feat dev6

py-client/strategy/trend/watch.py

@@ -1,7 +1,7 @@
+import logging as log
 from dataclasses import dataclass
 from datetime import datetime, timedelta
 from threading import Lock
-import logging
 
 
 @dataclass(slots=True)
@@ -11,24 +11,95 @@ class _Entry:
 
 
 class DipWatch:
-    def __init__(self, expire_seconds: float = 300, rebound_threshold: float = 0.61):
-        self.expire_seconds, self.rebound_threshold = expire_seconds, rebound_threshold
-        self.data: dict[str, _Entry] = {}; self.lock = Lock()
+    """观察价格低点，并在价格达到指定反弹幅度时触发。"""
 
-    def triggered(self, tag: str, code: str, price: float, now: datetime | None = None) -> bool:
-        if price <= 0: return False
-        now = now or datetime.now()
+    def __init__(
+        self,
+        expire_seconds: float = 300,
+        rebound_threshold: float = 0.61,
+    ) -> None:
+        self.expire_seconds = expire_seconds
+        self.rebound_threshold = rebound_threshold
+        self.data: dict[str, _Entry] = {}
+        self.lock = Lock()
+
+    def triggered(
+        self,
+        tag: str,
+        code: str,
+        price: float,
+        now: datetime | None = None,
+    ) -> bool:
+        """更新观察价格；达到反弹阈值时返回 ``True``。"""
+        if price <= 0:
+            log.warning("[%s观察] %s 价格无效：%.2f", tag, code, price)
+            return False
+
+        current = now or datetime.now()
         with self.lock:
             watch = self.data.get(code)
-            if watch is None or now >= watch.expires_at:
-                self.data[code] = _Entry(price, now + timedelta(seconds=self.expire_seconds)); return False
+
+            if watch is None:
+                self._start(code, price, current)
+                log.info(
+                    "[%s观察] %s 开始观察，收盘价=%.2f，反弹阈值=%.2f%%",
+                    tag,
+                    code,
+                    price,
+                    self.rebound_threshold,
+                )
+                return False
+
+            if current >= watch.expires_at:
+                self._start(code, price, current)
+                log.info("[%s观察] %s 观察已过期，重新观察，收盘价=%.2f", tag, code, price)
+                return False
+
             if price < watch.last_close:
-                self.data[code] = _Entry(price, now + timedelta(seconds=self.expire_seconds)); return False
+                old_price = watch.last_close
+                self._start(code, price, current)
+                log.info(
+                    "[%s观察] %s 刷新低点，原收盘价=%.2f，新收盘价=%.2f",
+                    tag,
+                    code,
+                    old_price,
+                    price,
+                )
+                return False
+
             rebound = (price - watch.last_close) / watch.last_close * 100
-            if rebound <= 0 or rebound < self.rebound_threshold: return False
+            if rebound < self.rebound_threshold:
+                log.debug(
+                    "[%s观察] %s 等待反弹，收盘价=%.2f，现价=%.2f，反弹=%.2f%%，阈值=%.2f%%",
+                    tag,
+                    code,
+                    watch.last_close,
+                    price,
+                    rebound,
+                    self.rebound_threshold,
+                )
+                return False
+
             del self.data[code]
-            logging.info("[%s-触发] %s 反弹=%.2f%%", tag, code, rebound)
+            log.info(
+                "[%s观察] %s 反弹触发，收盘价=%.2f，现价=%.2f，反弹=%.2f%%",
+                tag,
+                code,
+                watch.last_close,
+                price,
+                rebound,
+            )
             return True
 
-    def forget(self, code):
-        with self.lock: self.data.pop(code, None)
+    def forget(self, code: str) -> None:
+        """清除指定股票的价格观察状态。"""
+        with self.lock:
+            removed = self.data.pop(code, None)
+        if removed is not None:
+            log.info("[价格观察] %s 已清除观察状态", code)
+
+    def _start(self, code: str, price: float, now: datetime) -> None:
+        self.data[code] = _Entry(
+            last_close=price,
+            expires_at=now + timedelta(seconds=self.expire_seconds),
+        )