"5分钟净变化{direction} {change:.4f} 亿港元。",
+            trigger_value=change,
+            body_note=f"5分钟净变化{direction} {change:.4f} 亿港元，阈值为 {threshold:.4f} 亿港元。",
+        )
+        state["last_five_minute_alert_at"] = now.isoformat(timespec="seconds")
+        return [record]
+
+
+alert_engine = AlertEngine()