scheduler: auto fetch+score every 60min, integrated into web and CLI

ChanMacro/scheduler.py

@@ -0,0 +1,137 @@
+"""
+scheduler.py — 后台自动调度：定时拉取数据 + 计算因子 + 制度判定。
+
+Python main.py cron         → 前台阻塞运行，每 N 分钟一个 tick
+Web app 启动时自动启动调度器  → 后台线程，不阻塞 Web 请求
+"""
+
+import threading
+import logging
+import time
+from datetime import datetime, timezone, timedelta
+from typing import Optional
+
+logger = logging.getLogger("chanmacro.scheduler")
+
+
+class MacroScheduler:
+    """后台调度器：定时 fetch + score。"""
+
+    def __init__(self, interval_minutes: int = 60):
+        self.interval = interval_minutes
+        self._thread: Optional[threading.Thread] = None
+        self._stop = threading.Event()
+        self._last_run: Optional[datetime] = None
+        self._running = False
+
+    def start(self) -> None:
+        """启动后台线程。"""
+        if self._running:
+            return
+        self._stop.clear()
+        self._thread = threading.Thread(target=self._loop, name="macro-scheduler", daemon=True)
+        self._thread.start()
+        self._running = True
+        logger.info(f"调度器已启动, 每 {self.interval} 分钟执行一次")
+
+    def stop(self) -> None:
+        """停止后台线程。"""
+        self._stop.set()
+        self._running = False
+        logger.info("调度器已停止")
+
+    @property
+    def last_run(self) -> Optional[datetime]:
+        return self._last_run
+
+    def _loop(self) -> None:
+        """后台循环。"""
+        # 首次启动立即跑一次
+        self._tick()
+
+        while not self._stop.wait(self.interval * 60):
+            self._tick()
+
+    def _tick(self) -> None:
+        """执行一次：fetch → score。"""
+        try:
+            from fetchers.ohlcv import OHLCVFetcher
+            from fetchers.breadth import BreadthFetcher
+            from fetchers.derivatives import DerivativesFetcher
+            from database import init_db
+            from datetime import date as Date
+
+            init_db()
+            today = Date.today()
+
+            # Fetch
+            ohlcv = OHLCVFetcher()
+            df = ohlcv.fetch()
+            if not df.empty:
+                ohlcv.store_df(df)
+
+            breadth = BreadthFetcher()
+            record = breadth.fetch()
+            if record:
+                breadth.store(record=record)
+
+            deriv = DerivativesFetcher()
+            records = deriv.fetch(today)
+            if records:
+                deriv.store(records=records)
+
+            # Score + Regime (also persisted inside _build_state)
+            from scoring.price_structure import PriceStructureScorer
+            from scoring.breadth_scorer import BreadthScorer
+            from scoring.oi_matrix import OIMatrixScorer
+            from scoring.volatility_regime import VolatilityRegimeScorer
+            from regime_detector import RegimeDetector
+            from models import MarketStateVector
+            from config import config
+            import json
+            from database import get_connection
+
+            ps = PriceStructureScorer().compute(today)
+            br = BreadthScorer().compute(today)
+            oi = OIMatrixScorer().compute(today)
+            vol = VolatilityRegimeScorer().compute(today)
+
+            detector = RegimeDetector()
+            detector.load_state(config.db_path)
+            r = detector.detect(ps.score, br.breadth_top50, vol.vol_regime.value, today)
+
+            conn = get_connection()
+            conn.execute("""
+                INSERT OR REPLACE INTO regime_history
+                (date, regime, confidence, regime_version, maturity_score,
+                 all_scores_json, prior_regime, confirmation_days)
+                VALUES (?, ?, ?, ?, ?, ?, ?, ?)
+            """, (
+                str(today), r.regime.value, r.confidence, r.regime_version,
+                r.maturity_score, json.dumps(r.all_scores),
+                r.prior_regime.value if r.prior_regime else None,
+                r.confirmation_days,
+            ))
+            conn.commit()
+            conn.close()
+
+            self._last_run = datetime.now(timezone.utc)
+            logger.info(
+                f"Tick 完成: regime={r.regime.value} conf={r.confidence:.2f} "
+                f"breadth={br.score:.0f}({br.breadth_bucket.value}) "
+                f"price={ps.score:.0f} oi={oi.oi_state.value} vol={vol.vol_regime.value}"
+            )
+
+        except Exception as e:
+            logger.error(f"Tick 失败: {e}", exc_info=True)
+
+
+# 单例
+_scheduler: Optional[MacroScheduler] = None
+
+
+def get_scheduler() -> MacroScheduler:
+    global _scheduler
+    if _scheduler is None:
+        _scheduler = MacroScheduler(interval_minutes=60)
+    return _scheduler