自成长:分支评估+剪枝+报告接入

补齐「顺势而为 环境预判 策略多分枝」体系中缺失的组件:

branch_evaluator.py(新增)— 每30min评估所有策略树分支
  1. detect_scenario() 获取当前宏观情景
  2. 对42只股票评估哪个分支当前适用
  3. 适用分支 trigger_count+1, last_triggered=now
  4. 触发>=3次且成功率<30%→标记pruning_candidate
  5. 无决策树的股票自动初始化(init_default_branches)

prune_branches.py(新增)— 每日16:30收盘后剪枝
  阈值:触发>=3次且成功率<30%→裁掉并归档到pruned_branches
  Dad说「每周太低频」→改为每日

stale_push_wlin.py(修改)— 报告每只股增加分支行:
  【弱势震荡→buy_dip】价格回调到支撑区,弱势市场低吸

cron更新:
  分支扫描(b809fcabfa5b) → 指向branch_evaluator.py, 每30min
  剪枝(a3697c108c7b) → 指向prune_branches.py, 每日16:30

自成长核心:branch_evaluator 运行时自动发现并初始化无策略树股票,
252个分支已生成, trigger_count已开始累积, 反馈循环上线
This commit is contained in:
知微
2026-06-24 10:24:11 +08:00
parent eb86a9091e
commit 102a64d856
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#!/usr/bin/env python3
"""
branch_evaluator.py — 分支自成长引擎
每30分钟评估所有策略树的当前适用性:
1. 读取 decisions.json 中所有 strategy_tree.branches
2. 获取当前宏观情景(detect_scenario
3. 对每只股票获取实时价,评估哪些分支条件命中
4. 命中的分支 → trigger_count+1, last_triggered=now
5. 后续跟进:成功/失败取决于该分支被选中后5日盈亏(由price_monitor回填success_rate
6. 触发≥3次且成功率<30% → 标记 pruning_candidate
7. 写回 decisions.json
设计为 no_agent cron 脚本:非空输出→推送到XMPP,空输出→静默
"""
import json, sys, os, re
from datetime import datetime, date
# 路径
DECISIONS_PATH = "/home/hmo/web-dashboard/data/decisions.json"
PORTFOLIO_PATH = "/home/hmo/web-dashboard/data/portfolio.json"
# 引入 strategy_tree 模块
sys.path.insert(0, "/home/hmo/MoFin")
try:
import strategy_tree as st
except ImportError:
# 如果 MoFin 路径下找不到,尝试直接 exec
import importlib.util
spec = importlib.util.spec_from_file_location("st", "/home/hmo/MoFin/strategy_tree.py")
st = importlib.util.module_from_spec(spec)
spec.loader.exec_module(st)
def get_live_prices():
"""从 portfolio.json 读取实时价格"""
prices = {}
try:
with open(PORTFOLIO_PATH) as f:
pf = json.load(f)
for h in pf.get("holdings", []):
code = str(h.get("code", ""))
prices[code] = h.get("price", 0)
except Exception:
pass
return prices
def evaluate_all():
"""评估所有已触发策略树的分支"""
try:
with open(DECISIONS_PATH) as f:
data = json.load(f)
except Exception as e:
print(f"[错误] 读 decisions.json 失败: {e}", file=sys.stderr)
return
# 当前情景
scenario = st.detect_scenario()
scenario_id = scenario.get("id", "")
scenario_label = scenario.get("label", "未知")
prices = get_live_prices()
decisions = data.get("decisions", [])
total_triggered = 0
auto_init_count = 0
pruning_flags = []
for entry in decisions:
code = entry.get("code", "")
tree = entry.get("strategy_tree")
if not tree:
# 自初始化:无决策树的股票自动生成默认分支
try:
branches = st.init_default_branches(
code=code,
name=entry.get("name", ""),
entry_low=entry.get("entry_low", 0),
entry_high=entry.get("entry_high", 0),
stop_loss=entry.get("stop_loss", 0),
take_profit=entry.get("take_profit", 0),
)
tree = {"branches": branches, "initialized_at": datetime.now().isoformat()}
entry["strategy_tree"] = tree
auto_init_count += 1
except Exception:
continue
branches = tree.get("branches", [])
if not branches:
continue
price = prices.get(code, 0) or entry.get("price", 0)
shares = entry.get("shares", 0)
cost = entry.get("cost", 0)
# 评估所有分支
results = st.evaluate_branches(code, scenario_id, price, shares, cost)
now_ts = datetime.now().isoformat()
updated = False
for result in results:
br_id = result.get("branch_id", "")
# 找到对应分支更新trigger_count
for br in branches:
if br.get("id") == br_id:
if result.get("applicable"):
# 分支命中 → 增加触发计数
br["trigger_count"] = br.get("trigger_count", 0) + 1
br["last_triggered"] = now_ts
total_triggered += 1
updated = True
# 检查是否需要标记剪枝候补
tc = br["trigger_count"]
sr = br.get("success_rate")
if tc >= 3 and sr is not None and sr < 30:
br["pruning_candidate"] = True
pruning_flags.append(f"{code}/{br_id}(触发{tc}次/成功率{sr}%)")
break
if updated:
# 回写 strategy_tree
entry["strategy_tree"] = tree
# 标记评估时间
tree["last_evaluated"] = now_ts
# 写回文件
with open(DECISIONS_PATH, "w") as f:
json.dump(data, f, indent=2, ensure_ascii=False)
# 输出摘要(空 = 静默)
lines = []
init_note = f" | 自动初始化{auto_init_count}" if auto_init_count else ""
lines.append(f"【分支评估】情景{scenario_label}({scenario_id}) | 命中{total_triggered}{init_note}")
if pruning_flags:
lines.append(f"需剪枝{len(pruning_flags)}个分支:")
for f in pruning_flags:
lines.append(f"{f}")
else:
lines.append("无需剪枝的分支")
out = "\n".join(lines)
print(out)
return out
if __name__ == "__main__":
evaluate_all()