cfdaily
148 lines
5.6 KiB
Python
148 lines
5.6 KiB
Python
"""
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实时风控面板（主入口）
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============
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整合风险计算、监控、紧急处理，提供统一接口
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"""
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from typing import Dict, List, Optional, Callable, Tuple
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from datetime import datetime
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from risk_calculator import RealTimeRiskCalculator, RiskMetrics
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from risk_monitor import RealTimeRiskMonitor, ThresholdConfig, RiskAlert, AlertLevel
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from emergency_handler import EmergencyHandler, EmergencyConfig, EmergencyAction, EmergencyLevel
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class RealtimeRiskPanel:
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"""实时风控面板 - 主入口"""
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def __init__(self,
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threshold_config: Optional[ThresholdConfig] = None,
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emergency_config: Optional[EmergencyConfig] = None,
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risk_style: str = "conservative"):
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"""
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初始化
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参数:
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risk_style: "conservative" / "aggressive"
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"""
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# 风险计算器
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self.calculator = RealTimeRiskCalculator()
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# 阈值配置
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if threshold_config is None:
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if risk_style == "conservative":
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threshold_config = ThresholdConfig.conservative()
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else:
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threshold_config = ThresholdConfig.aggressive()
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# 风险监控
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self.monitor = RealTimeRiskMonitor(threshold_config, self.calculator)
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# 紧急处理
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if emergency_config is None:
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emergency_config = EmergencyConfig()
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self.emergency = EmergencyHandler(emergency_config, self.monitor)
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# 设置回调
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self.monitor.on_alert_callback = self._on_alert
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self.emergency.on_emergency_action = self._on_emergency
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# 外部回调
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self.on_alert_external: Optional[Callable[[RiskAlert], None]] = None
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self.on_emergency_external: Optional[Callable[[EmergencyAction], None]] = None
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# 统计
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self.update_count = 0
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def _on_alert(self, alert: RiskAlert) -> None:
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"""内部预警回调"""
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if self.on_alert_external:
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self.on_alert_external(alert)
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def _on_emergency(self, action: EmergencyAction) -> None:
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"""内部紧急行动回调"""
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if self.on_emergency_external:
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self.on_emergency_external(action)
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def update(self, timestamp: datetime,
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total_capital: float,
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cash: float,
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liquidate_func: Optional[Callable[[], Tuple[bool, str]]] = None) -> Dict:
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"""更新一次风控检查"""
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# 计算所有指标
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metrics = self.monitor.update_and_check(timestamp, total_capital, cash)
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# 检查紧急情况并处理
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new_actions = self.emergency.check_and_handle(liquidate_func)
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self.update_count += 1
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return {
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'metrics': metrics.to_dict(),
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'new_alerts': [a.to_dict() for a in self.monitor.unhandled_alerts[-5:]],
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'new_actions': [a.to_dict() for a in new_actions],
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'current_emergency_level': self.emergency.current_level.value,
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'can_open_position': self.emergency.can_open_position(),
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'system_running': self.emergency.is_system_running()
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}
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def update_position(self, symbol: str, volume: int, price: float) -> None:
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"""更新持仓信息"""
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market_value = volume * price
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self.calculator.update_position(symbol, volume, price, market_value)
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def remove_position(self, symbol: str) -> None:
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"""移除持仓"""
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self.calculator.remove_position(symbol)
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def update_net_value(self, timestamp: datetime, net_value: float) -> None:
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"""更新净值"""
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self.calculator.update_net_value(timestamp, net_value)
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def get_current_metrics(self) -> Optional[RiskMetrics]:
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"""获取当前风险指标"""
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return self.calculator.last_metrics
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def get_all_alerts(self) -> List[Dict]:
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"""获取所有预警"""
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return [a.to_dict() for a in self.monitor.get_all_alerts()]
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def get_unhandled_alerts(self) ->List[Dict]:
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"""获取未处理预警"""
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return [a.to_dict() for a in self.monitor.get_unhandled_alerts()]
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def get_action_history(self) -> List[Dict]:
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"""获取紧急行动历史"""
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return [a.to_dict() for a in self.emergency.get_action_history()]
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def get_current_level(self) -> str:
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"""获取当前紧急级别"""
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return self.emergency.get_current_level().value
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def mark_alert_handled(self, alert_id: str) -> bool:
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"""标记预警已处理"""
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success = self.monitor.mark_handled(alert_id)
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if success:
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# 重新评估紧急级别
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_ = self.emergency.assess_emergency_level()
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return success
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def clear_all(self) -> None:
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"""清除所有预警（风险解除）"""
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self.emergency.clear_all_alerts()
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def get_panel_summary(self) -> Dict:
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"""获取面板汇总信息"""
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metrics = self.get_current_metrics()
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return {
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'update_count': self.update_count,
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'current_emergency_level': self.get_current_level(),
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'total_alerts': len(self.monitor.get_all_alerts()),
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'unhandled_alerts': len(self.monitor.get_unhandled_alerts()),
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'total_actions': len(self.emergency.get_action_history()),
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'current_metrics': metrics.to_dict() if metrics else None,
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'can_open_position': self.emergency.can_open_position(),
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'system_running': self.emergency.is_system_running(),
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'need_emergency_liquidate': self.emergency.need_emergency_liquidate()
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}
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