diff --git a/evolution/merge_b_group.py b/evolution/merge_b_group.py index 39ba07e3..8724d22b 100644 --- a/evolution/merge_b_group.py +++ b/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