一、数据建模与预聚合

1. 数据源定义

CREATE TABLE user_actions (
  user_id STRING,
  event_time TIMESTAMP(3),
  action_type STRING, -- 交易/支付/评价
  amount DOUBLE,
  status STRING,      -- 交易状态（成功/失败）
  review_score INT,   -- 评价分数（1-5分）
  WATERMARK FOR event_time AS event_time - INTERVAL '5' MINUTE
) WITH (
  'connector' = 'kafka',
  'topic' = 'user_behavior',
  'format' = 'json'
);

2. 日维度滚动窗口预聚合

CREATE VIEW daily_metrics AS
SELECT 
  user_id,
  TUMBLE_START(event_time, INTERVAL '1' DAY) AS window_start,
  COUNT_IF(action_type = 'transaction' AND status = 'failed') AS daily_failed_trans,
  SUM_IF(amount, action_type = 'payment' AND amount > 10000) AS daily_high_payment,
  COUNT_IF(action_type = 'review' AND review_score <= 2) AS daily_negative_review
FROM user_actions
GROUP BY 
  user_id, 
  TUMBLE(event_time, INTERVAL '1' DAY); -- 按日滚动窗口聚合

关键优化：

• 使用COUNT_IF/SUM_IF过滤无效数据，减少后续处理量
• 预聚合结果写入Redis/HBase，支持快速合并计算 

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二、CEP规则定义（7天风险模式检测）

1. CEP模式语法

SELECT *
FROM daily_metrics
MATCH_RECOGNIZE (
  PARTITION BY user_id
  ORDER BY window_start
  MEASURES
    SUM(A.daily_failed_trans) AS total_failed,
    SUM(B.daily_high_payment) AS total_high_payment,
    LAST(C.daily_negative_review) AS last_negative_review,
    CASE 
      WHEN SUM(A.daily_failed_trans) >=1 AND 
           SUM(B.daily_high_payment) >=1 AND 
           LAST(C.daily_negative_review) >=1 THEN 'HIGH'
      ELSE 'LOW'
    END AS risk_level
  PATTERN (A+ B+ C) WITHIN INTERVAL '7' DAY  -- 7天内模式匹配
  DEFINE
    A AS daily_failed_trans >= 1,    -- 至少1次失败交易
    B AS daily_high_payment >= 1,    -- 至少1次大额支付（金额>1万）
    C AS daily_negative_review >= 1  -- 至少1次差评（评分≤2）
);

模式详解：

• A+：匹配连续多日（≥1天）的失败交易
• B+：匹配连续多日（≥1天）的大额支付
• C：匹配最后1次差评事件
• WITHIN限制整体时间窗口为7天 

2. 动态规则管理

-- 外部规则表（MySQL）
CREATE TABLE risk_rules (
  rule_id STRING,
  condition STRING, -- 如 'total_failed>=1 AND total_high_payment>=1'
  risk_level STRING,
  PRIMARY KEY (rule_id)
) WITH ('connector'='jdbc', ... );

-- 动态关联规则
SELECT r.risk_level, c.* 
FROM cep_results c
JOIN risk_rules FOR SYSTEM_TIME AS OF c.window_start AS r
ON c.risk_condition = r.condition;

优势：

• 规则热更新：修改MySQL规则后，通过PatternProcessorDiscoverer动态加载 
• 支持多级风险（如增加MEDIUM级别）

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三、性能优化策略

1. 状态管理

• 窗口状态TTL：设置14天过期（2倍窗口周期）
• RocksDB状态后端：支持TB级状态存储 
• 增量检查点：减少Checkpoint数据量 

2. 计算优化

• Local-Global聚合：先本地预聚合再全局合并 
• 水位线对齐：配置table.exec.source.idle-timeout防止窗口卡住 

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四、风险处置联动

1. 告警输出

INSERT INTO risk_alert
SELECT 
  user_id, 
  risk_level,
  PROCTIME() AS alert_time 
FROM cep_results 
WHERE risk_level = 'HIGH';

2. 实时阻断

// 自定义UDF调用风控API
@FunctionHint(output = @DataTypeHint("BOOLEAN"))
public class BlockUserFunction extends ScalarFunction {
  public boolean eval(String userId) {
    return RiskService.block(userId); // 调用外部风控系统
  }
}

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五、案例验证

测试数据示例：

user_id	日期	失败交易	大额支付	差评
U001	2025-02-16	1	0	0
U001	2025-02-18	0	1	0
U001	2025-02-20	0	0	1

输出结果：

user_id: U001, risk_level: HIGH 
window_start: 2025-02-16, window_end: 2025-02-23

总结

该方案通过FlinkSQL实现特征矩阵实时计算与CEP动态规则引擎结合，解决了传统风控模型规则更新滞后的问题。关键技术点包括：

1. 时态表关联（Temporal Table Join）实现实时-维度数据融合
2. MATCH_RECOGNIZE语法定义复杂事件模式 
3. 动态规则加载避免作业重启[[2][5]]

落地时可参考电商/金融行业案例，通过AB测试验证规则有效性（如误报率降低30%+)