154 lines
5.4 KiB
Python
154 lines
5.4 KiB
Python
"""
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scheduler.py — 后台自动调度：定时拉取数据 + 计算因子 + 制度判定。
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Python main.py cron → 前台阻塞运行，每 N 分钟一个 tick
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Web app 启动时自动启动调度器 → 后台线程，不阻塞 Web 请求
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"""
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import threading
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import logging
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import time
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from datetime import datetime, timezone, timedelta
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from typing import Optional
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logger = logging.getLogger("chanmacro.scheduler")
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class MacroScheduler:
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"""后台调度器：定时 fetch + score。"""
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def __init__(self, interval_minutes: int = 60):
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self.interval = interval_minutes
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self._thread: Optional[threading.Thread] = None
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self._stop = threading.Event()
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self._last_run: Optional[datetime] = None
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self._running = False
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def start(self) -> None:
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"""启动后台线程。"""
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if self._running:
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return
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self._stop.clear()
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self._thread = threading.Thread(target=self._loop, name="macro-scheduler", daemon=True)
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self._thread.start()
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self._running = True
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logger.info(f"调度器已启动, 每 {self.interval} 分钟执行一次")
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def stop(self) -> None:
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"""停止后台线程。"""
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self._stop.set()
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self._running = False
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logger.info("调度器已停止")
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@property
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def last_run(self) -> Optional[datetime]:
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return self._last_run
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def _loop(self) -> None:
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"""后台循环。"""
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# 首次启动立即跑一次
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self._tick()
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while not self._stop.wait(self.interval * 60):
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self._tick()
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def _tick(self) -> None:
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"""执行一次：fetch → score。"""
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try:
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from fetchers.ohlcv import OHLCVFetcher
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from fetchers.breadth import BreadthFetcher
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from fetchers.derivatives import DerivativesFetcher
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from database import init_db
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from datetime import date as Date
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init_db()
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today = Date.today()
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# Fetch
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ohlcv = OHLCVFetcher()
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df = ohlcv.fetch()
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if not df.empty:
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ohlcv.store_df(df)
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breadth = BreadthFetcher()
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record = breadth.fetch()
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if record:
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breadth.store(record=record)
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deriv = DerivativesFetcher()
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records = deriv.fetch(today)
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if records:
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deriv.store(records=records)
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# Score + Regime (also persisted inside _build_state)
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from scoring.price_structure import PriceStructureScorer
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from scoring.breadth_scorer import BreadthScorer
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from scoring.oi_matrix import OIMatrixScorer
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from scoring.volatility_regime import VolatilityRegimeScorer
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from regime_detector import RegimeDetector
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from models import MarketStateVector
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from config import config
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import json
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from database import get_connection
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ps = PriceStructureScorer().compute(today)
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br = BreadthScorer().compute(today)
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oi = OIMatrixScorer().compute(today)
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vol = VolatilityRegimeScorer().compute(today)
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detector = RegimeDetector()
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detector.load_state(config.db_path)
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r = detector.detect(ps.score, br.breadth_top50, vol.vol_regime.value, today)
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conn = get_connection()
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conn.execute("""
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INSERT OR REPLACE INTO regime_history
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(date, regime, confidence, regime_version, maturity_score,
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all_scores_json, prior_regime, confirmation_days)
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VALUES (?, ?, ?, ?, ?, ?, ?, ?)
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""", (
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str(today), r.regime.value, r.confidence, r.regime_version,
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r.maturity_score, json.dumps(r.all_scores),
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r.prior_regime.value if r.prior_regime else None,
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r.confirmation_days,
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))
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conn.commit()
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conn.close()
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# 检测新信号（每天运行一次，UTC 0 点后首次触发）
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now = datetime.now(timezone.utc)
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if self._last_run is None or now.date() > self._last_run.date():
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try:
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from chan_integration import ChanSignalDetector
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detector = ChanSignalDetector()
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# 检测最近 90 天的 4h 信号
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count = detector.populate_signal_features(
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start_date=(today - __import__('datetime').timedelta(days=90)).isoformat(),
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end_date=today.isoformat(),
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)
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if count > 0:
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logger.info(f"新增 {count} 条信号记录")
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except Exception as e:
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logger.debug(f"信号检测跳过: {e}")
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self._last_run = now
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logger.info(
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f"Tick 完成: regime={r.regime.value} conf={r.confidence:.2f} "
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f"breadth={br.score:.0f}({br.breadth_bucket.value}) "
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f"price={ps.score:.0f} oi={oi.oi_state.value} vol={vol.vol_regime.value}"
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)
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except Exception as e:
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logger.error(f"Tick 失败: {e}", exc_info=True)
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# 单例
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_scheduler: Optional[MacroScheduler] = None
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def get_scheduler() -> MacroScheduler:
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global _scheduler
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if _scheduler is None:
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_scheduler = MacroScheduler(interval_minutes=60)
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return _scheduler
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