393 lines
16 KiB
Python
393 lines
16 KiB
Python
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"""风控规则引擎（纯代码，不调用 LLM）。
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读 risk_rule 表（表驱动参数）→ 按 rule_id 路由到判断函数 → 传入当前订单 +
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客户画像/账户/注册时间 + 历史成交流水 → 输出命中规则列表。
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设计约定：
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- 聚合规则统计「历史成交流水」（当前订单尚未成交，不计入历史），阈值即历史累计；
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当前这笔的金额/类型由单笔规则（R001~R004、R015~R018）单独判断。
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- 阈值来自 risk_rule.threshold（JSON），代码只存判断逻辑，参数可运营调整。
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"""
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from __future__ import annotations
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from collections import defaultdict
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from dataclasses import dataclass
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from datetime import datetime, timedelta
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from decimal import Decimal
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from typing import Any
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from sqlalchemy.ext.asyncio import AsyncSession
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from model.fin_customer_profile import FinCustomerProfile
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from model.fin_holdings import FinHoldings
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from model.fin_product import FinProduct
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from model.fin_transaction import FinTransaction
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from model.risk_rule import RiskRule
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from model.sys_user import SysUser
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from model.trade_order import TradeOrder
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from repositories.fin_customer_profile import FinCustomerProfileRepo
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from repositories.fin_holdings import FinHoldingsRepo
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from repositories.fin_product import FinProductRepo
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from repositories.fin_transaction import FinTransactionRepo
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from repositories.risk_rule import RiskRuleRepo
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# 风险等级 → 序号（兼容 R1~R5 与 保守~激进 两套口径）。
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_RISK_RANK = {
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"R1": 1, "R2": 2, "R3": 3, "R4": 4, "R5": 5,
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"保守": 1, "稳健": 2, "平衡": 3, "进取": 4, "激进": 5,
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}
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_LEVEL_RANK = {"低": 1, "中": 2, "高": 3}
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def _risk_rank(level: str | None) -> int | None:
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if not level:
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return None
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return _RISK_RANK.get(level.strip())
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def _int(threshold: dict[str, Any] | None, key: str, default: int) -> int:
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if not threshold or key not in threshold:
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return default
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return int(threshold[key])
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def _dec(threshold: dict[str, Any] | None, key: str, default: Decimal) -> Decimal:
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if not threshold or key not in threshold:
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return default
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return Decimal(str(threshold[key]))
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@dataclass
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class RuleHit:
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"""单条规则命中结果。"""
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rule: RiskRule
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detail: str
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transaction_ids: list[int]
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@dataclass
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class AlertSummary:
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"""命中规则列表聚合出的预警摘要。"""
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alert_type: str
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alert_level: str
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trigger_detail: str
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transaction_ids: list[int]
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confidence: Decimal
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@dataclass
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class _Ctx:
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"""一次检测预查的上下文（避免每条规则重复查库）。"""
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product: FinProduct | None
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profile: FinCustomerProfile | None
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holdings: FinHoldings | None
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history: list[FinTransaction]
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last_tx_time: datetime | None
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now: datetime
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def summarize(hits: list[RuleHit]) -> AlertSummary:
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"""聚合命中列表：级别取最高档，置信度按权重合成，详情拼接全部命中规则。
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confidence = 1 − Π(1 − weight_i)。
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"""
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if not hits:
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raise ValueError("无命中规则，无法聚合预警")
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top = max(hits, key=lambda h: _LEVEL_RANK[h.rule.risk_level])
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conf = Decimal("1")
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for h in hits:
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conf *= Decimal("1") - h.rule.weight
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confidence = (Decimal("1") - conf).quantize(Decimal("0.01"))
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detail = "；".join(
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f"{h.rule.rule_id} {h.rule.rule_name}：{h.detail}" for h in hits
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)
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tx_ids: list[int] = []
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seen: set[int] = set()
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for h in hits:
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for tid in h.transaction_ids:
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if tid not in seen:
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seen.add(tid)
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tx_ids.append(tid)
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return AlertSummary(
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alert_type=top.rule.rule_name,
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alert_level=top.rule.risk_level,
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trigger_detail=detail,
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transaction_ids=tx_ids,
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confidence=confidence,
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)
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class RiskEngine:
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"""规则引擎：detect(order, customer) -> 命中规则列表。"""
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def __init__(self, db: AsyncSession):
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self.db = db
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async def detect(self, order: TradeOrder, customer: SysUser) -> list[RuleHit]:
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rules = await RiskRuleRepo(self.db).list_enabled()
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now = datetime.now()
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history = await FinTransactionRepo(self.db).list_since(
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customer.id, now - timedelta(days=90)
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)
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ctx = _Ctx(
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product=await FinProductRepo(self.db).get(order.product_id),
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profile=await FinCustomerProfileRepo(self.db).get_by_customer_id(customer.id),
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holdings=await FinHoldingsRepo(self.db).get_by_customer_product(
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customer.id, order.product_id
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),
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history=history,
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last_tx_time=await FinTransactionRepo(self.db).get_last_transaction_time(
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customer.id
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),
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now=now,
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)
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hits: list[RuleHit] = []
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for rule in rules:
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hit = await self._dispatch(rule, order, customer, ctx)
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if hit is not None:
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hits.append(hit)
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return hits
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async def _dispatch(
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self, rule: RiskRule, order: TradeOrder, customer: SysUser, ctx: _Ctx
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) -> RuleHit | None:
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fn = getattr(self, f"_check_{rule.rule_id.lower()}", None)
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if fn is None:
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return None
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return await fn(rule, order, customer, ctx)
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# ------------------------------------------------------------------ A 类单笔
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async def _check_r001(self, rule, order, customer, ctx) -> RuleHit | None:
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if order.order_type != "申购" or order.amount is None:
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return None
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threshold = _dec(rule.threshold, "amount", Decimal("1000000"))
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if order.amount >= threshold:
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return RuleHit(rule, f"单笔申购金额 {order.amount} ≥ {threshold}", [])
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return None
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async def _check_r002(self, rule, order, customer, ctx) -> RuleHit | None:
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if order.order_type != "赎回" or order.amount is None:
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return None
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threshold = _dec(rule.threshold, "amount", Decimal("1000000"))
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if order.amount >= threshold:
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return RuleHit(rule, f"单笔赎回金额 {order.amount} ≥ {threshold}", [])
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return None
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async def _check_r003(self, rule, order, customer, ctx) -> RuleHit | None:
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if order.order_type != "申购" or order.amount is None:
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return None
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threshold = _dec(rule.threshold, "amount", Decimal("500000"))
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if order.amount >= threshold:
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return RuleHit(rule, f"单笔申购金额 {order.amount} ≥ {threshold}", [])
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return None
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async def _check_r004(self, rule, order, customer, ctx) -> RuleHit | None:
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if order.order_type != "赎回" or order.amount is None:
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return None
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threshold = _dec(rule.threshold, "amount", Decimal("500000"))
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if order.amount >= threshold:
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return RuleHit(rule, f"单笔赎回金额 {order.amount} ≥ {threshold}", [])
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return None
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async def _check_r014(self, rule, order, customer, ctx) -> RuleHit | None:
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if order.order_type != "申购":
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return None
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customer_rank = _risk_rank(ctx.profile.risk_level if ctx.profile else None)
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product_rank = _risk_rank(ctx.product.risk_level if ctx.product else None)
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if customer_rank is not None and product_rank is not None and customer_rank < product_rank:
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return RuleHit(
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rule,
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f"客户风险等级（{ctx.profile.risk_level}）低于产品（{ctx.product.risk_level}）",
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[],
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)
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return None
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async def _check_r020(self, rule, order, customer, ctx) -> RuleHit | None:
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start = (rule.threshold or {}).get("start", "00:00")
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end = (rule.threshold or {}).get("end", "06:00")
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start_hour = int(start.split(":")[0])
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end_hour = int(end.split(":")[0])
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if start_hour <= ctx.now.hour < end_hour:
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return RuleHit(rule, f"下单时间 {ctx.now:%H:%M} 落在 {start}–{end}", [])
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return None
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# ------------------------------------------------------------------ B 类聚合
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async def _check_r005(self, rule, order, customer, ctx) -> RuleHit | None:
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days = _int(rule.threshold, "days", 7)
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count = _int(rule.threshold, "count", 10)
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recent = [t for t in ctx.history if t.create_time >= ctx.now - timedelta(days=days)]
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if len(recent) >= count:
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return RuleHit(rule, f"近{days}天申赎 {len(recent)} 笔 ≥ {count}", [t.id for t in recent])
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return None
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async def _check_r006(self, rule, order, customer, ctx) -> RuleHit | None:
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days = _int(rule.threshold, "days", 1)
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count = _int(rule.threshold, "count", 5)
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recent = [t for t in ctx.history if t.create_time >= ctx.now - timedelta(days=days)]
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if len(recent) >= count:
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return RuleHit(rule, f"近{days}天申赎 {len(recent)} 笔 ≥ {count}", [t.id for t in recent])
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return None
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async def _check_r007(self, rule, order, customer, ctx) -> RuleHit | None:
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if order.order_type != "申购":
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return None
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days = _int(rule.threshold, "days", 3)
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count = _int(rule.threshold, "count", 5)
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max_amount = _dec(rule.threshold, "max_amount", Decimal("10000"))
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small = [
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t for t in ctx.history
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if t.create_time >= ctx.now - timedelta(days=days)
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and t.transaction_type == "申购"
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and t.amount < max_amount
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]
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if len(small) >= count:
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return RuleHit(rule, f"近{days}天小额申购 {len(small)} 笔 ≥ {count}", [t.id for t in small])
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return None
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async def _check_r008(self, rule, order, customer, ctx) -> RuleHit | None:
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if order.order_type != "赎回":
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return None
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days = _int(rule.threshold, "days", 7)
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bought = [
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t for t in ctx.history
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if t.product_id == order.product_id
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and t.transaction_type == "申购"
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and t.create_time >= ctx.now - timedelta(days=days)
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]
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if bought:
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first = min(t.create_time for t in bought)
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return RuleHit(rule, f"同产品 {first:%Y-%m-%d} 申购后 {days} 天内赎回", [t.id for t in bought])
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return None
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async def _check_r009(self, rule, order, customer, ctx) -> RuleHit | None:
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if order.order_type != "赎回":
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return None
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days = _int(rule.threshold, "days", 3)
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bought = [
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t for t in ctx.history
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if t.product_id == order.product_id
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and t.transaction_type == "申购"
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and t.create_time >= ctx.now - timedelta(days=days)
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]
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if bought and order.shares is not None:
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bought_shares = sum(
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((t.shares or Decimal("0")) for t in bought), Decimal("0")
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)
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if order.shares >= bought_shares:
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return RuleHit(rule, f"同产品近{days}天申购 {bought_shares} 份后全额赎回", [t.id for t in bought])
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return None
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async def _check_r010(self, rule, order, customer, ctx) -> RuleHit | None:
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if order.order_type != "赎回":
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return None
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hours = _int(rule.threshold, "hours", 24)
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bought = [
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t for t in ctx.history
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if t.transaction_type == "申购"
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and t.create_time >= ctx.now - timedelta(hours=hours)
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]
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if bought:
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return RuleHit(rule, f"入账后 {hours} 小时内赎回", [t.id for t in bought])
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return None
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async def _check_r011(self, rule, order, customer, ctx) -> RuleHit | None:
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days = _int(rule.threshold, "days", 7)
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amount = _dec(rule.threshold, "amount", Decimal("2000000"))
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recent = [t for t in ctx.history if t.create_time >= ctx.now - timedelta(days=days)]
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total = sum((t.amount for t in recent), Decimal("0"))
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if total >= amount:
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return RuleHit(rule, f"近{days}天累计申赎 {total} ≥ {amount}", [t.id for t in recent])
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return None
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async def _check_r012(self, rule, order, customer, ctx) -> RuleHit | None:
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days = _int(rule.threshold, "days", 30)
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amount = _dec(rule.threshold, "amount", Decimal("5000000"))
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recent = [t for t in ctx.history if t.create_time >= ctx.now - timedelta(days=days)]
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total = sum((t.amount for t in recent), Decimal("0"))
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if total >= amount:
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return RuleHit(rule, f"近{days}天累计申赎 {total} ≥ {amount}", [t.id for t in recent])
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return None
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|
|
|
|||
|
|
async def _check_r013(self, rule, order, customer, ctx) -> RuleHit | None:
|
|||
|
|
if order.amount is None:
|
|||
|
|
return None
|
|||
|
|
days = _int(rule.threshold, "days", 1)
|
|||
|
|
total_th = _dec(rule.threshold, "total", Decimal("1000000"))
|
|||
|
|
each_lt = _dec(rule.threshold, "each_lt", Decimal("500000"))
|
|||
|
|
today = [t for t in ctx.history if t.create_time >= ctx.now - timedelta(days=days)]
|
|||
|
|
amounts = [t.amount for t in today] + [order.amount]
|
|||
|
|
if (
|
|||
|
|
len(amounts) >= 2
|
|||
|
|
and all(a < each_lt for a in amounts)
|
|||
|
|
and sum(amounts, Decimal("0")) >= total_th
|
|||
|
|
):
|
|||
|
|
return RuleHit(
|
|||
|
|
rule,
|
|||
|
|
f"当日 {len(amounts)} 笔合计 {sum(amounts, Decimal('0'))} ≥ {total_th}，单笔均 < {each_lt}",
|
|||
|
|
[t.id for t in today],
|
|||
|
|
)
|
|||
|
|
return None
|
|||
|
|
|
|||
|
|
async def _check_r018(self, rule, order, customer, ctx) -> RuleHit | None:
|
|||
|
|
if order.order_type != "赎回" or order.amount is None:
|
|||
|
|
return None
|
|||
|
|
amount = _dec(rule.threshold, "amount", Decimal("100000"))
|
|||
|
|
holding = ctx.holdings
|
|||
|
|
if (
|
|||
|
|
holding is not None
|
|||
|
|
and holding.shares > 0
|
|||
|
|
and order.shares is not None
|
|||
|
|
and order.shares >= holding.shares
|
|||
|
|
and order.amount >= amount
|
|||
|
|
):
|
|||
|
|
return RuleHit(rule, f"赎回 {order.shares} 份清仓且金额 {order.amount} ≥ {amount}", [])
|
|||
|
|
return None
|
|||
|
|
|
|||
|
|
async def _check_r019(self, rule, order, customer, ctx) -> RuleHit | None:
|
|||
|
|
days = _int(rule.threshold, "days", 7)
|
|||
|
|
by_product: dict[int, dict[str, bool]] = defaultdict(
|
|||
|
|
lambda: {"申购": False, "赎回": False}
|
|||
|
|
)
|
|||
|
|
for t in ctx.history:
|
|||
|
|
if t.create_time >= ctx.now - timedelta(days=days):
|
|||
|
|
by_product[t.product_id][t.transaction_type] = True
|
|||
|
|
mutual = [pid for pid, types in by_product.items() if types["申购"] and types["赎回"]]
|
|||
|
|
if len(mutual) >= 2:
|
|||
|
|
return RuleHit(rule, f"近{days}天 {len(mutual)} 个产品互买互卖", [])
|
|||
|
|
return None
|
|||
|
|
|
|||
|
|
# ------------------------------------------------------------------ C 类客户
|
|||
|
|
|
|||
|
|
async def _check_r015(self, rule, order, customer, ctx) -> RuleHit | None:
|
|||
|
|
if order.amount is None:
|
|||
|
|
return None
|
|||
|
|
days = _int(rule.threshold, "days", 30)
|
|||
|
|
amount = _dec(rule.threshold, "amount", Decimal("500000"))
|
|||
|
|
registered_days = (ctx.now - customer.create_time).days
|
|||
|
|
if registered_days < days and order.amount >= amount:
|
|||
|
|
return RuleHit(rule, f"注册 {registered_days} 天（< {days}）且金额 {order.amount} ≥ {amount}", [])
|
|||
|
|
return None
|
|||
|
|
|
|||
|
|
async def _check_r016(self, rule, order, customer, ctx) -> RuleHit | None:
|
|||
|
|
if order.amount is None:
|
|||
|
|
return None
|
|||
|
|
days = _int(rule.threshold, "days", 90)
|
|||
|
|
amount = _dec(rule.threshold, "amount", Decimal("100000"))
|
|||
|
|
dormant = ctx.last_tx_time is None or ctx.last_tx_time < ctx.now - timedelta(days=days)
|
|||
|
|
if dormant and order.amount >= amount:
|
|||
|
|
return RuleHit(rule, f"{days} 天无交易后首笔 {order.amount} ≥ {amount}", [])
|
|||
|
|
return None
|
|||
|
|
|
|||
|
|
async def _check_r017(self, rule, order, customer, ctx) -> RuleHit | None:
|
|||
|
|
if order.amount is None:
|
|||
|
|
return None
|
|||
|
|
amount = _dec(rule.threshold, "amount", Decimal("100000"))
|
|||
|
|
if order.amount >= amount and order.amount % Decimal("10000") == 0:
|
|||
|
|
return RuleHit(rule, f"金额 {order.amount} 为整万且 ≥ {amount}", [])
|
|||
|
|
return None
|