diff --git a/application/rebalance_service.py b/application/rebalance_service.py index 4feddc4..8ca2ac6 100644 --- a/application/rebalance_service.py +++ b/application/rebalance_service.py @@ -25,7 +25,7 @@ ) from application.runtime_broker_adapters import build_runtime_broker_adapters from decision_mapper import map_strategy_decision_to_plan -from notifications.telegram import build_sender, render_cycle_summary +from notifications.telegram import build_sender, build_translator, render_cycle_summary from quant_platform_kit.common.runtime_inputs import ( build_semiconductor_rotation_indicators_from_history, required_semiconductor_rotation_history_lookback, @@ -42,13 +42,6 @@ def get_project_id() -> str | None: return os.getenv("GOOGLE_CLOUD_PROJECT") -def _identity_translator(key: str, **kwargs) -> str: - if not kwargs: - return key - details = ", ".join(f"{name}={value}" for name, value in sorted(kwargs.items())) - return f"{key}: {details}" - - def _series_from_price_history(market_data_port, symbol: str) -> pd.Series: series = market_data_port.get_price_series(symbol) index = pd.DatetimeIndex([pd.Timestamp(point.as_of) for point in series.points]) @@ -186,7 +179,7 @@ def run_strategy_cycle( available_inputs=available_inputs, market_inputs=market_inputs, portfolio_snapshot=snapshot, - translator=_identity_translator, + translator=build_translator(settings.notify_lang), ) evaluation = strategy_runtime.evaluate(**evaluation_inputs) plan = map_strategy_decision_to_plan( diff --git a/notifications/telegram.py b/notifications/telegram.py index dace895..3600e3c 100644 --- a/notifications/telegram.py +++ b/notifications/telegram.py @@ -2,12 +2,20 @@ from __future__ import annotations +import re from collections.abc import Callable, Mapping from typing import Any +from quant_platform_kit.common.notification_localization import ( + localize_notification_text as _base_localize_notification_text, +) + SEPARATOR = "━━━━━━━━━━━━━━━━━━" +_DETAIL_FIELD_SPLIT_RE = re.compile(r",\s*(?=[A-Za-z_][\w-]*\s*=)") +_STRUCTURED_PAREN_RE = re.compile(r"^(?P[A-Za-z_][\w-]*)\((?P
.*)\)$") + I18N = { "zh": { @@ -16,7 +24,9 @@ "strategy_label": "🧭 策略: {name}", "account_label": "🆔 账户: {account}", "dry_run_banner": "🧪 模拟运行，本轮不提交真实订单", + "dashboard_label": "📊 资产看板", "account_overview_title": "📌 策略账户概览", + "equity": "净值", "total_assets": "总资产（策略标的+现金）", "buying_power": "购买力", "reserved_cash": "预留现金", @@ -24,6 +34,8 @@ "holdings_title": "💼 策略持仓", "holding_line": "{symbol}: {market_value} / {quantity}", "quantity_shares": "{quantity}股", + "signal_label": "信号", + "separator": SEPARATOR, "same_trading_day": "当日执行", "next_trading_day": "次一交易日执行", "next_n_trading_days": "{count}个交易日后执行", @@ -37,12 +49,41 @@ "submitted_sell_order": "已提交卖单: {symbol} {quantity}", "no_order_submitted": "未下单: 原因={reason}", "no_rebalance_needed": "✅ 无需调仓", + "no_trades": "✅ 无需调仓", "no_executable_orders": "无可执行订单", "signal_state_hold": "趋势持有", "signal_state_entry": "入场信号", "signal_state_reduce": "减仓信号", "signal_state_exit": "离场信号", "signal_state_idle": "等待信号", + "signal_hold": "趋势持有", + "signal_entry": "入场信号", + "signal_reduce": "减仓信号", + "signal_exit": "离场信号", + "signal_idle": "等待信号", + "market_status_blend_gate_risk_on": "🚀 风险开启（{asset}）", + "market_status_blend_gate_defensive": "🛡️ 降杠杆（{asset}）", + "market_status_blend_gate_overlay_capped": "🧯 过热降档（{asset}）", + "signal_blend_gate_risk_on": "{trend_symbol} 站上 {window} 日门槛线，持有 SOXL {soxl_ratio} + SOXX {soxx_ratio}", + "signal_blend_gate_defensive": "{trend_symbol} 跌破门槛线，防守持有 SOXX {soxx_ratio}", + "signal_blend_gate_overlay_capped": "{trend_symbol} 仍在 {window} 日门槛线上方，但触发过热降档（{reasons}），目标仓位 {allocation_text}", + "market_status_risk_on": "🚀 风险开启（{asset}）", + "market_status_delever": "🛡️ 降杠杆（{asset}）", + "signal_risk_on": "SOXL 站上 {window} 日均线，持有 SOXL，交易层风险仓位 {ratio}", + "signal_delever": "SOXL 跌破 {window} 日均线，切换至 SOXX，交易层风险仓位 {ratio}", + "blend_gate_reason_rsi_cap": "RSI 超阈值", + "blend_gate_reason_bollinger_cap": "突破布林上轨", + "blend_gate_reason_volatility_delever": "{symbol} {window} 日年化波动率 {volatility} 高于 {threshold}，SOXL 转向 {redirect_symbol}", + "small_account_warning_note": "小账户提示：净值 {portfolio_equity} 低于建议 {min_recommended_equity}；{reason}", + "small_account_warning_reason_integer_shares_min_position_value_may_prevent_backtest_replication": "整数股和最小仓位限制可能导致实盘无法完全复现回测", + "strategy_name_tqqq_growth_income": "TQQQ 增长收益", + "strategy_name_soxl_soxx_trend_income": "SOXL/SOXX 半导体趋势收益", + "strategy_name_global_etf_rotation": "全球 ETF 轮动", + "strategy_name_global_etf_confidence_vol_gate": "全球 ETF 置信波动门控", + "strategy_name_russell_1000_multi_factor_defensive": "罗素1000多因子", + "strategy_name_tech_communication_pullback_enhancement": "科技通信回调增强", + "strategy_name_qqq_tech_enhancement": "科技通信回调增强", + "strategy_name_mega_cap_leader_rotation_top50_balanced": "Mega Cap Top50 平衡龙头轮动", "skip_reason_below_trade_threshold": "低于调仓阈值", "skip_reason_quote_unavailable": "无法获取报价", "skip_reason_sell_quantity_zero": "卖出股数为0", @@ -55,7 +96,9 @@ "strategy_label": "🧭 Strategy: {name}", "account_label": "🆔 Account: {account}", "dry_run_banner": "🧪 Dry run only; no live orders submitted", + "dashboard_label": "📊 Dashboard", "account_overview_title": "📌 Strategy Account", + "equity": "Equity", "total_assets": "Total assets", "buying_power": "Buying power", "reserved_cash": "Reserved cash", @@ -63,6 +106,8 @@ "holdings_title": "💼 Strategy Holdings", "holding_line": "{symbol}: {market_value} / {quantity}", "quantity_shares": "{quantity} shares", + "signal_label": "Signal", + "separator": SEPARATOR, "same_trading_day": "same trading day", "next_trading_day": "next trading day", "next_n_trading_days": "next {count} trading days", @@ -76,12 +121,41 @@ "submitted_sell_order": "Submitted sell: {symbol} {quantity}", "no_order_submitted": "No order submitted: reason={reason}", "no_rebalance_needed": "✅ No rebalance needed", + "no_trades": "✅ No rebalance needed", "no_executable_orders": "no executable orders", "signal_state_hold": "Trend Hold", "signal_state_entry": "Entry Signal", "signal_state_reduce": "Reduce Signal", "signal_state_exit": "Exit Signal", "signal_state_idle": "Idle", + "signal_hold": "Trend Hold", + "signal_entry": "Entry Signal", + "signal_reduce": "Reduce Signal", + "signal_exit": "Exit Signal", + "signal_idle": "Idle", + "market_status_blend_gate_risk_on": "Risk on ({asset})", + "market_status_blend_gate_defensive": "Defensive ({asset})", + "market_status_blend_gate_overlay_capped": "Overheat capped ({asset})", + "signal_blend_gate_risk_on": "{trend_symbol} is above the {window}-day gate; hold SOXL {soxl_ratio} + SOXX {soxx_ratio}", + "signal_blend_gate_defensive": "{trend_symbol} is below the gate; hold SOXX {soxx_ratio}", + "signal_blend_gate_overlay_capped": "{trend_symbol} remains above the {window}-day gate, but overheat cap is active ({reasons}); target {allocation_text}", + "market_status_risk_on": "Risk on ({asset})", + "market_status_delever": "Delever ({asset})", + "signal_risk_on": "SOXL is above the {window}-day average; hold SOXL at risk sleeve {ratio}", + "signal_delever": "SOXL is below the {window}-day average; switch to SOXX at risk sleeve {ratio}", + "blend_gate_reason_rsi_cap": "RSI over threshold", + "blend_gate_reason_bollinger_cap": "price above upper band", + "blend_gate_reason_volatility_delever": "{symbol} {window}d annualized volatility {volatility} is above {threshold}; redirect SOXL to {redirect_symbol}", + "small_account_warning_note": "small account warning: portfolio equity {portfolio_equity} is below recommended {min_recommended_equity}; {reason}", + "small_account_warning_reason_integer_shares_min_position_value_may_prevent_backtest_replication": "integer-share minimum position sizing may prevent backtest replication", + "strategy_name_tqqq_growth_income": "TQQQ Growth Income", + "strategy_name_soxl_soxx_trend_income": "SOXL/SOXX Semiconductor Trend Income", + "strategy_name_global_etf_rotation": "Global ETF Rotation", + "strategy_name_global_etf_confidence_vol_gate": "Global ETF Confidence Vol Gate", + "strategy_name_russell_1000_multi_factor_defensive": "Russell 1000 Multi-Factor Defensive", + "strategy_name_tech_communication_pullback_enhancement": "Tech Communication Pullback Enhancement", + "strategy_name_qqq_tech_enhancement": "Tech Communication Pullback Enhancement", + "strategy_name_mega_cap_leader_rotation_top50_balanced": "Mega Cap Top50 Balanced Leader Rotation", "skip_reason_below_trade_threshold": "below trade threshold", "skip_reason_quote_unavailable": "quote unavailable", "skip_reason_sell_quantity_zero": "sell quantity rounds to 0", @@ -97,7 +171,12 @@ def build_translator(lang: str | None) -> Callable[..., str]: def translate(key: str, **kwargs) -> str: template = I18N[active_lang].get(key, I18N["en"].get(key, key)) - return template.format(**kwargs) if kwargs else template + if not kwargs: + return template + try: + return template.format(**kwargs) + except (IndexError, KeyError, ValueError): + return template return translate @@ -145,6 +224,65 @@ def _format_shares(value: Any, *, translator: Callable[..., str]) -> str: return translator("quantity_shares", quantity=_format_quantity(value)) +def _parse_detail_kwargs(text: str) -> dict[str, str]: + values: dict[str, str] = {} + for part in _DETAIL_FIELD_SPLIT_RE.split(str(text or "")): + key, sep, value = part.partition("=") + if not sep: + continue + normalized_key = key.strip() + if not normalized_key: + continue + values[normalized_key] = value.strip() + return values + + +def _structured_key_and_kwargs(text: str) -> tuple[str, dict[str, str]]: + key, sep, details = text.partition(":") + if sep: + return key.strip(), _parse_detail_kwargs(details) + match = _STRUCTURED_PAREN_RE.fullmatch(text.strip()) + if not match: + return "", {} + return match.group("key").strip(), _parse_detail_kwargs(match.group("details")) + + +def _localize_structured_text(text: Any, *, translator: Callable[..., str]) -> str: + value = str(text or "").strip() + if not value: + return "" + translation_key, kwargs = _structured_key_and_kwargs(value) + if translation_key: + for nested_key in ("reason", "reasons"): + if nested_key in kwargs: + kwargs[nested_key] = _base_localize_notification_text( + kwargs[nested_key], + translator=translator, + ) + translated = translator(translation_key, **kwargs) if kwargs else translator(translation_key) + if translated != translation_key: + return translated + translated = translator(value) + if translated != value: + return translated + return _base_localize_notification_text(value, translator=translator) + + +def _is_dashboard_signal_line(line: str) -> bool: + text = str(line or "").strip() + text = text.removeprefix("-").strip() + if not text: + return False + lowered = text.lower() + return ( + text.startswith("🎯") + or lowered.startswith(("signal:", "signal：")) + or text.startswith(("信号:", "信号：")) + or "small account warning" in lowered + or "小账户提示" in text + ) + + def _format_dashboard_lines( portfolio: Mapping[str, Any], execution: Mapping[str, Any], @@ -153,7 +291,15 @@ def _format_dashboard_lines( ) -> list[str]: dashboard_text = str(execution.get("dashboard_text") or "").strip() if dashboard_text: - return [line.rstrip() for line in dashboard_text.splitlines() if line.strip()] + has_signal_display = bool(str(execution.get("signal_display") or "").strip()) + lines = [] + for line in dashboard_text.splitlines(): + if not line.strip(): + continue + if has_signal_display and _is_dashboard_signal_line(line): + continue + lines.append(_base_localize_notification_text(line.rstrip(), translator=translator)) + return lines lines = [translator("account_overview_title")] total_equity = _safe_float(portfolio.get("total_equity")) @@ -234,9 +380,25 @@ def _first_summary(value: Any, *, translator: Callable[..., str]) -> str: if not text: return "" summary = text.split(" | ", 1)[0].strip() - key = f"signal_state_{summary.lower()}" - translated = translator(key) - return translated if translated != key else summary + structured = _localize_structured_text(summary, translator=translator) + if structured and structured != summary: + return structured + normalized = summary.lower() + for key in (f"signal_state_{normalized}", f"signal_{normalized}"): + translated = translator(key) + if translated != key: + return translated + return structured or _base_localize_notification_text(summary, translator=translator) + + +def _detail_lines(value: Any, *, translator: Callable[..., str]) -> list[str]: + segments = [segment.strip() for segment in str(value or "").split(" | ") if segment.strip()] + details = [] + for segment in segments[1:]: + localized = _localize_structured_text(segment, translator=translator) + if localized: + details.append(localized) + return details def _format_signal_lines(execution: Mapping[str, Any], *, translator: Callable[..., str]) -> list[str]: @@ -247,6 +409,7 @@ def _format_signal_lines(execution: Mapping[str, Any], *, translator: Callable[. lines.append(translator("market_status_line", status=status)) if signal: lines.append(translator("signal_line", signal=signal)) + lines.extend(f" - {line}" for line in _detail_lines(execution.get("signal_display"), translator=translator)) return lines @@ -329,7 +492,11 @@ def render_cycle_summary(result: Mapping[str, Any], *, lang: str = "en") -> str: for item in skipped ) has_rebalance_attempt = bool(submitted or target_diff_lines or has_meaningful_skip) - strategy_name = str(result.get("strategy_display_name") or result.get("strategy_profile") or "").strip() + strategy_profile = str(result.get("strategy_profile") or "").strip() + strategy_name = str(result.get("strategy_display_name") or strategy_profile).strip() + translated_strategy_name = translator(f"strategy_name_{strategy_profile}") if strategy_profile else "" + if translated_strategy_name and translated_strategy_name != f"strategy_name_{strategy_profile}": + strategy_name = translated_strategy_name account = str(result.get("account") or "").strip() lines = [translator("rebalance_title" if has_rebalance_attempt else "heartbeat_title")] if strategy_name: diff --git a/tests/test_rebalance_service.py b/tests/test_rebalance_service.py index f73b891..c2cbf0f 100644 --- a/tests/test_rebalance_service.py +++ b/tests/test_rebalance_service.py @@ -184,6 +184,53 @@ def test_render_cycle_summary_formats_skipped_orders_in_unified_chinese_template assert "targets:" not in message +def test_render_cycle_summary_localizes_strategy_signal_codes(): + message = render_cycle_summary( + { + "account": "****1234", + "strategy_profile": "soxl_soxx_trend_income", + "strategy_display_name": "SOXL/SOXX 半导体趋势收益", + "dry_run_only": True, + "portfolio": { + "total_equity": 0.0, + "liquid_cash": 0.0, + "portfolio_rows": (("SOXL", "SOXX", "BOXX"), ("QQQI", "SPYI")), + "market_values": {"SOXL": 0.0, "SOXX": 0.0, "BOXX": 0.0, "QQQI": 0.0, "SPYI": 0.0}, + "quantities": {"SOXL": 0, "SOXX": 0, "BOXX": 0, "QQQI": 0, "SPYI": 0}, + }, + "allocation": {"targets": {"SOXL": 0.0, "SOXX": 0.0, "BOXX": 0.0, "QQQI": 0.0, "SPYI": 0.0}}, + "execution": { + "reserved_cash": 0.0, + "investable_cash": 0.0, + "dashboard_text": "\n".join( + ( + "📌 策略账户概览", + "💼 策略持仓", + " - SOXL: $0.00 / 0股", + "🎯 信号: signal_blend_gate_risk_on: soxl_ratio=70.0%, soxx_ratio=20.0%, trend_symbol=SOXX, window=140", + ) + ), + "status_display": "market_status_blend_gate_risk_on: asset=SOXX+SOXL", + "signal_display": "signal_blend_gate_risk_on: soxl_ratio=70.0%, soxx_ratio=20.0%, trend_symbol=SOXX, window=140 | small_account_warning_note: min_recommended_equity=$1,000, portfolio_equity=$0, reason=integer-share minimum position sizing may prevent backtest replication", + "signal_date": "2026-05-23", + "effective_date": "2026-05-25", + "execution_timing_contract": "next_trading_day", + }, + "submitted_orders": [], + "skipped_orders": [], + }, + lang="zh", + ) + + assert "📊 市场状态: 🚀 风险开启（SOXX+SOXL）" in message + assert "🎯 信号: SOXX 站上 140 日门槛线，持有 SOXL 70.0% + SOXX 20.0%" in message + assert " - 小账户提示：净值 $0 低于建议 $1,000；整数股和最小仓位限制可能导致实盘无法完全复现回测" in message + assert message.count("🎯 信号:") == 1 + assert "signal_blend_gate_risk_on" not in message + assert "soxl_ratio" not in message + assert "small_account_warning_note" not in message + + def test_render_cycle_summary_formats_skipped_orders_in_unified_english_template(): message = render_cycle_summary( {