diff --git a/backend/app/api/monitor_rules.py b/backend/app/api/monitor_rules.py index 34207f5..16a08c2 100644 --- a/backend/app/api/monitor_rules.py +++ b/backend/app/api/monitor_rules.py @@ -59,15 +59,34 @@ class ConditionModel(BaseModel): value: float | None = None # op 非 truth 时必填 +class SectorTargetModel(BaseModel): + key: str + kind: str + name: str + symbol: str | None = None + source_id: str | None = None + field: str | None = None + source_field: str | None = None + value: str | None = None + level: int | None = None + available: bool = True + member_count: int = 0 + + class RuleModel(BaseModel): id: str name: str enabled: bool = True - type: str # strategy | signal | price | market + type: str # strategy | signal | price | market | sector asset_type: str = "stock" # stock | etf (etf: strategy 型走 ETF 历史加载器) scope: str = "symbols" # symbols | all | sector symbols: list[str] = [] sector: str | None = None + sector_kind: str | None = None # index | concept | industry + sector_targets: list[SectorTargetModel] = [] + sector_trigger: str = "change_pct" # change_pct | momentum + threshold_pct: float = 1.0 + window_minutes: int = 5 strategy_id: str | None = None direction: str = "entry" # entry | exit | both notify_events: list[str] | None = None @@ -119,6 +138,10 @@ def get_options(request: Request): except Exception: pass + sector_service = getattr(request.app.state, "sector_monitor_service", None) + sector_targets = sector_service.list_targets() if sector_service is not None else { + "index": [], "concept": [], "industry": [], + } return { "threshold_fields": threshold_fields, "builtin_signals": builtin_signals, @@ -129,6 +152,7 @@ def get_options(request: Request): {"key": "price", "label": "价格/涨跌"}, {"key": "market", "label": "市场异动"}, {"key": "strategy", "label": "策略监控"}, + {"key": "sector", "label": "板块监控"}, ], "scopes": [ {"key": "symbols", "label": "指定标的"}, @@ -152,6 +176,7 @@ def get_options(request: Request): "intraday_signal_support": intraday_monitor_support( getattr(request.app.state, "capabilities", None), ), + "sector_targets": sector_targets, } @@ -186,6 +211,17 @@ def list_rules(request: Request): if runtime_warning: for rule in intraday_rules: rule["runtime_warning"] = runtime_warning + sector_service = getattr(request.app.state, "sector_monitor_service", None) + if sector_service is not None: + for rule in rules: + if rule.get("type") != "sector": + continue + missing = sector_service.missing_target_keys(rule.get("sector_targets", [])) + unavailable = sector_service.unavailable_target_keys(rule.get("sector_targets", [])) + if missing: + rule["runtime_warning"] = "部分板块数据已不存在, 请重新选择监控对象" + elif unavailable: + rule["runtime_warning"] = "所选指数未加入实时指数池, 请先在实时监控设置中启用" # 按 created_at 倒序 rules.sort(key=lambda r: r.get("created_at", ""), reverse=True) return {"rules": rules} @@ -232,6 +268,15 @@ def save_rule(req: RuleModel, request: Request): monitor_rules.validate(rule) except ValueError as e: raise HTTPException(status_code=400, detail=str(e)) from e + if rule.get("type") == "sector": + sector_service = getattr(request.app.state, "sector_monitor_service", None) + if sector_service is None: + raise HTTPException(status_code=503, detail="板块监控服务未初始化") + targets = rule.get("sector_targets", []) + if sector_service.missing_target_keys(targets): + raise HTTPException(status_code=400, detail="所选板块数据已变化, 请重新选择") + if sector_service.unavailable_target_keys(targets): + raise HTTPException(status_code=400, detail="所选指数未加入实时指数池, 请先在实时监控设置中启用") if rule.get("enabled", True) and uses_intraday_signals(rule): from app.services.kline_sync import intraday_monitor_support diff --git a/backend/app/main.py b/backend/app/main.py index 9a6b988..61a8769 100644 --- a/backend/app/main.py +++ b/backend/app/main.py @@ -214,9 +214,12 @@ async def lifespan(app: FastAPI): from app.strategy.monitor import MonitorRuleEngine from app.strategy import monitor_rules as mr_store from app.services import preferences + from app.services.sector_monitor import SectorMonitorService monitor_engine = MonitorRuleEngine() + sector_monitor_service = SectorMonitorService(repo) monitor_engine.set_strategy_engine(strategy_engine) monitor_engine.set_data_dir(store.data_dir) + monitor_engine.set_sector_monitor_service(sector_monitor_service) # 复用 ScreenerService 的历史窗口加载器 (三级缓存, 启动预计算命中 ~0ms), # 让声明 filter_history 的策略 (如反包) 也能在实时监控里跑选股 → 盘中触发通知。 monitor_engine.set_history_loader(_screener_svc._load_enriched_history) @@ -241,6 +244,7 @@ async def lifespan(app: FastAPI): except Exception as e: # noqa: BLE001 logger.warning("monitor engine load failed: %s", e) app.state.monitor_engine = monitor_engine + app.state.sector_monitor_service = sector_monitor_service yield diff --git a/backend/app/services/quote_service.py b/backend/app/services/quote_service.py index 2fa064c..cac3c68 100644 --- a/backend/app/services/quote_service.py +++ b/backend/app/services/quote_service.py @@ -1116,6 +1116,11 @@ class QuoteService: rule_events = engine.evaluate(eval_df, asset_type="stock") if engine.consume_strategy_result_updates(): self.notify_strategy_results_updated() + if engine.has_rule_type("sector"): + rule_events += engine.evaluate_sectors( + enriched_today if stock_ready else pl.DataFrame(), + self.get_index_quotes(), + ) # ETF 规则轮: 股票快照不含 ETF, 用 ETF enriched 快照单独评估。 # 独立 try —— ETF 轮任何异常都不得丢弃本轮已算出的股票告警。 # refresh=False —— 不在轮询线程上触发 ETF 冷缓存的同步重算 (缓存由 ETF 实时 @@ -1154,7 +1159,7 @@ class QuoteService: logger.warning("告警落盘失败: %s", e) # 转为 SSE 推送格式 (兼容旧 alert schema) for ev in rule_events: - all_alerts.append({ + alert = { "source": ev["source"], "type": ev["type"], "rule_id": ev.get("rule_id"), @@ -1168,7 +1173,16 @@ class QuoteService: "severity": ev.get("severity", "info"), "conditions": ev.get("conditions") or [], "logic": ev.get("logic") or "and", - }) + } + for key in ( + "sector_kind", "sector_key", "sector_name", + "sector_source_field", "sector_value", "sector_level", + "window_change_pct", "coverage_ratio", "valid_count", + "total_count", "up_count", "down_count", "leader", + ): + if key in ev: + alert[key] = ev[key] + all_alerts.append(alert) # 策略页实时回显: 不写文件 (实时行情每轮更新 enriched, 写文件会被 read_cache # 的 mtime 校验判过期, 反复读不到)。监控引擎本轮已算出的结果存在内存 @@ -1339,6 +1353,7 @@ class QuoteService: source_labels = { "strategy": "策略", "signal": "信号", "price": "价格", "market": "异动", "ladder": "连板梯队", + "sector": "板块", } rules = engine.rules if engine is not None else {} enqueued = 0 @@ -1391,7 +1406,7 @@ class QuoteService: source = ev.get("source", "") source_label = { "strategy": "策略", "signal": "信号", - "price": "价格", "market": "异动", + "price": "价格", "market": "异动", "sector": "板块", }.get(source, source or "通知") name = ev.get("name") or "" diff --git a/backend/app/services/sector_monitor.py b/backend/app/services/sector_monitor.py new file mode 100644 index 0000000..31e44e9 --- /dev/null +++ b/backend/app/services/sector_monitor.py @@ -0,0 +1,361 @@ +"""板块监控目标目录与实时聚合快照。""" +from __future__ import annotations + +import hashlib +import math +import re +from collections import deque +from datetime import datetime +from pathlib import Path +from typing import Any + +import polars as pl + +from app.services import preferences +from app.services.ext_data import ExtConfig, ExtConfigStore + +CORE_INDICES = { + "000001.SH": "上证指数", + "399001.SZ": "深证成指", + "399006.SZ": "创业板指", + "000680.SH": "科创综指", +} +SECTOR_KINDS = {"index", "concept", "industry"} +_VALUE_SEP = re.compile(r"[\u3001,\uff0c;\uff1b|]+") +_NULL_VALUES = {"nan", "none", "null", "", "n/a", "-"} +_HISTORY_SECONDS = 31 * 60 +_WINDOW_TOLERANCE_SECONDS = 90 + + +def _finite(value: Any) -> float | None: + if value is None: + return None + try: + number = float(value) + except (TypeError, ValueError): + return None + return number if math.isfinite(number) else None + + +def _dimension_kind(field_name: str, field_label: str) -> str | None: + text = f"{field_name} {field_label}".lower() + if any(word in text for word in ("概念", "题材", "concept", "theme")): + return "concept" + if any(word in text for word in ("行业", "申万", "中信", "industry", "sector")): + return "industry" + return None + + +def _target_key(kind: str, source_id: str, field: str, value: str, level: int | None) -> str: + raw = f"{kind}\0{source_id}\0{field}\0{level or 0}\0{value}" + digest = hashlib.sha1(raw.encode("utf-8")).hexdigest()[:16] + return f"{kind}:{digest}" + + +class SectorMonitorService: + """缓存板块成员关系, 并按启用规则构建轻量实时快照。""" + + def __init__(self, repo) -> None: + self._repo = repo + self._data_dir: Path = repo.store.data_dir + self._catalog_signature: tuple[tuple[str, int, int], ...] | None = None + self._catalog: dict[str, list[dict]] = {kind: [] for kind in SECTOR_KINDS} + self._targets_by_key: dict[str, dict] = {} + self._members_by_key: dict[str, set[str]] = {} + self._history: dict[str, deque[tuple[float, float]]] = {} + self._history_day: str | None = None + + def list_targets(self) -> dict[str, list[dict]]: + self._ensure_catalog() + return {kind: [dict(item) for item in self._catalog[kind]] for kind in self._catalog} + + def missing_target_keys(self, targets: list[dict]) -> list[str]: + self._ensure_catalog() + return [str(target.get("key") or "") for target in targets if target.get("key") not in self._targets_by_key] + + def unavailable_target_keys(self, targets: list[dict]) -> list[str]: + self._ensure_catalog() + return [ + str(target.get("key") or "") + for target in targets + if target.get("key") in self._targets_by_key + and not self._targets_by_key[target["key"]].get("available", True) + ] + + def build_snapshots( + self, + stock_df: pl.DataFrame, + index_df: pl.DataFrame, + targets: list[dict], + windows: set[int], + *, + now: float, + ) -> dict[str, dict]: + if not targets: + return {} + self._ensure_catalog() + self._reset_history_for_day(now) + + stock_rows = self._row_map(stock_df, index_values_are_percent=False) + index_rows = self._row_map(index_df, index_values_are_percent=True) + snapshots: dict[str, dict] = {} + + for raw_target in targets: + key = str(raw_target.get("key") or "") + target = self._targets_by_key.get(key) + if not target: + continue + if target["kind"] == "index": + snapshot = self._index_snapshot(target, index_rows) + else: + snapshot = self._dimension_snapshot(target, stock_rows) + if snapshot is None: + continue + + change_pct = snapshot.get("change_pct") + history = self._history.setdefault(key, deque()) + if snapshot["valid"] and change_pct is not None: + history.append((now, float(change_pct))) + while history and history[0][0] < now - _HISTORY_SECONDS: + history.popleft() + + snapshot["window_changes"] = { + window: self._window_change(history, now, window, change_pct) + for window in windows + } + snapshots[key] = snapshot + return snapshots + + def _ensure_catalog(self) -> None: + signature = self._data_signature() + if signature == self._catalog_signature: + return + catalog = {kind: [] for kind in SECTOR_KINDS} + targets_by_key: dict[str, dict] = {} + members_by_key: dict[str, set[str]] = {} + + index_names = dict(CORE_INDICES) + try: + indices = self._repo.get_index_instruments() + if not indices.is_empty() and "symbol" in indices.columns: + for row in indices.to_dicts(): + if row.get("asset_type") == "etf": + continue + symbol = str(row.get("symbol") or "").strip().upper() + if symbol: + index_names[symbol] = str(row.get("name") or symbol) + except Exception: + pass + + realtime_index_enabled = preferences.get_realtime_pull_index() + realtime_indices = set(preferences.get_realtime_index_symbols() or CORE_INDICES) + all_indices_enabled = preferences.get_realtime_index_mode() == "all" + for symbol, name in sorted(index_names.items()): + target = { + "key": f"index:{symbol}", + "kind": "index", + "name": name, + "symbol": symbol, + "available": realtime_index_enabled and (all_indices_enabled or symbol in realtime_indices), + "member_count": 1, + } + catalog["index"].append(target) + targets_by_key[target["key"]] = target + catalog["index"].sort(key=lambda item: (not item["available"], item["symbol"])) + + for config in ExtConfigStore(self._data_dir).load_all(): + df = self._read_ext_dataframe(config) + if df.is_empty(): + continue + symbol_col = self._symbol_column(config, df) + if not symbol_col: + continue + for field in config.fields: + kind = _dimension_kind(field.name, field.label) + if kind is None or field.name not in df.columns: + continue + for row in df.select([symbol_col, field.name]).iter_rows(named=True): + symbol = str(row.get(symbol_col) or "").strip().upper() + if not symbol: + continue + for raw_value in self._dimension_values(row.get(field.name)): + paths = self._industry_paths(raw_value) if kind == "industry" else [(raw_value, None, raw_value)] + for value, level, name in paths: + key = _target_key(kind, config.id, field.name, value, level) + members_by_key.setdefault(key, set()).add(symbol) + if key not in targets_by_key: + target = { + "key": key, + "kind": kind, + "name": name, + "source_id": config.id, + "field": field.name, + "source_field": f"{config.id}.{field.name}", + "value": value, + "level": level, + "available": True, + } + targets_by_key[key] = target + catalog[kind].append(target) + + for kind in ("concept", "industry"): + for target in catalog[kind]: + target["member_count"] = len(members_by_key.get(target["key"], set())) + catalog[kind].sort(key=lambda item: (item.get("level") or 0, item["name"], item["value"])) + + self._catalog_signature = signature + self._catalog = catalog + self._targets_by_key = targets_by_key + self._members_by_key = members_by_key + self._history.clear() + + def _data_signature(self) -> tuple[tuple[str, int, int], ...]: + base = self._data_dir / "ext_data" + paths: list[Path] = [] + for config in ExtConfigStore(self._data_dir).load_all(): + if not any(_dimension_kind(field.name, field.label) for field in config.fields): + continue + config_dir = base / config.id + paths.extend(config_dir.rglob("config.json")) + paths.extend(config_dir.rglob("*.parquet")) + signature = [ + (str(path), path.stat().st_mtime_ns, path.stat().st_size) + for path in sorted(paths) + if path.is_file() + ] + index_mode = preferences.get_realtime_index_mode() + index_enabled = preferences.get_realtime_pull_index() + index_symbols = sorted(preferences.get_realtime_index_symbols() or CORE_INDICES) + signature.append((f"realtime_indices:{index_enabled}:{index_mode}:{','.join(index_symbols)}", 0, 0)) + return tuple(signature) + + def _read_ext_dataframe(self, config: ExtConfig) -> pl.DataFrame: + base = self._data_dir / "ext_data" / config.id + if config.mode == "timeseries": + files = sorted((base / "timeseries").rglob("*.parquet")) + files = files[-1:] if files else [] + else: + files = sorted(base.glob("*.parquet")) + if not files: + return pl.DataFrame() + try: + return pl.read_parquet(files) + except Exception: + return pl.DataFrame() + + @staticmethod + def _symbol_column(config: ExtConfig, df: pl.DataFrame) -> str | None: + candidates = ["symbol", "code", "股票代码", "代码"] + for mapping in (config.symbol_map, config.code_map): + if isinstance(mapping, dict) and mapping.get("type") == "mapped": + candidates.append(str(mapping.get("col") or "")) + return next((column for column in candidates if column in df.columns), None) + + @staticmethod + def _dimension_values(raw: Any) -> list[str]: + if raw is None: + return [] + return [ + value.strip() + for value in _VALUE_SEP.split(str(raw)) + if value.strip() and value.strip().casefold() not in _NULL_VALUES + ] + + @staticmethod + def _industry_paths(raw: str) -> list[tuple[str, int, str]]: + parts = [part.strip() for part in raw.split("-") if part.strip()] + if not parts: + return [] + return [ + ("-".join(parts[:level]), level, " / ".join(parts[:level])) + for level in range(1, len(parts) + 1) + ] + + @staticmethod + def _row_map(df: pl.DataFrame, *, index_values_are_percent: bool) -> dict[str, dict]: + if df.is_empty() or "symbol" not in df.columns: + return {} + rows: dict[str, dict] = {} + for row in df.to_dicts(): + symbol = str(row.get("symbol") or "").strip().upper() + if not symbol: + continue + change_pct = _finite(row.get("change_pct")) + if change_pct is not None and index_values_are_percent: + change_pct /= 100 + rows[symbol] = {**row, "change_pct": change_pct} + return rows + + @staticmethod + def _index_snapshot(target: dict, index_rows: dict[str, dict]) -> dict | None: + row = index_rows.get(str(target.get("symbol") or "").upper()) + if not row or row.get("change_pct") is None: + return None + return { + **target, + "valid": True, + "change_pct": row["change_pct"], + "price": _finite(row.get("close") or row.get("last_price")), + "coverage_ratio": 1.0, + "valid_count": 1, + "total_count": 1, + "up_count": int(row["change_pct"] > 0), + "down_count": int(row["change_pct"] < 0), + "leader": None, + } + + def _dimension_snapshot(self, target: dict, stock_rows: dict[str, dict]) -> dict | None: + members = self._members_by_key.get(target["key"], set()) + if not members: + return None + valid_rows = [ + stock_rows[symbol] + for symbol in members + if symbol in stock_rows and stock_rows[symbol].get("change_pct") is not None + ] + total_count = len(members) + valid_count = len(valid_rows) + coverage_ratio = valid_count / total_count if total_count else 0.0 + valid = total_count >= 5 and coverage_ratio >= 0.8 + changes = [float(row["change_pct"]) for row in valid_rows] + leader = max(valid_rows, key=lambda row: row["change_pct"]) if valid_rows else None + return { + **target, + "valid": valid, + "change_pct": sum(changes) / len(changes) if changes else None, + "price": None, + "coverage_ratio": coverage_ratio, + "valid_count": valid_count, + "total_count": total_count, + "up_count": sum(value > 0 for value in changes), + "down_count": sum(value < 0 for value in changes), + "leader": { + "symbol": leader.get("symbol"), + "name": leader.get("name"), + "change_pct": leader.get("change_pct"), + } if leader else None, + } + + @staticmethod + def _window_change( + history: deque[tuple[float, float]], + now: float, + window: int, + current: float | None, + ) -> float | None: + if current is None: + return None + cutoff = now - window * 60 + for timestamp, previous in reversed(history): + if timestamp <= cutoff: + if timestamp < cutoff - _WINDOW_TOLERANCE_SECONDS: + return None + return current - previous + return None + + def _reset_history_for_day(self, now: float) -> None: + day = datetime.fromtimestamp(now).date().isoformat() + if self._history_day == day: + return + self._history_day = day + self._history.clear() diff --git a/backend/app/strategy/monitor.py b/backend/app/strategy/monitor.py index 22e73c3..8eabbd2 100644 --- a/backend/app/strategy/monitor.py +++ b/backend/app/strategy/monitor.py @@ -353,6 +353,8 @@ class MonitorRuleEngine: self._building_strategy_results: dict[str, dict] = {} # 本轮成功写入股票策略实时结果的策略 ID, 供 QuoteService 在计算完成后精确通知策略页。 self._latest_strategy_result_ids: set[str] = set() + self._sector_monitor_service = None + self._sector_condition_state: dict[tuple[str, str], bool] = {} def set_strategy_engine(self, engine) -> None: """注入 StrategyEngine, type=strategy 规则据此跑选股。""" @@ -362,6 +364,9 @@ class MonitorRuleEngine: """注入数据目录, 用于加载策略的用户覆盖配置。""" self._data_dir = data_dir + def set_sector_monitor_service(self, service) -> None: + self._sector_monitor_service = service + def invalidate_strategy_state(self) -> None: """策略注册表变更后清除选股池、结果和矩阵快照。""" self._strategy_pools.clear() @@ -413,6 +418,12 @@ class MonitorRuleEngine: rule.get("scope", "symbols"), tuple(sorted(str(symbol) for symbol in rule.get("symbols", []))), rule.get("sector"), + rule.get("sector_kind"), + tuple(sorted(str(target.get("key")) for target in rule.get("sector_targets", []))), + rule.get("sector_trigger"), + rule.get("direction"), + rule.get("threshold_pct"), + rule.get("window_minutes"), ) def set_rules(self, rules: list[dict]) -> None: @@ -450,6 +461,11 @@ class MonitorRuleEngine: for key, value in list(self._strategy_signal_seen.items()) if key[0] in active_ids } + self._sector_condition_state = { + key: value + for key, value in list(self._sector_condition_state.items()) + if key[0] in active_ids + } logger.info("MonitorRuleEngine: 装载 %d 条规则", len(self._rules)) def add_rule(self, rule: dict) -> None: @@ -470,6 +486,9 @@ class MonitorRuleEngine: self._strategy_signal_seen = { k: v for k, v in list(self._strategy_signal_seen.items()) if k[0] != rule_id } + self._sector_condition_state = { + k: v for k, v in self._sector_condition_state.items() if k[0] != rule_id + } def clear(self) -> None: self._rules.clear() @@ -477,6 +496,7 @@ class MonitorRuleEngine: self._strategy_pools.clear() self._strategy_signal_state.clear() self._strategy_signal_seen.clear() + self._sector_condition_state.clear() @property def rules(self) -> dict[str, dict]: @@ -640,6 +660,8 @@ class MonitorRuleEngine: for rule_id, rule in list(self._rules.items()): if rule.get("asset_type", "stock") != asset_type: continue + if rule.get("type") == "sector": + continue try: events.extend(self._evaluate_rule(df, rule, now)) except Exception as e: @@ -652,6 +674,156 @@ class MonitorRuleEngine: return events + def evaluate_sectors( + self, + stock_df: pl.DataFrame, + index_df: pl.DataFrame, + *, + now: float | None = None, + ) -> list[dict]: + """按板块聚合快照评估 type=sector 规则。""" + if self._sector_monitor_service is None: + return [] + rules = [ + rule for rule in list(self._rules.values()) + if rule.get("enabled", True) and rule.get("type") == "sector" + ] + if not rules: + return [] + + targets_by_key: dict[str, dict] = {} + windows: set[int] = set() + for rule in rules: + for target in rule.get("sector_targets", []): + if target.get("key"): + targets_by_key[str(target["key"])] = target + if rule.get("sector_trigger") == "momentum": + windows.add(int(rule.get("window_minutes", 5))) + + timestamp = time.time() if now is None else now + snapshots = self._sector_monitor_service.build_snapshots( + stock_df, + index_df, + list(targets_by_key.values()), + windows, + now=timestamp, + ) + events: list[dict] = [] + for rule in rules: + try: + events.extend(self._evaluate_sector_rule(rule, snapshots, timestamp)) + except Exception as exc: # noqa: BLE001 + logger.warning("板块规则评估失败 %s: %s", rule.get("id"), exc) + return events + + def _evaluate_sector_rule(self, rule: dict, snapshots: dict[str, dict], now: float) -> list[dict]: + events: list[dict] = [] + direction = rule.get("direction", "up") + trigger = rule.get("sector_trigger", "change_pct") + threshold = float(rule.get("threshold_pct", 1.0)) / 100 + window = int(rule.get("window_minutes", 5)) + + for target in rule.get("sector_targets", []): + target_key = str(target.get("key") or "") + snapshot = snapshots.get(target_key) + if not snapshot or not snapshot.get("valid"): + continue + value = ( + snapshot.get("change_pct") + if trigger == "change_pct" + else snapshot.get("window_changes", {}).get(window) + ) + condition = value is not None and ( + value >= threshold if direction == "up" else value <= -threshold + ) + state_key = (rule["id"], target_key) + previous = self._sector_condition_state.get(state_key) + self._sector_condition_state[state_key] = condition + if previous is None or previous or not condition: + continue + + event_type = f"sector_{trigger}_{direction}" + cooldown_key = (rule["id"], target_key, event_type) + last = self._last_fire.get(cooldown_key) + cooldown = int(rule.get("cooldown_seconds", 3600)) + if last is not None and now - last < cooldown: + continue + self._last_fire[cooldown_key] = now + message = rule.get("message", "") or self._sector_message( + snapshot, trigger, direction, threshold, window, value, + ) + event = { + "ts": int(now * 1000), + "rule_id": rule["id"], + "rule_name": rule.get("name", ""), + "strategy_id": None, + "source": "sector", + "type": event_type, + "symbol": snapshot.get("symbol") if snapshot.get("kind") == "index" else "", + "name": snapshot.get("name"), + "message": message, + "price": snapshot.get("price"), + "change_pct": snapshot.get("change_pct"), + "window_change_pct": value if trigger == "momentum" else None, + "signals": [], + "severity": rule.get("severity", "info"), + "conditions": [], + "logic": "and", + "sector_kind": snapshot.get("kind"), + "sector_key": target_key, + "sector_name": snapshot.get("name"), + "sector_source_field": snapshot.get("source_field"), + "sector_value": snapshot.get("value"), + "sector_level": snapshot.get("level"), + "coverage_ratio": snapshot.get("coverage_ratio"), + "valid_count": snapshot.get("valid_count"), + "total_count": snapshot.get("total_count"), + "up_count": snapshot.get("up_count"), + "down_count": snapshot.get("down_count"), + "leader": snapshot.get("leader"), + } + events.append(event) + if self._alert_handler: + try: + self._alert_handler(event) + except Exception as exc: # noqa: BLE001 + logger.warning("alert handler failed: %s", exc) + return events + + @staticmethod + def _sector_message( + snapshot: dict, + trigger: str, + direction: str, + threshold: float, + window: int, + value: float | None, + ) -> str: + kind_label = { + "index": "指数", "concept": "概念", "industry": "行业", + }.get(snapshot.get("kind"), "板块") + current = float(snapshot.get("change_pct") or 0) + if trigger == "momentum": + action = "快速拉升" if direction == "up" else "快速下跌" + head = ( + f"{kind_label}「{snapshot.get('name')}」{window}分钟{action} " + f"{float(value or 0) * 100:+.2f}%" + ) + else: + action = "涨幅上穿" if direction == "up" else "跌幅下穿" + head = f"{kind_label}「{snapshot.get('name')}」{action} {threshold * 100:.2f}%" + parts = [head, f"当前 {current * 100:+.2f}%"] + if snapshot.get("kind") != "index": + parts.append(f"上涨 {snapshot.get('up_count', 0)}/{snapshot.get('valid_count', 0)}") + parts.append(f"覆盖 {float(snapshot.get('coverage_ratio') or 0) * 100:.0f}%") + leader = snapshot.get("leader") or {} + if leader.get("name") or leader.get("symbol"): + parts.append( + f"领涨 {leader.get('name') or leader.get('symbol')} " + f"{float(leader.get('change_pct') or 0) * 100:+.2f}%" + ) + return "｜".join(parts) + def _evaluate_rule(self, df: pl.DataFrame, rule: dict, now: float) -> list[dict]: """评估单条规则,返回触发的 events。""" # 1. 按 scope 过滤作用域 diff --git a/backend/app/strategy/monitor_rules.py b/backend/app/strategy/monitor_rules.py index ada8cfd..8d9b877 100644 --- a/backend/app/strategy/monitor_rules.py +++ b/backend/app/strategy/monitor_rules.py @@ -27,7 +27,7 @@ logger = logging.getLogger(__name__) # ── 常量 ──────────────────────────────────────────────── ID_RE = re.compile(r"^[a-z0-9_]{1,40}$") -RULE_TYPES = {"strategy", "signal", "price", "market", "ladder"} +RULE_TYPES = {"strategy", "signal", "price", "market", "ladder", "sector"} SCOPES = {"symbols", "all", "sector"} LOGICS = {"and", "or"} DIRECTIONS = {"entry", "exit", "both"} @@ -38,6 +38,9 @@ OPS = {">", ">=", "<", "<=", "==", "!="} LADDER_METRICS = {"sealed_vol", "sealed_amount"} # ladder 规则: 方向 (up=涨停炸板预警, down=跌停翘板预警) LADDER_DIRECTIONS = {"up", "down"} +SECTOR_KINDS = {"index", "concept", "industry"} +SECTOR_TRIGGERS = {"change_pct", "momentum"} +SECTOR_WINDOWS = {1, 3, 5, 10, 15} # 布尔信号列前缀 (op=truth 时 field 取这些) _SIGNAL_PREFIXES = ("signal_", "csg_") @@ -138,6 +141,29 @@ def validate(rule: dict) -> None: thr = rule.get("threshold") if not isinstance(thr, (int, float)) or thr < 0: raise ValueError("threshold 必须是非负数字 (封单 ≤ 此值时报警)") + elif rule.get("type") == "sector": + kind = rule.get("sector_kind") + if kind not in SECTOR_KINDS: + raise ValueError(f"sector_kind 必须是 {SECTOR_KINDS} 之一") + targets = rule.get("sector_targets") + if not isinstance(targets, list) or not targets: + raise ValueError("板块监控至少选择一个监控对象") + if len(targets) > 20: + raise ValueError("板块监控对象最多 20 个") + for target in targets: + if not isinstance(target, dict) or not target.get("key") or not target.get("name"): + raise ValueError("板块监控对象格式错误") + if target.get("kind") != kind: + raise ValueError("板块监控对象类型必须一致") + if rule.get("sector_trigger") not in SECTOR_TRIGGERS: + raise ValueError(f"sector_trigger 必须是 {SECTOR_TRIGGERS} 之一") + if rule.get("direction") not in LADDER_DIRECTIONS: + raise ValueError("板块监控 direction 必须是 up 或 down") + threshold_pct = rule.get("threshold_pct") + if not isinstance(threshold_pct, (int, float)) or not 0 < threshold_pct <= 20: + raise ValueError("板块监控阈值必须大于 0 且不超过 20%") + if rule.get("sector_trigger") == "momentum" and rule.get("window_minutes") not in SECTOR_WINDOWS: + raise ValueError(f"板块异动窗口必须是 {sorted(SECTOR_WINDOWS)} 分钟之一") else: # 信号/价格/市场类型: 需要 conditions conds = rule.get("conditions") @@ -196,9 +222,14 @@ def normalize(rule: dict) -> dict: r.setdefault("scope", "symbols") r.setdefault("symbols", []) r.setdefault("sector", None) + r.setdefault("sector_kind", None) + r.setdefault("sector_targets", []) + r.setdefault("sector_trigger", "change_pct") + r.setdefault("threshold_pct", 1.0) + r.setdefault("window_minutes", 5) r.setdefault("strategy_id", None) - # direction 默认值: ladder 用 "up", 其余用 "entry" - r.setdefault("direction", "up" if r.get("type") == "ladder" else "entry") + # direction 默认值: ladder/sector 用 "up", 其余用 "entry" + r.setdefault("direction", "up" if r.get("type") in {"ladder", "sector"} else "entry") if r.get("type") == "strategy": if r.get("notify_events") is None: # 兼容统一监控上线后的旧规则: 当时实际行为是同时通知进入和移出。 @@ -211,6 +242,9 @@ def normalize(rule: dict) -> dict: # ladder 专属默认字段 r.setdefault("metric", "sealed_vol") r.setdefault("threshold", 0) + if r.get("type") == "sector": + r["scope"] = "all" + r["symbols"] = [] r.setdefault("logic", "and") r.setdefault("cooldown_seconds", 3600) r.setdefault("severity", "info") diff --git a/backend/tests/test_sector_monitor.py b/backend/tests/test_sector_monitor.py new file mode 100644 index 0000000..b6af59e --- /dev/null +++ b/backend/tests/test_sector_monitor.py @@ -0,0 +1,216 @@ +from __future__ import annotations + +from types import SimpleNamespace + +import polars as pl +import pytest + +from app.services import sector_monitor +from app.services.ext_data import ExtConfig, ExtConfigStore, ExtField +from app.services.sector_monitor import SectorMonitorService +from app.strategy import monitor_rules +from app.strategy.monitor import MonitorRuleEngine + + +class _Repo: + def __init__(self, data_dir, indices: pl.DataFrame | None = None): + self.store = SimpleNamespace(data_dir=data_dir) + self._indices = indices if indices is not None else pl.DataFrame() + + def get_index_instruments(self) -> pl.DataFrame: + return self._indices + + +def _index_target(symbol: str, name: str) -> dict: + return { + "key": f"index:{symbol}", + "kind": "index", + "name": name, + "symbol": symbol, + } + + +def _sector_rule(targets: list[dict], **overrides) -> dict: + rule = { + "id": "r_sector", + "name": "板块监控", + "enabled": True, + "type": "sector", + "scope": "all", + "sector_kind": targets[0]["kind"], + "sector_targets": targets, + "sector_trigger": "change_pct", + "direction": "up", + "threshold_pct": 1.0, + "window_minutes": 5, + "cooldown_seconds": 0, + "severity": "info", + } + rule.update(overrides) + return monitor_rules.normalize(rule) + + +def test_validate_accepts_sector_rule_and_rejects_mixed_target_kinds(): + rule = _sector_rule([_index_target("000001.SH", "上证指数")]) + monitor_rules.validate(rule) + + mixed = _sector_rule([ + _index_target("000001.SH", "上证指数"), + { + "key": "concept:test:field:人工智能", + "kind": "concept", + "name": "人工智能", + "source_id": "test", + "field": "field", + "value": "人工智能", + }, + ]) + try: + monitor_rules.validate(mixed) + except ValueError as exc: + assert "类型" in str(exc) + else: + raise AssertionError("混合板块类型必须被拒绝") + + +def test_dimension_values_preserve_names_with_spaces_and_filter_nulls(tmp_path): + service = SectorMonitorService(_Repo(tmp_path)) + + assert service._dimension_values("中国AI 50;6G概念") == ["中国AI 50", "6G概念"] + assert service._dimension_values("nan") == [] + assert service._dimension_values(float("nan")) == [] + assert service._industry_paths("电子-半导体-数字芯片设计")[-1] == ( + "电子-半导体-数字芯片设计", 3, "电子 / 半导体 / 数字芯片设计", + ) + + +def test_index_targets_are_evaluated_independently(tmp_path): + repo = _Repo(tmp_path) + service = SectorMonitorService(repo) + engine = MonitorRuleEngine() + engine.set_sector_monitor_service(service) + sh = _index_target("000001.SH", "上证指数") + cyb = _index_target("399006.SZ", "创业板指") + engine.set_rules([_sector_rule([sh, cyb])]) + + first = pl.DataFrame({ + "symbol": ["000001.SH", "399006.SZ"], + "name": ["上证指数", "创业板指"], + "close": [3000.0, 2000.0], + "change_pct": [0.8, 0.9], + }) + assert engine.evaluate_sectors(pl.DataFrame(), first, now=1000.0) == [] + + second = first.with_columns( + pl.Series("change_pct", [1.2, 0.95]), + ) + events = engine.evaluate_sectors(pl.DataFrame(), second, now=1006.0) + + assert [event["sector_name"] for event in events] == ["上证指数"] + assert events[0]["change_pct"] == 0.012 + + +def test_index_availability_updates_when_realtime_pool_changes(tmp_path, monkeypatch): + selected = ["000001.SH"] + monkeypatch.setattr(sector_monitor.preferences, "get_realtime_pull_index", lambda: True) + monkeypatch.setattr(sector_monitor.preferences, "get_realtime_index_mode", lambda: "core") + monkeypatch.setattr(sector_monitor.preferences, "get_realtime_index_symbols", lambda: selected) + service = SectorMonitorService(_Repo(tmp_path)) + + first = {target["symbol"]: target for target in service.list_targets()["index"]} + assert first["000001.SH"]["available"] is True + assert first["399006.SZ"]["available"] is False + initial_quote = pl.DataFrame({"symbol": ["000001.SH"], "change_pct": [0.2]}) + service.build_snapshots(pl.DataFrame(), initial_quote, [first["000001.SH"]], {5}, now=1000.0) + + selected[:] = ["399006.SZ"] + second = {target["symbol"]: target for target in service.list_targets()["index"]} + assert second["000001.SH"]["available"] is False + assert second["399006.SZ"]["available"] is True + changed_quote = pl.DataFrame({"symbol": ["000001.SH"], "change_pct": [1.3]}) + snapshot = service.build_snapshots( + pl.DataFrame(), changed_quote, [second["000001.SH"]], {5}, now=1300.0, + ) + assert snapshot["index:000001.SH"]["window_changes"][5] is None + + +def test_concept_snapshot_uses_member_average_and_full_window(tmp_path): + config = ExtConfig( + id="concept_test", + label="概念测试", + mode="snapshot", + fields=[ + ExtField("symbol", "string", "标的代码"), + ExtField("concept", "string", "所属概念"), + ], + ) + ExtConfigStore(tmp_path).upsert(config) + ext_dir = tmp_path / "ext_data" / config.id + pl.DataFrame({ + "symbol": ["A", "B", "C", "D", "E"], + "concept": ["人工智能", "人工智能", "人工智能", "人工智能", "人工智能"], + }).write_parquet(ext_dir / "part.parquet") + + service = SectorMonitorService(_Repo(tmp_path)) + target = next( + target for target in service.list_targets()["concept"] + if target["name"] == "人工智能" + ) + first = pl.DataFrame({ + "symbol": ["A", "B", "C", "D", "E"], + "name": ["甲", "乙", "丙", "丁", "戊"], + "close": [10.0] * 5, + "change_pct": [0.01, 0.02, 0.03, -0.01, 0.0], + }) + snapshots = service.build_snapshots(first, pl.DataFrame(), [target], {5}, now=1000.0) + assert snapshots[target["key"]]["change_pct"] == pytest.approx(0.01) + assert snapshots[target["key"]]["coverage_ratio"] == 1.0 + assert snapshots[target["key"]]["window_changes"][5] is None + + second = first.with_columns((pl.col("change_pct") + 0.01).alias("change_pct")) + too_early = service.build_snapshots(second, pl.DataFrame(), [target], {5}, now=1240.0) + assert too_early[target["key"]]["window_changes"][5] is None + + unrelated = ExtConfig( + id="hot_test", + label="热度测试", + mode="snapshot", + fields=[ + ExtField("symbol", "string", "标的代码"), + ExtField("heat", "float", "市场热度"), + ], + ) + ExtConfigStore(tmp_path).upsert(unrelated) + unrelated_dir = tmp_path / "ext_data" / unrelated.id + pl.DataFrame({"symbol": ["A"], "heat": [1.0]}).write_parquet(unrelated_dir / "part.parquet") + + complete = service.build_snapshots(second, pl.DataFrame(), [target], {5}, now=1300.0) + assert complete[target["key"]]["window_changes"][5] == pytest.approx(0.01) + + +def test_momentum_rule_triggers_after_complete_window(tmp_path): + service = SectorMonitorService(_Repo(tmp_path)) + engine = MonitorRuleEngine() + engine.set_sector_monitor_service(service) + target = _index_target("000001.SH", "上证指数") + engine.set_rules([_sector_rule( + [target], + sector_trigger="momentum", + threshold_pct=1.0, + window_minutes=5, + )]) + start = pl.DataFrame({ + "symbol": ["000001.SH"], + "name": ["上证指数"], + "close": [3000.0], + "change_pct": [0.2], + }) + assert engine.evaluate_sectors(pl.DataFrame(), start, now=1000.0) == [] + + early = start.with_columns(pl.lit(1.3).alias("change_pct")) + assert engine.evaluate_sectors(pl.DataFrame(), early, now=1240.0) == [] + + events = engine.evaluate_sectors(pl.DataFrame(), early, now=1300.0) + assert len(events) == 1 + assert events[0]["type"] == "sector_momentum_up" + assert events[0]["window_change_pct"] == pytest.approx(0.011) diff --git a/frontend/src/components/AlertToast.tsx b/frontend/src/components/AlertToast.tsx index 9d25e6d..86be136 100644 --- a/frontend/src/components/AlertToast.tsx +++ b/frontend/src/components/AlertToast.tsx @@ -88,6 +88,7 @@ const SOURCE_BADGE: Record = { signal: { label: '信号', cls: 'bg-accent/15 text-accent' }, price: { label: '价格', cls: 'bg-emerald-400/15 text-emerald-400' }, market: { label: '异动', cls: 'bg-purple-500/15 text-purple-400' }, + sector: { label: '板块', cls: 'bg-cyan-500/15 text-cyan-700 dark:text-cyan-300' }, pool_entry: { label: '进入', cls: 'bg-emerald-400/15 text-emerald-400' }, pool_exit: { label: '移出', cls: 'bg-warning/15 text-warning' }, buy_signal: { label: '买入', cls: 'bg-danger/15 text-danger' }, diff --git a/frontend/src/components/monitor/RuleEditor.tsx b/frontend/src/components/monitor/RuleEditor.tsx index 58d7639..1504b5b 100644 --- a/frontend/src/components/monitor/RuleEditor.tsx +++ b/frontend/src/components/monitor/RuleEditor.tsx @@ -1,8 +1,8 @@ import { useState } from 'react' import { Link } from 'react-router-dom' import { useMutation, useQuery, useQueryClient } from '@tanstack/react-query' -import { Activity, Check, Plus, RadioTower, Save, Search, TrendingUp, Waypoints, X } from 'lucide-react' -import { api, genRuleId, type MonitorRule, type MonitorCondition, type StrategyNotifyEvent } from '@/lib/api' +import { Activity, Building2, ChartNoAxesCombined, Check, Layers3, Plus, RadioTower, Save, Search, Tags, TrendingUp, Waypoints, X } from 'lucide-react' +import { api, genRuleId, type MonitorRule, type MonitorCondition, type SectorKind, type SectorMonitorTarget, type StrategyNotifyEvent } from '@/lib/api' import { DEFAULT_STRATEGY_NOTIFY_EVENTS, LEGACY_STRATEGY_NOTIFY_EVENTS, STRATEGY_NOTIFY_EVENT_OPTIONS } from '@/lib/strategyMonitorEvents' import { QK } from '@/lib/queryKeys' import { boardTag } from '@/components/stock-table/primitives' @@ -22,7 +22,7 @@ interface Props { } const TYPE_DEFAULT_NAME: Record = { - signal: '信号监控', price: '价格监控', market: '市场异动监控', strategy: '策略监控', + signal: '信号监控', price: '价格监控', market: '市场异动监控', strategy: '策略监控', sector: '板块监控', } const TYPE_ICONS = { @@ -30,8 +30,15 @@ const TYPE_ICONS = { price: TrendingUp, market: RadioTower, strategy: Waypoints, + sector: Layers3, } +const SECTOR_KIND_OPTIONS: Array<{ key: SectorKind; label: string; icon: typeof ChartNoAxesCombined }> = [ + { key: 'index', label: '大盘指数', icon: ChartNoAxesCombined }, + { key: 'concept', label: '概念题材', icon: Tags }, + { key: 'industry', label: '行业板块', icon: Building2 }, +] + const STRATEGY_SOURCE_META = { builtin: { label: '内置', className: 'border-accent/25 bg-accent/10 text-accent' }, custom: { label: '自定义', className: 'border-emerald-400/25 bg-emerald-400/10 text-emerald-400' }, @@ -48,6 +55,11 @@ const emptyRule = (preset?: Partial): MonitorRule => ({ scope: 'symbols', symbols: [], sector: null, + sector_kind: 'index', + sector_targets: [], + sector_trigger: 'change_pct', + threshold_pct: 1, + window_minutes: 5, strategy_id: null, direction: 'entry', conditions: [], @@ -75,6 +87,7 @@ export function RuleEditor({ rule, preset, simple, onClose, onSaved }: Props) { ? [...(rule.notify_events ?? LEGACY_STRATEGY_NOTIFY_EVENTS)] : undefined, conditions: rule.conditions.map(c => ({ ...c })), + sector_targets: rule.sector_targets?.map(target => ({ ...target })) ?? [], } } const initial = { @@ -94,6 +107,11 @@ export function RuleEditor({ rule, preset, simple, onClose, onSaved }: Props) { }) const [error, setError] = useState('') const [symbolQuery, setSymbolQuery] = useState('') + const [sectorQuery, setSectorQuery] = useState('') + const [industryLevel, setIndustryLevel] = useState<1 | 2 | 3>(() => { + const level = rule?.sector_targets?.[0]?.level + return level === 1 || level === 3 ? level : 2 + }) const [strategyQuery, setStrategyQuery] = useState('') const [strategyCategory, setStrategyCategory] = useState<'all' | 'builtin' | 'custom' | 'ai' | 'composite'>('all') // 标的搜索资产类型: ETF 一并搜股票; 指数只搜指数; 否则只搜股票。 @@ -111,13 +129,22 @@ export function RuleEditor({ rule, preset, simple, onClose, onSaved }: Props) { // name 为空时用默认名 if (!d.name.trim()) { const base = TYPE_DEFAULT_NAME[d.type] ?? '监控规则' - d.name = d.scope === 'symbols' && d.symbols.length > 0 + d.name = d.type === 'sector' && d.sector_targets?.length + ? `${base} · ${d.sector_targets[0].name}${d.sector_targets.length > 1 ? ` 等${d.sector_targets.length}个` : ''}` + : d.scope === 'symbols' && d.symbols.length > 0 ? `${base} · ${d.symbols[0]}${d.symbols.length > 1 ? ` 等${d.symbols.length}只` : ''}` : base } if (d.type === 'strategy') { if (!d.strategy_id) throw new Error('策略监控必须选择一个策略') if (!d.notify_events?.length) throw new Error('至少选择一个通知事件') + } else if (d.type === 'sector') { + d.scope = 'all' + d.symbols = [] + d.conditions = [] + delete d.notify_events + if (!d.sector_targets?.length) throw new Error('请选择至少一个监控对象') + if ((d.threshold_pct ?? 0) <= 0 || (d.threshold_pct ?? 0) > 20) throw new Error('阈值必须大于 0 且不超过 20%') } else { delete d.notify_events if (d.conditions.length === 0) throw new Error('至少选择一个触发条件') @@ -126,7 +153,7 @@ export function RuleEditor({ rule, preset, simple, onClose, onSaved }: Props) { if (c.op !== 'truth' && (c.value === null || c.value === undefined)) throw new Error('阈值条件需要数值') } } - if (d.scope === 'symbols' && d.symbols.length === 0) throw new Error('请选择至少一只标的') + if (d.type !== 'sector' && d.scope === 'symbols' && d.symbols.length === 0) throw new Error('请选择至少一只标的') return api.monitorRuleSave(d) }, onSuccess: () => { @@ -158,6 +185,22 @@ export function RuleEditor({ rule, preset, simple, onClose, onSaved }: Props) { setSymbolQuery('') } + const selectSectorKind = (kind: SectorKind) => { + setDraft(d => ({ ...d, sector_kind: kind, sector_targets: [] })) + setSectorQuery('') + } + + const toggleSectorTarget = (target: SectorMonitorTarget) => { + setDraft(d => { + const current = d.sector_targets ?? [] + if (current.some(item => item.key === target.key)) { + return { ...d, sector_targets: current.filter(item => item.key !== target.key) } + } + if (current.length >= 20) return d + return { ...d, sector_targets: [...current, target] } + }) + } + // 勾选/取消勾选某个推送渠道 (飞书 / 企业微信 各自独立) const toggleChannel = (ch: string) => setDraft(d => { @@ -199,6 +242,14 @@ export function RuleEditor({ rule, preset, simple, onClose, onSaved }: Props) { const visibleScopes = (options.data?.scopes ?? []).filter( s => assetType !== 'index' || s.key === 'symbols', ) + const sectorKind = draft.sector_kind ?? 'index' + const sectorTargets = options.data?.sector_targets?.[sectorKind] ?? [] + const visibleSectorTargets = sectorTargets.filter(target => { + if (sectorKind === 'industry' && target.level !== industryLevel) return false + const query = sectorQuery.trim().toLowerCase() + if (!query) return true + return `${target.name} ${target.symbol ?? ''} ${target.value ?? ''}`.toLowerCase().includes(query) + }).slice(0, 100) const thresholdConds = draft.conditions.filter(c => c.op !== 'truth') const strategyPresets = strategies.data?.presets ?? [] const normalizedStrategyQuery = strategyQuery.trim().toLowerCase() @@ -329,7 +380,7 @@ export function RuleEditor({ rule, preset, simple, onClose, onSaved }: Props) { {/* 资产类型: 股票 / ETF / 指数 (个股极简模式不显示) */} - {!simple && ( + {!simple && draft.type !== 'sector' && (
资产类型
@@ -364,7 +415,7 @@ export function RuleEditor({ rule, preset, simple, onClose, onSaved }: Props) { {/* 监控类型 */}
监控类型 -
+
{visibleTypes.map(t => { const Icon = TYPE_ICONS[t.key as keyof typeof TYPE_ICONS] ?? Activity const active = draft.type === t.key @@ -381,7 +432,10 @@ export function RuleEditor({ rule, preset, simple, onClose, onSaved }: Props) { notify_events: type === 'strategy' ? [...(d.notify_events ?? DEFAULT_STRATEGY_NOTIFY_EVENTS)] : undefined, - scope: type === 'strategy' && d.scope === 'symbols' && d.symbols.length === 0 ? 'all' : d.scope, + scope: type === 'sector' + ? 'all' + : type === 'strategy' && d.scope === 'symbols' && d.symbols.length === 0 ? 'all' : d.scope, + direction: type === 'sector' ? 'up' : d.type === 'sector' ? 'entry' : d.direction, } })} className={`inline-flex h-9 items-center justify-center gap-1.5 rounded-btn border px-2 text-xs font-medium transition-colors cursor-pointer ${ @@ -403,8 +457,204 @@ export function RuleEditor({ rule, preset, simple, onClose, onSaved }: Props) { setDraft(d => ({ ...d, name: e.target.value }))} placeholder="留空用默认名称" className="h-9 w-full rounded-btn border border-border bg-base px-3 text-xs text-foreground" /> + {draft.type === 'sector' && ( +
+
+ 板块分类 +
+ {SECTOR_KIND_OPTIONS.map(option => { + const Icon = option.icon + const active = sectorKind === option.key + return ( + + ) + })} +
+
+ + {sectorKind === 'industry' && ( +
+ 行业层级 +
+ {([1, 2, 3] as const).map(level => ( + + ))} +
+
+ )} + +
+
+ 监控对象 + {draft.sector_targets?.length ?? 0}/20 +
+ {(draft.sector_targets?.length ?? 0) > 0 && ( +
+ {draft.sector_targets?.map(target => ( + + {target.name} + + + ))} +
+ )} + +
+ {visibleSectorTargets.length === 0 ? ( +
+ {options.isLoading ? '正在加载...' : '没有可用的监控对象'} +
+ ) : visibleSectorTargets.map(target => { + const selected = draft.sector_targets?.some(item => item.key === target.key) ?? false + const unavailable = !target.available || (target.kind !== 'index' && target.member_count < 5) + const targetLabel = target.kind === 'industry' + ? (target.value ?? target.name).replaceAll('-', ' / ') + : target.name + return ( + + ) + })} +
+
+ +
+
+ 触发方式 +
+ {([ + ['change_pct', '涨跌幅到达'], + ['momentum', '快速异动'], + ] as const).map(([key, label]) => ( + + ))} +
+
+
+ 方向 +
+ {([ + ['up', draft.sector_trigger === 'momentum' ? '快速上涨' : '上涨'], + ['down', draft.sector_trigger === 'momentum' ? '快速下跌' : '下跌'], + ] as const).map(([key, label]) => ( + + ))} +
+
+ {draft.sector_trigger === 'momentum' && ( + + )} + +
+ {sectorKind !== 'index' && ( +
+ 等权平均 + 行情覆盖 ≥ 80% + 有效成分 ≥ 5 +
+ )} +
+ )} + {/* 作用范围 */} -
+ {draft.type !== 'sector' &&
作用范围