fix: sector_ctx日期回溯+按键合并——snapshot日只有部分行业时回退取板块指数adx,修复生产行业牛杠杆不触发

strategy_lab.py

@@ -546,7 +546,7 @@ def is_hk_code(code):
 
 def prepare_sector_context(start_date, end_date):
     """行业上下文: sector_index_daily(全历史) 提供板块趋势; sector_snapshots(近期) 补充净流入"""
-    global _SECTOR_CTX, _STOCK_SECTOR
+    global _SECTOR_CTX, _STOCK_SECTOR, _SECTOR_DATES
     _SECTOR_CTX, _STOCK_SECTOR = {}, {}
     conn = sqlite3.connect(DB_PATH)
     try:
@@ -615,6 +615,7 @@ def prepare_sector_context(start_date, end_date):
                 "SELECT code, sector_name, source FROM stock_sectors").fetchall():
             if code not in _STOCK_SECTOR and src in ('ths', 'hk_em', 'hk_manual'):
                 _STOCK_SECTOR[code] = sec
+        _SECTOR_DATES = sorted(_SECTOR_CTX.keys())
     finally:
         conn.close()
 
@@ -624,11 +625,26 @@ def mkt_ctx(date, code=None):
         return _MKT_CTX_HK.get(date, {})
     return _MKT_CTX.get(date, {})
 
+_SECTOR_DATES = []  # sorted list of dates present in _SECTOR_CTX
+
 def sector_ctx(code, date):
     sec = _STOCK_SECTOR.get(code)
-    if not sec:
+    if not sec or not _SECTOR_DATES:
         return {}
-    return _SECTOR_CTX.get(date, {}).get(sec, {})
+    import bisect
+    i = bisect.bisect_right(_SECTOR_DATES, date) - 1
+    # 从 <= date 向前回溯，按键合并：snapshot 日期可能只有部分行业/字段，
+    # 取每个字段最近一次出现的值（inflow/change 来自 snapshot，adx/slope 来自板块指数）
+    result = {}
+    while i >= 0:
+        v = _SECTOR_CTX[_SECTOR_DATES[i]].get(sec)
+        if v:
+            for k, val in v.items():
+                result.setdefault(k, val)
+            if 'adx' in result and ('change' in result or 'inflow' in result or 'slope' in result):
+                break
+        i -= 1
+    return result
 
 
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