From 016ada6512b9eee5d927e2851a298abac4076ddd Mon Sep 17 00:00:00 2001
From: xxm <xxm@mofin.local>
Date: Sun, 16 Aug 2026 12:56:40 +0800
Subject: [PATCH] =?UTF-8?q?feat:=20evolution=5Fengine=E6=8E=A5=E5=85=A5?=
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---
 evolution/evolution_engine.py | 59 +++++++++++++++++++++++++++++++++--
 1 file changed, 57 insertions(+), 2 deletions(-)

diff --git a/evolution/evolution_engine.py b/evolution/evolution_engine.py
index b673f62e..bbff4152 100644
--- a/evolution/evolution_engine.py
+++ b/evolution/evolution_engine.py
@@ -29,6 +29,7 @@ from datetime import datetime, timedelta
 
 sys.path.insert(0, "/home/hmo/MoFin")
 sys.path.insert(0, "/home/hmo/MoFin/deploy/profile-scripts")
+sys.path.insert(0, "/home/hmo/MoFin/evolution")
 
 DB = os.environ.get("MOFIN_DB", "/home/hmo/MoFin/data/mofin.db")
 WEIGHTS_JSON = "/home/hmo/MoFin/data/strategy_weights.json"
@@ -172,6 +173,54 @@ def get_parent_cagr(conn, version, market, period_tag=BT_PERIOD_TAG):
     return None, None
 
 
+def generate_hypothesis_variants(version, market, base_config, period_tag=BT_PERIOD_TAG):
+    """2026-08-16 数据归纳假设变体：从交易数据归纳可描述条件 → 生成加条件的策略版本
+    假设格式：{feature, direction(max/min), threshold} → 对应入场条件
+    返回 [{version, name, config, change_desc, evidence, hypothesis}]
+    """
+    try:
+        from hypothesis_miner import induce_hypotheses
+        hs, _ = induce_hypotheses(version, market, period_tag=period_tag)
+    except Exception:
+        hs = []
+    variants = []
+    for h in hs[:MAX_VARIANTS_TEST]:
+        feat = h["feature"]
+        direction = h["direction"]
+        threshold = h["threshold"]
+        # 映射到策略 config 的字段（A股 entry.filters/mr，港股 entry 顶层）
+        cfg = copy.deepcopy(base_config)
+        if market == "hk":
+            entry = cfg.get("entry", {})
+        else:
+            entry = cfg.get("entry", {})
+        # 字段名映射：面板字段 → 策略字段（多数同名，A股 mr 下）
+        key = feat
+        target = entry
+        # A股 config 是 {entry:{filters,mr}} 结构，找可放的位置
+        if market != "hk":
+            if "mr" in entry:
+                target = entry["mr"]
+            elif "filters" in entry:
+                target = entry["filters"]
+        if direction == "max":
+            target[key + "_max"] = threshold
+        else:
+            target[key + "_min"] = threshold
+        vname = f"evo_{version}_{key}_{direction}{threshold}"
+        variants.append({
+            "version": vname,
+            "name": f"自进化-{version}-规避{key}{direction}{threshold}",
+            "config": cfg,
+            "change_desc": f"[数据归纳] {h['hypothesis']}",
+            "evidence": h.get("evidence", ""),
+            "hypothesis": h.get("hypothesis", ""),
+            "field": key,
+            "delta": 0,
+        })
+    return variants
+
+
 def generate_variants(version, market, config):
     """生成变体参数建议：单变量 ±20%，最多 MAX_VARIANTS 个
     返回 [{version, name, config, change_desc, field, delta}]"""
@@ -330,7 +379,10 @@ def run_evolution():
             if not base:
                 log(f"  {v} 无港股策略定义，跳过")
                 continue
-            variants = generate_variants(v, mkt, base)
+            # 2026-08-16 优先数据归纳假设，无则参数变体
+            variants = generate_hypothesis_variants(v, mkt, base)
+            if not variants:
+                variants = generate_variants(v, mkt, base)
             verify_fn = verify_variant_hk
         else:
             try:
@@ -339,7 +391,10 @@ def run_evolution():
             except ValueError:
                 log(f"  {v} 不在标准回测体系（scanner 类策略），跳过变体研究")
                 continue
-            variants = generate_variants(v, mkt, base["config"])
+            # 2026-08-16 优先数据归纳假设，无则参数变体
+            variants = generate_hypothesis_variants(v, mkt, base["config"])
+            if not variants:
+                variants = generate_variants(v, mkt, base["config"])
             verify_fn = verify_variant_a
         if not variants:
             log(f"  {v} 无可用变体字段，跳过")