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fix: 资格基准按市场区分——港股用下跌市时段基准(A股仍全年),修复港股策略bench误用A股基准

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xxm
2026-08-16 10:44:08 +08:00
parent 38e19fcc2c
commit 0a557d0430
1 changed files with 11 additions and 7 deletions
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server.py
+11 -7
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@@ -651,7 +651,10 @@ def api_research_strategies():
from strategy_qualify import get_benchmarks as _qbench, evaluate_all_regimes as _qeval, is_available as _qavail, load_availability as _qload
except Exception:
_qbench = _qeval = _qavail = _qload = None
_qbench_data = _qbench() if _qbench else {}
# 2026-08-16 基准按市场：A股=全年大盘，港股=下跌市时段基准（老莫确认口径）
_qbench_a = _qbench('a') if _qbench else {}
_qbench_hk = _qbench('hk') if _qbench else {}
_qbench_data = _qbench_a # 默认 A股（兼容旧逻辑）
pt = request.args.get('period_tag')
strats = list_strategies(period_tag=pt)
# 2026-08-13 温区自适应：为每个策略附加各温区表现（strategy_regime_perf）
@@ -797,7 +800,8 @@ def api_research_strategies():
s['best_regime'] = _best_regime_map.get(s['version'])
# 2026-08-16 资格评估（标准A）——per-regime，策略可适应多个温区
_mkt_v = (s.get('market') or 'a') if (s.get('market') or 'a') != 'all' else 'a'
_quals = _qeval(s['version'], _mkt_v, bench=_qbench_data) if _qeval else {}
_qbench_for_mkt = _qbench_hk if _mkt_v == 'hk' else _qbench_a
_quals = _qeval(s['version'], _mkt_v, bench=_qbench_for_mkt) if _qeval else {}
s['qualification'] = {}
for _rg, _q in _quals.items():
s['qualification'][_rg] = {
@@ -805,8 +809,8 @@ def api_research_strategies():
'short_ok': _q.get('short_ok'),
'cagr_10y': _q.get('cagr_10y'), 'cagr_2y': _q.get('cagr_2y'),
'cagr_1y': _q.get('cagr_1y'),
'bench_10y': _qbench_data.get('10y'), 'bench_2y': _qbench_data.get('2y'),
'bench_1y': _qbench_data.get('1y'),
'bench_10y': _qbench_for_mkt.get('10y'), 'bench_2y': _qbench_for_mkt.get('2y'),
'bench_1y': _qbench_for_mkt.get('1y'),
}
# ── 2026-08-16 资格判定用【策略自身适应温区 best_regime】的 qualification ──
# （bug修复：原用当前市场温区，趋势市策略在当前温区(如trend_down)无资格数据→误判不合格）
@@ -848,7 +852,7 @@ def api_research_strategies():
s['state'] = 'unavailable'
s['state_reason'] = '长期不合格(10y适应温区年化%s%%<大盘%s%%)' % (
round(_cur_regime_q['cagr_10y'], 1) if _cur_regime_q and _cur_regime_q.get('cagr_10y') is not None else '?',
_qbench_data.get('10y'))
_qbench_for_mkt.get('10y'))
elif _qual_ok_2:
s['state'] = 'available'
s['state_reason'] = '长期+近期达标，待当下确认'
@@ -864,11 +868,11 @@ def api_research_strategies():
if not _m_ok and _l_ok:
s['qual_warning'] = '⚠️近期转差: 2y年化%s%%<大盘%s%%' % (
round(_cur_regime_q['cagr_2y'], 1) if _cur_regime_q.get('cagr_2y') is not None else '?',
_qbench_data.get('2y'))
_qbench_for_mkt.get('2y'))
if _cur_regime_q and not s.get('manual_available') and _s_ok:
s['qual_warning'] = '🔄近期回升: 1y年化%s%%>大盘%s%%，可考虑重新启用' % (
round(_cur_regime_q['cagr_1y'], 1) if _cur_regime_q.get('cagr_1y') is not None else '?',
_qbench_data.get('1y'))
_qbench_for_mkt.get('1y'))
# 2026-08-13 关键修复：激活策略必须始终在列表中（即使该 period 无回测记录）
# 否则 2y 等默认周期下激活策略缺失（只显示 v_oversold）。