feat: router择优激活——按当前温区评估资格+质量分(综合×普适)排序+家族去重取前3,温区切换自动轮换

deploy/profile-scripts/strategy_router.py

@@ -25,6 +25,19 @@ sys.path.insert(0, "/home/hmo/MoFin")
 
 OUT = Path("/home/hmo/MoFin/data/strategy_weights.json")
 
+# 2026-08-17 老莫：择优激活——每温区最多激活的策略数
+MAX_ACTIVE = 3
+
+# 家族映射（同家族只保留质量最优的一个，避免重复策略占位）
+FAMILY_MAP_ACT = {
+    "s2_panic": "s2", "s2_panic_v2": "s2",
+    "v_lurk_v1": "vlurk", "v_lurk_v2": "vlurk", "v_lurk_v3": "vlurk",
+    "v_mr": "vmr", "v_mr2": "vmr", "v_mr3": "vmr", "v_mr4": "vmr",
+    "v_oversold": "vover", "v_weak": "vweak",
+    "b_td1": "b_td", "b_td1_v2": "b_td", "b_td1_v3": "b_td",
+    "v1.0": "v1", "v2.0": "v2", "v3.0": "v3", "v_next": "vnext",
+}
+
 DEFAULT_FAMILY = "mr"
 
 FAMILY_MAP = {
@@ -87,19 +100,28 @@ def load_temp(market='a'):
 
 
 def load_regime_perf(market='a'):
-    """读取策略-温区表现。market='a'(默认,A股,行为不变) / 'hk'(港股策略)"""
+    """读取策略-温区表现（2026-08-17 改用 by_period 2y——含 b_td1_v3/s2_panic_v2 等新策略）。
+    旧表 strategy_regime_perf 不含新策略，导致择优激活漏选；by_period 全量覆盖。"""
     conn = None
     try:
         import sqlite3
         conn = sqlite3.connect("/home/hmo/MoFin/data/mofin.db", timeout=30)
         conn.execute("PRAGMA busy_timeout=30000")
+        # 新表 by_period(2y) 优先，旧表补齐
         rows = conn.execute(
-            "SELECT strategy, regime, trades, win_rate, avg_pnl FROM strategy_regime_perf "
+            "SELECT strategy, regime, trades, win_rate, avg_pnl FROM strategy_regime_perf_by_period "
-            "WHERE COALESCE(market,'a')=?", (market,)
+            "WHERE COALESCE(market,'a')=? AND period_tag='2y'", (market,)
         ).fetchall()
         result = {}
         for strat, reg, n, wr, pnl in rows:
             result.setdefault(strat, {})[reg] = {"trades": n, "win_rate": wr, "avg_pnl": pnl}
+        # 旧表补缺（by_period 没覆盖的策略）
+        rows2 = conn.execute(
+            "SELECT strategy, regime, trades, win_rate, avg_pnl FROM strategy_regime_perf "
+            "WHERE COALESCE(market,'a')=?", (market,)
+        ).fetchall()
+        for strat, reg, n, wr, pnl in rows2:
+            result.setdefault(strat, {}).setdefault(reg, {"trades": n, "win_rate": wr, "avg_pnl": pnl})
         return result
     except Exception:
         return {}
@@ -134,10 +156,13 @@ def route(regime, temp, perf):
         # 2026-08-16 资格标准A（老莫）：长期10y/近期2y/当下1y 适应温区年化>大盘 三项达标 + 手动可用
         # （替代只看胜率≥50%的旧判定——旧标准会让年化-41%但胜率51%的策略激活）
         try:
-            from strategy_qualify import evaluate_strategy, is_available, get_benchmarks
+            from strategy_qualify import evaluate_all_regimes, is_available, get_benchmarks
             _qbench = get_benchmarks('a')
-            _qev = evaluate_strategy(name, 'a', best_regime=best[0], bench=_qbench)
+            # 2026-08-17 择优激活：按当前温区评估资格（同 server.py 修复——best_regime 会让
-            _qual_ok = bool(_qev and _qev.get("long_ok") and _qev.get("mid_ok") and _qev.get("short_ok"))
+            # v_lurk_v3 在 trend_down 达标却被 choppy 评估误判不合格）
+            _qev_all = evaluate_all_regimes(name, 'a', bench=_qbench)
+            _qev_cur = (_qev_all or {}).get(current_regime) or {}
+            _qual_ok = bool(_qev_cur.get("long_ok") and _qev_cur.get("mid_ok") and _qev_cur.get("short_ok"))
             _manual_ok = is_available(name)
             matched = _qual_ok and _manual_ok
         except Exception:
@@ -164,6 +189,58 @@ def route(regime, temp, perf):
     return dict(sorted(weights.items(), key=lambda x: -x[1]["weight"]))
 
 
+def _quality_score(name, market, regime):
+    """质量分 = 综合分(含效率惩罚) × 普适有效年占比（与 strategy_activation_selector 一致）"""
+    try:
+        import sqlite3 as _sq
+        _c = _sq.connect("/home/hmo/MoFin/data/mofin.db", timeout=5)
+        r = _c.execute(
+            "SELECT trades, positions_taken, win_rate, sharpe_ratio, profit_factor, total_return_pct, "
+            "portfolio_max_dd_pct, universality_score, universality_years, universality_valid_years "
+            "FROM strategy_regime_perf_by_period WHERE strategy=? AND market=? AND regime=? AND period_tag='2y'",
+            (name, market, regime)).fetchone()
+        _c.close()
+        if not r:
+            return 0
+        sig, pos, wr, sh, pf, ret, dd, univ, uy, uv = r
+        pos = pos or 0
+        ret_c = min(ret or 0, 100) / 100 * 30
+        wr_c = (wr or 0) / 100 * 20
+        sh_c = min(max(sh or 0, 0), 20) / 20 * 20
+        pf_c = min(pf or 0, 5) / 5 * 15
+        dd_c = (1 - min(dd or 0, 50) / 50) * 15
+        conf = min(1, (sig or 0) / 40)
+        # 效率惩罚（信号/成交比）
+        ratio = sig / pos if pos else 99
+        eff = 1.0 if ratio <= 2 else 0.9 if ratio <= 5 else 0.75 if ratio <= 10 else 0.5
+        comp = (ret_c + wr_c + sh_c + pf_c + dd_c) * conf * eff
+        univ_ratio = (uv / uy) if uy else 0
+        return comp * (0.5 + 0.5 * univ_ratio)
+    except Exception:
+        return 0
+
+
+def _select_active(weights, regime, market):
+    """择优激活：matched 策略按质量分排序，家族去重，取前 MAX_ACTIVE"""
+    matched = [(k, v) for k, v in weights.items() if v.get("matched")]
+    scored = []
+    for name, v in matched:
+        q = _quality_score(name, market, regime)
+        fam = FAMILY_MAP_ACT.get(name, name)
+        scored.append({"name": name, "quality": q, "family": fam})
+    scored.sort(key=lambda x: -x["quality"])
+    used_fam = set()
+    sel = []
+    for s in scored:
+        if s["family"] in used_fam:
+            continue
+        if len(sel) >= MAX_ACTIVE:
+            break
+        used_fam.add(s["family"])
+        sel.append(s["name"])
+    return sel
+
+
 def main():
     # A股路由（完全不变）
     regime = load_regime()              # A股温区
@@ -176,9 +253,9 @@ def main():
         "temp_band": temp.get("band", "unknown"),
         "temp_rsi": temp.get("rsi"),
         "weights": weights,
-        "active": [k for k, v in weights.items() if v["matched"]],
+        "active": _select_active(weights, regime.get("regime", "unknown"), 'a'),
         "updated_at": datetime.now().strftime("%Y-%m-%d %H:%M:%S"),
-        "note": "温区(平滑K=5)选策略类型 + 温度(rsi)乘数；策略全温区发信号，适用温区由实测动态决定",
+        "note": "择优激活(2026-08-17): 每温区按质量分(综合分×普适有效年占比)排序+家族去重取前%d个; 温区(平滑K=5)选类型+温度乘数" % MAX_ACTIVE,
     }
     # 港股路由（2026-08-14 新增，不影响A股）——港股组合按温区调度（hk_strategies 定义）
     try: