feat: 融合自动链路——多周期trades+温区预计算+资格评估+可用性初始化(B组融合即可在温区表可见可评估)

evolution/merge_b_group.py

@@ -14,6 +14,7 @@
 安全：不自动 promote，不自动启用；融合只是把候选变成"可用的新策略版本"。
 """
 import json
+import subprocess
 import sys
 import sqlite3
 from datetime import datetime
@@ -120,10 +121,95 @@ def merge(version=None):
         else:
             r = register_a_share(cand)
         r["candidate"] = cand.get("hypothesis", "")
+        # 融合链路：多周期trades + 温区预计算 + 资格评估 + 可用性初始化
+        if r.get("status") in ("registered", "exists") and r.get("version"):
+            try:
+                link = _post_merge_chain(r["version"], cand)
+                r["chain"] = link
+            except Exception as e:
+                r["chain"] = {"error": str(e)}
         out.append(r)
     return {"merged": out}
 
 
+def _post_merge_chain(version, cand):
+    """融合后链路：按period_tag生成窗口trades → 温区预计算 → 资格评估 → 可用性
+    返回 {period_trades: {...}, regime_records: n, qualification: {...}, availability: {...}}"""
+    import subprocess, json as _json
+    out = {}
+    # 1) 生成各周期窗口trades 写入 strategy_research（每个 period_tag 记录独立 results_json）
+    #    （B组候选的 trades 来自模拟验证，按 entry_date 过滤窗口）
+    try:
+        import sys as _sys
+        _sys.path.insert(0, "/home/hmo/MoFin")
+        _sys.path.insert(0, "/home/hmo/MoFin/evolution")
+        import sqlite3 as _sq
+        import pandas as _pd
+        from datetime import datetime as _dt, timedelta as _td
+        from b_group_miner import _simulate_verify
+        market = cand.get("market", "a")
+        regime = cand.get("regime", "trend_down")
+        entry = cand.get("entry", {})
+        panel_path = "/tmp/panel_12d_hk.pkl" if market == "hk" else "/tmp/panel_12d.pkl"
+        panel = _pd.read_pickle(panel_path)
+        panel = panel.sort_values(["code", "date"]).reset_index(drop=True)
+        panel["fwd_ret60"] = panel.groupby("code")["close"].transform(lambda x: x.shift(-60) / x - 1) * 100
+        cond = _pd.Series(True, index=panel.index)
+        for feat, val in entry.items():
+            if "_min" in feat:
+                cond &= panel[feat.replace("_min", "")] >= val
+            elif "_max" in feat:
+                cond &= panel[feat.replace("_max", "")] < val
+            elif feat in panel.columns:
+                cond &= panel[feat] == val
+        tp = int(cand.get("sim_tp", 15)); sl = int(cand.get("sim_sl", 8)); mh = int(cand.get("sim_maxh", 35))
+        r = _simulate_verify(market, regime, panel, cond, tp=tp, sl=sl, maxh=mh)
+        if not r:
+            out["period_trades"] = {"error": "模拟验证无结果"}
+        else:
+            all_trades = r["trades"]
+            latest_dt = _dt.strptime(max(t["entry_date"] for t in all_trades), "%Y-%m-%d")
+            conn = _sq.connect("/home/hmo/MoFin/data/mofin.db", timeout=30)
+            for pt, yrs in [("1y", 1), ("2y", 2), ("5y", 5), ("10y", 10)]:
+                cutoff = (latest_dt - _td(days=365 * yrs)).strftime("%Y-%m-%d")
+                wt = [t for t in all_trades if t["entry_date"] >= cutoff]
+                n = len(wt)
+                wins = [t for t in wt if t.get("profit_pct", 0) > 0]
+                wr = round(len(wins) / n * 100, 1) if n else 0
+                avg = round(sum(t.get("profit_pct", 0) for t in wt) / n, 2) if n else 0
+                results = {"summary": {"total_trades": n, "win_rate": wr, "avg_profit_pct": avg},
+                           "trades": wt[:5000],
+                           "sim_params": {"tp": tp, "sl": sl, "maxh": mh},
+                           "window": {"cutoff": cutoff, "latest": max(t["entry_date"] for t in all_trades)}}
+                conn.execute("UPDATE strategy_research SET results_json=? WHERE version=? AND period_tag=?",
+                             (_json.dumps(results, ensure_ascii=False), version, pt))
+                out.setdefault("period_trades", {})[pt] = {"n": n, "win_rate": wr}
+            conn.commit(); conn.close()
+    except Exception as e:
+        out["period_trades"] = {"error": str(e)}
+    # 2) 温区预计算
+    try:
+        mkt_flag = "--market=hk" if market == "hk" else "--market=a"
+        p = subprocess.run(["/home/hmo/MoFin/venv/bin/python",
+                            "/home/hmo/MoFin/deploy/profile-scripts/regime_perf_by_period.py",
+                            mkt_flag, "--periods=1y 2y 5y 10y"],
+                           capture_output=True, text=True, timeout=900)
+        out["regime_run"] = {"rc": p.returncode, "tail": (p.stdout or "").strip().splitlines()[-1:]}
+    except Exception as e:
+        out["regime_run"] = {"error": str(e)}
+    # 3) 资格评估 + 可用性
+    try:
+        _sys.path.insert(0, "/home/hmo/MoFin/deploy/profile-scripts")
+        import strategy_qualify as sq
+        out["qualification"] = sq.evaluate_all_regimes(version, market=market)
+        sq.auto_init_availability([version])
+        av = sq.load_availability().get(version)
+        out["availability"] = av
+    except Exception as e:
+        out["qualification"] = {"error": str(e)}
+    return out
+
+
 if __name__ == "__main__":
     import sys
     v = sys.argv[1] if len(sys.argv) > 1 else None