feat: 温区自适应全链路——动态策略库(regime_perf全策略×温区实测,含被埋没的v_mr_sel trend_down 93%/v7.3 trend_up 94%), router v5按当前温区激活, 选股(mr_scanner/predictive_oversold平滑温区门控)+买卖(price_monitor非激活抑制买入机会风控仍推)+重评(strategy_lifecycle平滑温区trend_down vs 原始choppy)全接入, 前端research Tab温区横幅+温度+激活策略

2026-08-13 10:36:00 +08:00
parent a62b05f11d
commit 1094bf75af
4 changed files with 310 additions and 2 deletions
@@ -0,0 +1,100 @@
+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+"""regime_gate.py — 温区门控共享工具（2026-08-13）
+
+scanner/重评统一调用：读取当前温区（优先平滑 K=5，回退原始 market_regime），
+判断某策略是否在当前温区激活。
+
+用法：
+  from regime_gate import get_current_regime, is_strategy_active, strategy_enabled
+  rg = get_current_regime()          # {"regime": "trend_down", "date": "..."}
+  ok = is_strategy_active("v_weak")  # 该策略是否当前温区激活（读 strategy_weights.json）
+"""
+import json
+import sqlite3
+from pathlib import Path
+
+MOFIN_DATA = "/home/hmo/MoFin/data"
+WEIGHTS_FILE = Path(MOFIN_DATA) / "strategy_weights.json"
+SMOOTHED_FILE = Path(MOFIN_DATA) / "market_regime_smoothed.json"
+DB = Path(MOFIN_DATA) / "mofin.db"
+
+_cache_regime = None
+_cache_weights = None
+
+
+def get_current_regime(use_smoothed=True):
+    """读取当前温区。优先平滑(K=5)，回退原始 market_regime。返回 {"regime","date"}"""
+    global _cache_regime
+    if _cache_regime:
+        return _cache_regime
+    # 1. 平滑温区（regime_tracker K=5）
+    if use_smoothed:
+        try:
+            if SMOOTHED_FILE.exists():
+                d = json.loads(SMOOTHED_FILE.read_text(encoding="utf-8"))
+                _cache_regime = {
+                    "regime": d.get("current_regime", "unknown"),
+                    "date": d.get("current_date", ""),
+                }
+                return _cache_regime
+        except Exception:
+            pass
+    # 2. 原始 market_regime 表
+    try:
+        conn = sqlite3.connect(str(DB), timeout=30)
+        conn.execute("PRAGMA busy_timeout=30000")
+        row = conn.execute(
+            "SELECT date, regime FROM market_regime ORDER BY date DESC LIMIT 1"
+        ).fetchone()
+        conn.close()
+        if row:
+            _cache_regime = {"regime": row[1], "date": row[0]}
+            return _cache_regime
+    except Exception:
+        pass
+    return {"regime": "unknown", "date": ""}
+
+
+def _load_weights():
+    """读取 strategy_weights.json（缓存）"""
+    global _cache_weights
+    if _cache_weights is not None:
+        return _cache_weights
+    try:
+        if WEIGHTS_FILE.exists():
+            _cache_weights = json.loads(WEIGHTS_FILE.read_text(encoding="utf-8"))
+            return _cache_weights
+    except Exception:
+        pass
+    _cache_weights = {}
+    return _cache_weights
+
+
+def is_strategy_active(strategy_name):
+    """该策略是否在当前温区激活（matched）。无数据默认激活"""
+    w = _load_weights()
+    if not w or not w.get("weights"):
+        return True
+    entry = w["weights"].get(strategy_name)
+    if entry is None:
+        return True  # 不在权重表 → 默认激活（持仓管理类）
+    return entry.get("matched", True)
+
+
+def strategy_enabled(strategy_name):
+    """该策略权重>0（激活 + 非0乘数）"""
+    w = _load_weights()
+    if not w or not w.get("weights"):
+        return True
+    entry = w["weights"].get(strategy_name)
+    if entry is None:
+        return True
+    return entry.get("weight", 0) > 0
+
+
+if __name__ == "__main__":
+    rg = get_current_regime()
+    print(f"当前温区: {rg['regime']} ({rg['date']})")
+    for s in ["v_weak", "v_oversold", "v_next4", "s2_panic", "v_mr_sel"]:
+        print(f"  {s}: active={is_strategy_active(s)} enabled={strategy_enabled(s)}")