fix: ab_research_daily重写(修weak未定义), 记录温区覆盖薄弱点到research_log

This commit is contained in:
xxm
2026-08-18 01:55:19 +08:00
parent b5d6769fc0
commit 4568877154
+36 -32
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@@ -3,18 +3,16 @@
"""ab_research_daily.py — AB路线每日LLM主导研究(老莫2026-08-18
职责:
1. 读进化中心快照 evolution_center.json + strategy_regime_perf_by_period
2. LLM 分析找出薄弱温区/薄弱策略(如某温区策略匮乏或合格策略数据不佳
2. 分析找出薄弱温区/薄弱策略(覆盖最少
3. 记录到 strategy_research_log 表(每日一行:日期/发现/尝试/结论/产出策略)
4. 产出新策略(若验证通过)→ 注册为未激活状态(等老莫审查)
"""
import sys, os, json, sqlite3
from datetime import datetime
sys.path.insert(0, "/home/hmo/MoFin/deploy/profile-scripts")
DB = "/home/hmo/MoFin/data/mofin.db"
CENTER = "/home/hmo/MoFin/data/evolution_center.json"
# 建表(幂等)
def ensure_table(conn):
conn.execute("""
CREATE TABLE IF NOT EXISTS strategy_research_log (
@@ -22,10 +20,10 @@ def ensure_table(conn):
log_date TEXT NOT NULL,
market TEXT,
weak_regime TEXT,
finding TEXT, -- 发现的薄弱点
experiment TEXT, -- 做了什么尝试
result TEXT, -- 结果如何
produced_strategy TEXT,-- 产出了什么策略
finding TEXT,
experiment TEXT,
result TEXT,
produced_strategy TEXT,
produced_verified INTEGER DEFAULT 0,
llm_model TEXT,
created_at TEXT
@@ -38,48 +36,54 @@ def load_center():
return {}
try:
return json.load(open(CENTER))
except: return {}
except:
return {}
def analyze(center, conn):
"""LLM 分析薄弱环节(用 llm_client"""
def analyze(conn):
"""结构化分析:温区覆盖薄弱点"""
weak = []
findings = []
# 结构化数据:各温区策略覆盖
rows = conn.execute("""
SELECT market, regime, COUNT(DISTINCT strategy) as cnt
FROM strategy_regime_perf_by_period
WHERE period_tag='2y' AND trades >= 30
GROUP BY market, regime
""").fetchall()
coverage = {f"{r[0]}/{r[1]}": r[2] for r in rows}
# 找覆盖最少的温区
weak = sorted(coverage.items(), key=lambda x: x[1])[:2]
if weak:
findings.append(f"策略覆盖最少的温区: {weak[0][0]}({weak[0][1]}个策略)")
# B组候选
bg = center.get("b_group") or []
if bg:
findings.append(f"B组挖掘候选: {len(bg)}条(需验证/审查)")
return findings, coverage
try:
rows = conn.execute("""
SELECT market, regime, COUNT(DISTINCT strategy) as cnt
FROM strategy_regime_perf_by_period
WHERE period_tag='2y' AND trades >= 30
GROUP BY market, regime
""").fetchall()
coverage = [{"market": r[0], "regime": r[1], "count": r[2]} for r in rows]
if coverage:
coverage.sort(key=lambda x: x["count"])
weak = coverage[:2]
findings.append("策略覆盖最少的温区: " + "; ".join(
f"{c['market']}/{c['regime']}({c['count']}个策略)" for c in weak))
# 补充:qual_overview 里合格策略少的
center = load_center()
qo = center.get("qual_overview") or []
if qo:
findings.append(f"合格策略总览: {len(qo)}")
except Exception as e:
findings.append(f"分析异常: {e}")
return findings, weak
def main():
conn = sqlite3.connect(DB, timeout=30)
conn.execute("PRAGMA busy_timeout=30000")
ensure_table(conn)
center = load_center()
findings, coverage = analyze(center, conn)
today = datetime.now().strftime("%Y-%m-%d")
# 已记录过今天则不重复
exists = conn.execute("SELECT COUNT(*) FROM strategy_research_log WHERE log_date=?", (today,)).fetchone()[0]
if exists:
print(f"[AB研究] {today} 已有记录,跳过")
conn.close()
return
findings, weak = analyze(conn)
finding_text = "; ".join(findings) if findings else "无明显薄弱点(常规观察)"
weak_rg = (weak[0]["regime"] if weak else "")
weak_mkt = (weak[0]["market"] if weak else "a")
conn.execute(
"INSERT INTO strategy_research_log (log_date, market, weak_regime, finding, experiment, result, produced_strategy, created_at) "
"VALUES (?,?,?,?,?,?,?,?)",
(today, "a", (weak[0][0].split("/")[1] if weak else ""),
finding_text, "自动扫描温区覆盖+B组候选", "待LLM深度分析", "",
(today, weak_mkt, weak_rg, finding_text,
"自动扫描温区覆盖+B组候选", "记录待LLM深度分析", "",
datetime.now().isoformat()))
conn.commit()
print(f"[AB研究] {today} 已记录: {finding_text}")