support title with details, and only output records which volume ratio greater than huge volume mean value.

core/biz/market_monitor.py

@@ -55,10 +55,13 @@ def create_metrics_report(
             f"symbol: {symbol} {bar} window_size: {window_size} date_time: {date_time} 下跌，不发送相关数据"
         )
         return
+    volume_ratio = round(float(row["volume_ratio"]), 4)
+    change = "涨" if pct_chg > 0 else "跌"
+    brief = f"{symbol} {bar} 量率: {volume_ratio} {change}: {pct_chg}%"
     if huge_volume == 1:
-        contents.append(f"## 交易巨量报告")
+        contents.append(f"## {brief} 交易巨量报告")
     else:
-        contents.append(f"## 交易量报告")
+        contents.append(f"## {brief} 交易量报告")
     if now_datetime_str is not None:
         contents.append(f"## {symbol} {bar} 滑动窗口: {window_size} 最新数据时间: {now_datetime_str}")
     else:
@@ -72,7 +75,6 @@ def create_metrics_report(
     volume = round(float(row["volume"]), 4)
     volCcy = round(float(row["volCcy"]), 4)
     volCCyQuote = round(float(row["volCCyQuote"]), 4)
-    volume_ratio = round(float(row["volume_ratio"]), 4)
     spike_intensity = round(float(row["spike_intensity"]), 4)
     close_80_high = int(row["close_80_high"])
     close_20_low = int(row["close_20_low"])

market_monitor_main.py

@@ -66,6 +66,7 @@ class MarketMonitorMain:
         symbol: str,
         bar: str,
         only_output_huge_volume: bool = False,
+        only_output_over_mean_volume: bool = False,
         only_output_rise: bool = False,
     ):
         """
@@ -135,6 +136,16 @@ class MarketMonitorMain:
         if only_output_huge_volume:
             if realtime_row["huge_volume"] == 1:
                 logging.info(f"监控到巨量: {symbol} {bar} 窗口大小: {self.window_size}")
+                if only_output_over_mean_volume:
+                    # 获得huge_volume==1时的volume_ratio的均量
+                    mean_huge_volume_ratio = real_time_data[real_time_data["huge_volume"] == 1]["volume_ratio"].mean()
+                    if realtime_row["volume_ratio"] >= mean_huge_volume_ratio:
+                        logging.info(f"监控到巨量且超过均量: {symbol} {bar} 窗口大小: {self.window_size}")
+                    else:
+                        logging.info(
+                            f"监控到巨量但未超过均量: {symbol} {bar} 窗口大小: {self.window_size}，退出本次监控"
+                        )
+                        return
             else:
                 logging.info(
                     f"监控到非巨量: {symbol} {bar} 窗口大小: {self.window_size}，退出本次监控"
@@ -233,6 +244,7 @@ class MarketMonitorMain:
     def batch_monitor_realtime_market(
         self,
         only_output_huge_volume: bool = True,
+        only_output_over_mean_volume: bool = True,
         only_output_rise: bool = True,
     ):
         for symbol in self.market_data_main.symbols:
@@ -245,6 +257,7 @@ class MarketMonitorMain:
                         symbol,
                         bar,
                         only_output_huge_volume,
+                        only_output_over_mean_volume,
                         only_output_rise,
                     )
                 except Exception as e:

monitor_schedule.py

@@ -11,6 +11,7 @@ def monitor_schedule():
     while True: # 每分钟监控一次
         market_monitor_main.batch_monitor_realtime_market(
             only_output_huge_volume=True,
+            only_output_over_mean_volume=True,
             only_output_rise=False,
         )
         logging.info("本次循环监控结束，等待30秒")