feat: 温区双市场改造——market_regime/temp_band/regime_tracker/regime_perf支持market维度(A股默认行为不变,港股hkHSI独立温区)+migrate_regime_market迁移脚本(4表加market列,幂等+备份)+backfill_hk_index恒指历史回填脚本

deploy/profile-scripts/backfill_hk_index.py

@@ -0,0 +1,90 @@
+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+"""backfill_hk_index.py — 恒生指数(hkHSI)历史日K回填（一次性脚本）
+
+背景（阶段3 港股接入）：stock_daily 的 hkHSI 仅 2024 起（643 条），温区回填
+需要更长历史（对齐 A 股约 10 年）。本脚本从腾讯日K接口拉取 hkHSI 全量历史
+（约 3000 根 ≈ 12 年），写入 stock_daily。
+
+数据源（与 market_data.fetch_tx_klines 同一腾讯接口，hkHSI 已验证返回 day 键）：
+  http://ifzq.gtimg.cn/appstock/app/fqkline/get?param=hkHSI,day,,,{count},qfq
+
+用法：
+  python3 backfill_hk_index.py              # 拉 3000 根（约12年）
+  python3 backfill_hk_index.py --count 4000
+
+写入：INSERT OR IGNORE（(code,date) 唯一键防重复，已有日期跳过）。
+"""
+import json
+import sqlite3
+import sys
+import urllib.request
+from pathlib import Path
+
+_SCRIPT_DIR = Path(__file__).resolve().parent
+_MOFIN_ROOT = _SCRIPT_DIR.parent.parent
+DB_PATH = Path(_MOFIN_ROOT) / "data" / "mofin.db"
+
+UA = "Mozilla/5.0"
+INDEX_CODE = "hkHSI"
+
+
+def fetch_hsi(count=3000):
+    """从腾讯接口拉 hkHSI 日K（count 根）"""
+    url = (f"http://ifzq.gtimg.cn/appstock/app/fqkline/get?"
+           f"param={INDEX_CODE},day,,,{count},qfq")
+    req = urllib.request.Request(url, headers={"User-Agent": UA})
+    opener = urllib.request.build_opener(urllib.request.ProxyHandler({}))
+    with opener.open(req, timeout=30) as r:
+        text = r.read().decode("utf-8", errors="replace")
+    data = json.loads(text)
+    node = data.get("data", {}).get(INDEX_CODE, {})
+    bars = node.get("qfqday") or node.get("day") or []
+    return bars
+
+
+def main():
+    count = 3000
+    for a in sys.argv[1:]:
+        if a.startswith("--count"):
+            count = int(a.split("=")[-1] if "=" in a else sys.argv[sys.argv.index(a) + 1])
+
+    print(f"拉取 {INDEX_CODE} 最近 {count} 根日K...")
+    bars = fetch_hsi(count)
+    if not bars:
+        print("拉取失败/为空，终止")
+        return 1
+    print(f"拉到 {len(bars)} 根，时间范围 {bars[0][0]} ~ {bars[-1][0]}")
+
+    conn = sqlite3.connect(str(DB_PATH), timeout=30)
+    conn.execute("PRAGMA busy_timeout=30000")
+    # stock_daily 列：code, date, open, close, high, low, volume（与 daily_kline_collector 一致）
+    inserted = 0
+    skipped = 0
+    for b in bars:
+        # 格式: [date, open, close, high, low, volume, ...]
+        try:
+            date, open_, close, high, low = b[0], b[1], b[2], b[3], b[4]
+            volume = float(b[5]) if len(b) > 5 and b[5] not in (None, "") else 0
+        except (IndexError, ValueError):
+            skipped += 1
+            continue
+        cur = conn.execute(
+            "INSERT OR IGNORE INTO stock_daily (code, date, open, close, high, low, volume) "
+            "VALUES (?,?,?,?,?,?,?)",
+            (INDEX_CODE, date, float(open_), float(close), float(high), float(low), volume)
+        )
+        inserted += cur.rowcount
+    conn.commit()
+    # 验证
+    total = conn.execute(
+        "SELECT COUNT(*), MIN(date), MAX(date) FROM stock_daily WHERE code=?", (INDEX_CODE,)
+    ).fetchone()
+    conn.close()
+    print(f"写入 {inserted} 根（跳过 {skipped} 根格式异常 / 已有日期自动 IGNORE）")
+    print(f"stock_daily 的 {INDEX_CODE}: 共 {total[0]} 条，{total[1]} ~ {total[2]}")
+    return 0
+
+
+if __name__ == "__main__":
+    sys.exit(main())

deploy/profile-scripts/market_regime.py

@@ -24,8 +24,9 @@ regime 分类（与回测 v_next4/v_mr 分工对齐）：
   python3 market_regime.py --print    # 只打印当前市场状态
   作为库: from market_regime import compute_regime, load_market_regime
 
-写表: market_regime(date PK, above_ma20, ma20_slope, roc, adx, regime, close, created_at)
-数据源: mofin.db stock_daily 的 sh000001（import_full_stocks 每日收盘后更新，
+写表: market_regime((date, market) PK, above_ma20, ma20_slope, roc, adx, regime, close, created_at)
+     market='a'(A股 sh000001) / 'hk'(港股 hkHSI)，同一交易日两个市场各一条（2026-08-14 阶段3 双市场）
+数据源: mofin.db stock_daily 的 sh000001/hkHSI（每日收盘后更新，
         盘中用最新可得日线，未收盘日不计入最终判断，adx 用真实历史）。
 """
 import sys
@@ -167,8 +168,8 @@ def compute_regime(index_code=INDEX_CODE, db_path=None, lookback_days=120):
     }
 
 
-def save_regime(regime, db_path=None):
-    """写入 market_regime 表（按 date 去重，同日覆盖）"""
+def save_regime(regime, market='a', db_path=None):
+    """写入 market_regime 表（按 (date, market) 去重，同日同市场覆盖）"""
     if not regime:
         return False
     db = db_path or DB_PATH
@@ -176,22 +177,25 @@ def save_regime(regime, db_path=None):
     try:
         conn.execute("""
             CREATE TABLE IF NOT EXISTS market_regime (
-                date TEXT PRIMARY KEY,
+                date TEXT NOT NULL,
+                market TEXT NOT NULL DEFAULT 'a',
                 above_ma20 INTEGER,
                 ma20_slope REAL,
                 roc REAL,
                 adx REAL,
                 regime TEXT,
                 close REAL,
-                created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP
+                created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
+                PRIMARY KEY (date, market)
             )
         """)
         conn.execute("""
             INSERT OR REPLACE INTO market_regime
-                (date, above_ma20, ma20_slope, roc, adx, regime, close, created_at)
-            VALUES (?, ?, ?, ?, ?, ?, ?, CURRENT_TIMESTAMP)
+                (date, market, above_ma20, ma20_slope, roc, adx, regime, close, created_at)
+            VALUES (?, ?, ?, ?, ?, ?, ?, ?, CURRENT_TIMESTAMP)
         """, (
             regime["date"],
+            market,
             1 if regime["above_ma20"] else 0,
             regime.get("ma20_slope"),
             regime.get("roc"),
@@ -205,14 +209,16 @@ def save_regime(regime, db_path=None):
     return True
 
 
-def load_market_regime(db_path=None):
-    """读取最新 market_regime（供 strategy_lifecycle 等消费方调用）"""
+def load_market_regime(db_path=None, market='a'):
+    """读取指定市场最新 market_regime（供 strategy_lifecycle 等消费方调用）。
+    market='a' 默认 → 与改造前行为完全一致（A 股温区）"""
     db = db_path or DB_PATH
     conn = sqlite3.connect(str(db), timeout=5)
     try:
         row = conn.execute(
             "SELECT date, above_ma20, ma20_slope, roc, adx, regime, close "
-            "FROM market_regime ORDER BY date DESC LIMIT 1").fetchone()
+            "FROM market_regime WHERE market=? ORDER BY date DESC LIMIT 1",
+            (market,)).fetchone()
     finally:
         conn.close()
     if not row:
@@ -236,21 +242,33 @@ REGIME_DESC = {
 
 
 def main():
-    regime = compute_regime()
-    if "--print" in sys.argv or not regime:
-        if not regime:
-            print("sh000001 数据不足，无法计算市场状态")
-            return 1
-        print(json.dumps(regime, ensure_ascii=False, indent=2))
-        print(f"判断: {REGIME_DESC.get(regime['regime'], '')}")
-        return 0
-    ok = save_regime(regime)
-    if ok:
-        print(f"[market_regime] {regime['date']} → {regime['regime']} "
-              f"(above_ma20={regime['above_ma20']} adx={regime['adx']} "
-              f"slope={regime['ma20_slope']} roc={regime['roc']})")
-    else:
-        print("[market_regime] 写入失败")
+    # 双市场：A股(sh000001) + 港股(hkHSI)，各自独立温区
+    results = {}
+    for market, index_code in (("a", INDEX_CODE), ("hk", INDEX_CODE_HK)):
+        r = compute_regime(index_code=index_code)
+        if not r:
+            print(f"[market_regime] {index_code} 数据不足，跳过 {market} 市场", flush=True)
+            continue
+        results[market] = (index_code, r)
+
+    if "--print" in sys.argv:
+        for market, (idx, regime) in results.items():
+            print(json.dumps(regime, ensure_ascii=False, indent=2))
+            print(f"[{market}] {idx} 判断: {REGIME_DESC.get(regime['regime'], '')}")
+        return 0 if results else 1
+
+    ok_any = False
+    for market, (idx, regime) in results.items():
+        ok = save_regime(regime, market=market)
+        if ok:
+            ok_any = True
+            print(f"[market_regime] {market} {regime['date']} → {regime['regime']} "
+                  f"(above_ma20={regime['above_ma20']} adx={regime['adx']} "
+                  f"slope={regime['ma20_slope']} roc={regime['roc']})")
+        else:
+            print(f"[market_regime] {market} 写入失败")
+    if not ok_any:
+        print("[market_regime] 两个市场均写入失败/数据不足")
         return 1
     return 0
 

deploy/profile-scripts/migrate_regime_market.py

@@ -0,0 +1,222 @@
+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+"""migrate_regime_market.py — 温区系统双市场表迁移（一次性脚本）
+
+背景（阶段3 港股接入）：温区相关 4 张表加 market 维度（'a' A股 / 'hk' 港股），
+A 股历史数据统一回填 market='a'，与改造前语义完全一致。
+
+迁移表与方式：
+  - market_regime        : 重建。主键 date → (date, market)。旧数据 market='a'
+  - strategy_regime_perf : 重建。主键 (strategy,regime) → (strategy,regime,market)
+  - market_indicators    : 重建。主键 date → (date, market)。旧数据 market='a'
+  - regime_cycles        : ALTER 加列（主键 id 不变，无需重建）
+
+幂等：每张表先查 market 列是否已存在，已存在则跳过（可重复执行）。
+备份：迁移前每张表备份为 xxx_bak_20260814（CREATE TABLE AS SELECT，含数据，
+      不含约束——回滚时数据完整可导回）。数据库另有每日备份。
+
+用法：
+  python3 migrate_regime_market.py            # 迁移全部 4 张表
+  python3 migrate_regime_market.py --check    # 只检查现状，不迁移
+"""
+import sqlite3
+import sys
+from pathlib import Path
+
+_SCRIPT_DIR = Path(__file__).resolve().parent
+_MOFIN_ROOT = _SCRIPT_DIR.parent.parent
+DB_PATH = Path(_MOFIN_ROOT) / "data" / "mofin.db"
+
+BAK_SUFFIX = "_bak_20260814"
+TABLES = ["market_regime", "regime_cycles", "strategy_regime_perf", "market_indicators"]
+
+
+def _connect():
+    conn = sqlite3.connect(str(DB_PATH), timeout=30)
+    conn.execute("PRAGMA busy_timeout=30000")
+    return conn
+
+
+def _table_exists(conn, name):
+    row = conn.execute(
+        "SELECT 1 FROM sqlite_master WHERE type='table' AND name=?", (name,)
+    ).fetchone()
+    return row is not None
+
+
+def _has_column(conn, table, col):
+    cols = [r[1] for r in conn.execute(f"PRAGMA table_info({table})")]
+    return col in cols
+
+
+def _backup_table(conn, table):
+    """迁移前备份：CREATE TABLE xxx_bak_20260814 AS SELECT * FROM xxx"""
+    bak = table + BAK_SUFFIX
+    conn.execute(f"DROP TABLE IF EXISTS {bak}")
+    conn.execute(f"CREATE TABLE {bak} AS SELECT * FROM {table}")
+    n = conn.execute(f"SELECT COUNT(*) FROM {bak}").fetchone()[0]
+    print(f"  [备份] {table} → {bak} ({n} 行)")
+    return bak
+
+
+def _migrate_market_regime(conn):
+    """重建：主键 (date, market)，旧数据 market='a'"""
+    if _has_column(conn, "market_regime", "market"):
+        print("[跳过] market_regime 已有 market 列")
+        return
+    _backup_table(conn, "market_regime")
+    conn.execute("DROP TABLE IF EXISTS market_regime_new")
+    conn.execute("""
+        CREATE TABLE market_regime_new (
+            date TEXT NOT NULL,
+            market TEXT NOT NULL DEFAULT 'a',
+            above_ma20 INTEGER,
+            ma20_slope REAL,
+            roc REAL,
+            adx REAL,
+            regime TEXT,
+            close REAL,
+            created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
+            PRIMARY KEY (date, market)
+        )
+    """)
+    conn.execute("""
+        INSERT INTO market_regime_new
+            (date, market, above_ma20, ma20_slope, roc, adx, regime, close, created_at)
+        SELECT date, 'a', above_ma20, ma20_slope, roc, adx, regime, close, created_at
+        FROM market_regime
+    """)
+    conn.execute("DROP TABLE market_regime")
+    conn.execute("ALTER TABLE market_regime_new RENAME TO market_regime")
+    n = conn.execute("SELECT COUNT(*) FROM market_regime").fetchone()[0]
+    print(f"  [完成] market_regime: {n} 行, 主键 (date,market), 历史数据 market='a'")
+
+
+def _migrate_strategy_regime_perf(conn):
+    """重建：主键 (strategy, regime, market)，旧数据 market='a'"""
+    if _has_column(conn, "strategy_regime_perf", "market"):
+        print("[跳过] strategy_regime_perf 已有 market 列")
+        return
+    _backup_table(conn, "strategy_regime_perf")
+    conn.execute("DROP TABLE IF EXISTS strategy_regime_perf_new")
+    conn.execute("""
+        CREATE TABLE strategy_regime_perf_new (
+            strategy TEXT,
+            market TEXT NOT NULL DEFAULT 'a',
+            regime TEXT,
+            trades INTEGER,
+            win_rate REAL,
+            avg_pnl REAL,
+            avg_hold_days REAL,
+            total_return_pct REAL,
+            cagr_pct REAL,
+            portfolio_max_dd_pct REAL,
+            capital_final REAL,
+            positions_taken INTEGER,
+            sharpe_ratio REAL,
+            profit_factor REAL,
+            updated_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
+            PRIMARY KEY (strategy, regime, market)
+        )
+    """)
+    conn.execute("""
+        INSERT INTO strategy_regime_perf_new
+            (strategy, market, regime, trades, win_rate, avg_pnl, avg_hold_days,
+             total_return_pct, cagr_pct, portfolio_max_dd_pct, capital_final,
+             positions_taken, sharpe_ratio, profit_factor, updated_at)
+        SELECT strategy, 'a', regime, trades, win_rate, avg_pnl, avg_hold_days,
+             total_return_pct, cagr_pct, portfolio_max_dd_pct, capital_final,
+             positions_taken, sharpe_ratio, profit_factor, updated_at
+        FROM strategy_regime_perf
+    """)
+    conn.execute("DROP TABLE strategy_regime_perf")
+    conn.execute("ALTER TABLE strategy_regime_perf_new RENAME TO strategy_regime_perf")
+    n = conn.execute("SELECT COUNT(*) FROM strategy_regime_perf").fetchone()[0]
+    print(f"  [完成] strategy_regime_perf: {n} 行, 主键 (strategy,regime,market)")
+
+
+def _migrate_market_indicators(conn):
+    """重建：主键 date → (date, market)，旧数据 market='a'"""
+    if _has_column(conn, "market_indicators", "market"):
+        print("[跳过] market_indicators 已有 market 列")
+        return
+    _backup_table(conn, "market_indicators")
+    conn.execute("DROP TABLE IF EXISTS market_indicators_new")
+    conn.execute("""
+        CREATE TABLE market_indicators_new (
+            date TEXT NOT NULL,
+            market TEXT NOT NULL DEFAULT 'a',
+            mkt_rsi REAL, mkt_dd60 REAL, mkt_adx REAL, mkt_above_ma20 INTEGER,
+            mkt_down_days INTEGER, mkt_slope REAL, mkt_roc REAL,
+            updated_at TEXT,
+            PRIMARY KEY (date, market)
+        )
+    """)
+    conn.execute("""
+        INSERT INTO market_indicators_new
+            (date, market, mkt_rsi, mkt_dd60, mkt_adx, mkt_above_ma20,
+             mkt_down_days, mkt_slope, mkt_roc, updated_at)
+        SELECT date, 'a', mkt_rsi, mkt_dd60, mkt_adx, mkt_above_ma20,
+             mkt_down_days, mkt_slope, mkt_roc, updated_at
+        FROM market_indicators
+    """)
+    conn.execute("DROP TABLE market_indicators")
+    conn.execute("ALTER TABLE market_indicators_new RENAME TO market_indicators")
+    n = conn.execute("SELECT COUNT(*) FROM market_indicators").fetchone()[0]
+    print(f"  [完成] market_indicators: {n} 行, 主键 (date,market)")
+
+
+def _migrate_regime_cycles(conn):
+    """ALTER 加列：主键 id 不变，无需重建。market TEXT NOT NULL DEFAULT 'a'"""
+    if _has_column(conn, "regime_cycles", "market"):
+        print("[跳过] regime_cycles 已有 market 列")
+        return
+    _backup_table(conn, "regime_cycles")
+    conn.execute("ALTER TABLE regime_cycles ADD COLUMN market TEXT NOT NULL DEFAULT 'a'")
+    n = conn.execute("SELECT COUNT(*) FROM regime_cycles").fetchone()[0]
+    print(f"  [完成] regime_cycles: {n} 行, 已加 market 列 (id 主键保留)")
+
+
+def check_status(conn):
+    """检查现状（--check）：每张表是否存在、是否已有 market 列"""
+    print(f"DB: {DB_PATH}")
+    for t in TABLES:
+        if not _table_exists(conn, t):
+            print(f"  {t:<24} 表不存在")
+            continue
+        n = conn.execute(f"SELECT COUNT(*) FROM {t}").fetchone()[0]
+        m = _has_column(conn, t, "market")
+        cols = ", ".join(r[1] for r in conn.execute(f"PRAGMA table_info({t})"))
+        print(f"  {t:<24} {n:>7} 行 | market列: {'有' if m else '缺'} | {cols}")
+
+
+def main():
+    if not DB_PATH.exists():
+        print(f"DB 不存在: {DB_PATH}")
+        return 1
+    conn = _connect()
+    if "--check" in sys.argv:
+        check_status(conn)
+        conn.close()
+        return 0
+    for t in TABLES:
+        if not _table_exists(conn, t):
+            print(f"[跳过] {t} 表不存在")
+            continue
+        if t == "market_regime":
+            _migrate_market_regime(conn)
+        elif t == "strategy_regime_perf":
+            _migrate_strategy_regime_perf(conn)
+        elif t == "market_indicators":
+            _migrate_market_indicators(conn)
+        elif t == "regime_cycles":
+            _migrate_regime_cycles(conn)
+        conn.commit()
+    print("全部完成。验证：")
+    check_status(conn)
+    conn.close()
+    return 0
+
+
+if __name__ == "__main__":
+    sys.exit(main())

deploy/profile-scripts/regime_perf.py

@@ -34,10 +34,13 @@ def load_all_strategies():
     return [r[0] for r in rows if r[0]]
 
 
-def load_regime_map():
+def load_regime_map(market='a'):
+    """读取指定市场的 date→regime 映射（温区归因用）"""
     conn = sqlite3.connect(DB, timeout=30)
     conn.execute("PRAGMA busy_timeout=30000")
-    rows = conn.execute("SELECT date, regime FROM market_regime").fetchall()
+    rows = conn.execute(
+        "SELECT date, regime FROM market_regime WHERE market=?", (market,)
+    ).fetchall()
     conn.close()
     return dict(rows)
 
@@ -96,15 +99,22 @@ def calc_extra(trades):
 
 
 def main():
-    regime_map = load_regime_map()
+    # --market=a|hk：策略温区归因市场。当前所有策略为 A 股（market='a' 默认），
+    # HK 维度留给阶段4（港股策略落地后按 strategy→market 映射归因）
+    market = "a"
+    for a in sys.argv[1:]:
+        if a.startswith("--market="):
+            market = a.split("=", 1)[1]
+    regime_map = load_regime_map(market)
     strategies = load_all_strategies()
-    print(f"策略数: {len(strategies)}")
+    print(f"市场: {market} | 策略数: {len(strategies)}")
 
     conn = sqlite3.connect(DB, timeout=60)
     conn.execute("PRAGMA busy_timeout=60000")
     conn.execute("""
         CREATE TABLE IF NOT EXISTS strategy_regime_perf (
             strategy TEXT,
+            market TEXT NOT NULL DEFAULT 'a',
             regime TEXT,
             trades INTEGER,
             win_rate REAL,
@@ -118,10 +128,10 @@ def main():
             sharpe_ratio REAL,
             profit_factor REAL,
             updated_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
-            PRIMARY KEY (strategy, regime)
+            PRIMARY KEY (strategy, regime, market)
         )
     """)
-    conn.execute("DELETE FROM strategy_regime_perf")
+    conn.execute("DELETE FROM strategy_regime_perf WHERE market=?", (market,))
 
     written = 0
     now = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
@@ -144,11 +154,11 @@ def main():
                 continue
             conn.execute(
                 """INSERT OR REPLACE INTO strategy_regime_perf
-                   (strategy, regime, trades, win_rate, avg_pnl, avg_hold_days,
+                   (strategy, market, regime, trades, win_rate, avg_pnl, avg_hold_days,
                     total_return_pct, cagr_pct, portfolio_max_dd_pct, capital_final,
                     positions_taken, sharpe_ratio, profit_factor, updated_at)
-                   VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?)""",
-                (v, reg, len(reg_trades),
+                   VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)""",
+                (v, market, reg, len(reg_trades),
                  extra.get("win_rate"), extra.get("avg_pnl"), extra.get("avg_hold_days"),
                  sim.get("total_return_pct"), sim.get("cagr_pct"), sim.get("portfolio_max_dd_pct"),
                  sim.get("capital_final"), sim.get("positions_taken"),
@@ -157,13 +167,14 @@ def main():
             written += 1
     conn.commit()
     conn.close()
-    print(f"写入 strategy_regime_perf {written} 条（含温区级组合模拟）")
+    print(f"写入 strategy_regime_perf {written} 条（market={market}，含温区级组合模拟）")
 
     # 打印样例
     conn = sqlite3.connect(DB, timeout=30)
     rows = conn.execute(
         "SELECT strategy, regime, trades, win_rate, cagr_pct, capital_final FROM strategy_regime_perf "
-        "WHERE strategy IN ('v_oversold','v_mr_sel','s2_panic') ORDER BY strategy, regime"
+        "WHERE strategy IN ('v_oversold','v_mr_sel','s2_panic') AND market=? ORDER BY strategy, regime",
+        (market,)
     ).fetchall()
     conn.close()
     for r in rows:

deploy/profile-scripts/regime_tracker.py

@@ -8,8 +8,8 @@
 - 温区周期记录：regime_cycles 表（start/end/regime/days），供策略评估归因
 - 温度（rsi）：不滞后，实时反映恐慌/亢奋（与温区互补：温区滞后、温度实时）
 
-写表: regime_cycles(date_start, date_end, regime, days)
-输出: market_regime_smoothed.json（当前平滑温区 + 温度）
+写表: regime_cycles(market, start_date, end_date, regime, days)  # 2026-08-14 阶段3 加 market 维度
+输出: market_regime_smoothed.json（当前平滑温区 + 温度；A股顶层键向后兼容 + markets 双市场详情）
 """
 import sys
 import json
@@ -27,11 +27,12 @@ OUT = "/home/hmo/MoFin/data/market_regime_smoothed.json"
 # 滞回确认天数（数据选参：K=5 甜区）
 CONFIRM_DAYS = 5
 
-def load_daily_regime():
-    """读取 market_regime 逐日数据（时间正序）"""
+def load_daily_regime(market='a'):
+    """读取指定市场 market_regime 逐日数据（时间正序）"""
     conn = sqlite3.connect(DB, timeout=5)
     rows = conn.execute(
-        "SELECT date, above_ma20, adx, regime FROM market_regime ORDER BY date ASC"
+        "SELECT date, above_ma20, adx, regime FROM market_regime "
+        "WHERE market=? ORDER BY date ASC", (market,)
     ).fetchall()
     conn.close()
     return rows
@@ -81,13 +82,14 @@ def smooth_states(rows, k=CONFIRM_DAYS):
         cycles.append(cur)
     return states, cycles, dates
 
-def save_cycles(cycles):
-    """写入 regime_cycles 表"""
+def save_cycles(cycles, market='a'):
+    """写入 regime_cycles 表（按市场重建：A/港股各自独立周期，互不清除）"""
     conn = sqlite3.connect(DB, timeout=30)
     conn.execute("PRAGMA busy_timeout=30000")
     conn.execute("""
         CREATE TABLE IF NOT EXISTS regime_cycles (
             id INTEGER PRIMARY KEY AUTOINCREMENT,
+            market TEXT NOT NULL DEFAULT 'a',
             regime TEXT,
             start_date TEXT,
             end_date TEXT,
@@ -95,58 +97,82 @@ def save_cycles(cycles):
             created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP
         )
     """)
-    # 清空重建（保持与 market_regime 同步）
-    conn.execute("DELETE FROM regime_cycles")
+    # 只清本市场周期（保持与 market_regime 同步）
+    conn.execute("DELETE FROM regime_cycles WHERE market=?", (market,))
     for cy in cycles:
         conn.execute(
-            "INSERT INTO regime_cycles (regime, start_date, end_date, days) VALUES (?,?,?,?)",
-            (cy["regime"], cy["start"], cy["end"], cy["days"])
+            "INSERT INTO regime_cycles (market, regime, start_date, end_date, days) VALUES (?,?,?,?,?)",
+            (market, cy["regime"], cy["start"], cy["end"], cy["days"])
         )
     conn.commit()
     conn.close()
     return len(cycles)
 
-def get_temp():
-    """实时温度（rsi 档位，不滞后）"""
+def get_temp(market='a'):
+    """实时温度（rsi 档位，不滞后），按市场"""
     try:
         from temp_band import get_market_temp
-        return get_market_temp()
+        return get_market_temp(market=market)
     except Exception:
         return {"band": "unknown", "rsi": None}
 
-def main():
-    rows = load_daily_regime()
+def get_smoothed_regime(market='a'):
+    """计算指定市场当前平滑温区（K=5 滞回确认）。
+    返回 {current_regime, current_date, states, cycles, dates, total_cycles, recent_cycles}；
+    数据不足(<K+1)时返回 None。"""
+    rows = load_daily_regime(market)
     if len(rows) < CONFIRM_DAYS + 1:
-        print(f"数据不足: {len(rows)} 条")
+        return None
+    states, cycles, dates = smooth_states(rows)
+    return {
+        "current_regime": states[-1],
+        "current_date": dates[-1],
+        "states": states,
+        "cycles": cycles,
+        "dates": dates,
+        "total_cycles": len(cycles),
+        "recent_cycles": cycles[-8:],
+    }
+
+def main():
+    details = {}
+    for market in ("a", "hk"):
+        r = get_smoothed_regime(market)
+        if not r:
+            print(f"[regime_tracker] {market} 数据不足: 不足{CONFIRM_DAYS + 1}条，跳过", flush=True)
+            continue
+        n_cycles = save_cycles(r["cycles"], market=market)
+        details[market] = {
+            "current_regime": r["current_regime"],
+            "current_date": r["current_date"],
+            "confirm_days": CONFIRM_DAYS,
+            "temp": get_temp(market),
+            "total_cycles": n_cycles,
+            "recent_cycles": r["recent_cycles"],
+        }
+        print(f"[{market}] 平滑温区: {r['current_regime']} (确认期{CONFIRM_DAYS}天, 至{r['current_date']})")
+        print(f"[{market}] 温度: {details[market]['temp'].get('band')} (rsi={details[market]['temp'].get('rsi')})")
+        print(f"[{market}] 周期总数: {n_cycles}")
+        for cy in r["recent_cycles"]:
+            print(f"  {cy['regime']:<12} {cy['start']} ~ {cy['end']} ({cy['days']}天)")
+
+    if not details:
+        print("两个市场数据都不足，未生成输出", flush=True)
         return
 
-    states, cycles, dates = smooth_states(rows)
-    n_cycles = save_cycles(cycles)
-
-    # 当前平滑温区（最新确认态）
-    current_regime = states[-1]
-    current_date = dates[-1]
-    temp = get_temp()
-
-    # 最近周期列表
-    recent = cycles[-8:]
+    # 顶层键保持 A 股（向后兼容 regime_gate/strategy_router 读 current_regime/temp/recent_cycles）
+    a = details.get("a") or {}
     out = {
-        "current_regime": current_regime,
-        "current_date": current_date,
+        "current_regime": a.get("current_regime"),
+        "current_date": a.get("current_date"),
         "confirm_days": CONFIRM_DAYS,
-        "temp": temp,
-        "total_cycles": n_cycles,
-        "recent_cycles": recent,
+        "temp": a.get("temp"),
+        "total_cycles": a.get("total_cycles"),
+        "recent_cycles": a.get("recent_cycles"),
+        "markets": details,   # 双市场详情（A 股 + 港股）
         "updated_at": datetime.now().strftime("%Y-%m-%d %H:%M:%S"),
     }
     Path(OUT).write_text(json.dumps(out, ensure_ascii=False, indent=1), encoding="utf-8")
 
-    print(f"平滑温区: {current_regime} (确认期{CONFIRM_DAYS}天, 至{current_date})")
-    print(f"温度: {temp.get('band')} (rsi={temp.get('rsi')})")
-    print(f"周期总数: {n_cycles}")
-    print("最近周期:")
-    for cy in recent:
-        print(f"  {cy['regime']:<12} {cy['start']} ~ {cy['end']} ({cy['days']}天)")
-
 if __name__ == "__main__":
     main()

deploy/profile-scripts/temp_band.py

@@ -20,8 +20,10 @@
 import sqlite3
 from pathlib import Path
 
+from market_config import MARKETS
+
 DB = Path("/home/hmo/MoFin/data/mofin.db")
-INDEX = "sh000001"
+INDEX = "sh000001"  # A股默认指数（兜底）；实际以 MARKETS[market]['index_code'] 为准
 
 
 def calc_rsi(series, n=14):
@@ -69,19 +71,25 @@ def temp_multiplier(band, strategy_family="mr"):
     }.get(band, 0.5)
 
 
-def get_market_temp(db_path=None):
-    """读取最新市场温度（rsi + 档位 + regime）。"""
+def get_market_temp(market='a', db_path=None):
+    """读取指定市场最新温度（rsi + 档位 + regime）。
+
+    market: 'a'(默认, A股 sh000001) / 'hk'(港股 hkHSI)。
+    指数代码从 market_config.MARKETS 读取，不写死。
+    """
     db = db_path or DB
+    index_code = MARKETS.get(market, MARKETS['a'])['index_code']
     conn = sqlite3.connect(str(db), timeout=5)
     try:
-        # 上证最近 30 日收盘算 rsi
+        # 指数最近 30 日收盘算 rsi
         rows = conn.execute(
             "SELECT date, close FROM stock_daily WHERE code=? ORDER BY date DESC LIMIT 30",
-            (INDEX,)
+            (index_code,)
         ).fetchall()
-        # 最新 regime
+        # 最新 regime（按市场过滤——否则 A 股温度会误读港股 regime）
         reg = conn.execute(
-            "SELECT date, regime FROM market_regime ORDER BY date DESC LIMIT 1"
+            "SELECT date, regime FROM market_regime WHERE market=? ORDER BY date DESC LIMIT 1",
+            (market,)
         ).fetchone()
     finally:
         conn.close()