121 lines
5.1 KiB
Python
121 lines
5.1 KiB
Python
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()
|