From 740ede6a5a0abbc91a42fd10f45ee46c424b20b6 Mon Sep 17 00:00:00 2001
From: xxm <xxm@mofin.local>
Date: Tue, 18 Aug 2026 09:09:47 +0800
Subject: [PATCH] =?UTF-8?q?feat:=201m/6m/1y=E6=B8=A9=E5=8C=BA=E6=95=B0?=
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---
 server.py | 70 +++++++++++++++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 70 insertions(+)

diff --git a/server.py b/server.py
index 1e44afab..b77ade8c 100644
--- a/server.py
+++ b/server.py
@@ -50,10 +50,80 @@ def _compute_regime_winrates_cached(pt, _approx_univ):
     无对应周期记录时回退到最近更长周期（1m/6m→1y，2y→2y，5y→5y，10y→10y）。
     """
     import sqlite3 as _sq
+    from datetime import datetime as _dt, timedelta as _td
+    from collections import defaultdict
 
     _pt_chain = {'1m': '1y', '6m': '1y', '1y': '1y', '2y': '2y', '5y': '5y', '10y': '10y'}
     _pt_use = _pt_chain.get(pt or '2y', '2y')
     _regime_winrates = {}
+    # ── 2026-08-18 切窗周期(1m/6m/1y)：从 trades 按 entry_date 切窗+温区聚合 ──
+    # 原直接回退1y表→1m/6m/1y温区数据完全相同（老莫反馈毫无差别）。
+    SLICE_DAYS = {'1m': 30, '6m': 185, '1y': 365}
+    if pt in SLICE_DAYS:
+        try:
+            _c = _sq.connect(str(DATA_DIR / "mofin.db"), timeout=20)
+            _c.execute("PRAGMA busy_timeout=20000")
+            # 温区map date->regime
+            _rmap = {}
+            for _rd in _c.execute("SELECT date, regime FROM market_regime WHERE market='a'"):
+                _rmap[_rd[0]] = _rd[1]
+            # 各策略 trades（直接查 strategy_research 最新，含 entry_date/profit_pct）
+            _rows = _c.execute(
+                "SELECT version, market, results_json FROM strategy_research "
+                "ORDER BY LENGTH(COALESCE(period_tag,'2y')) DESC, COALESCE(period_tag,'2y') DESC, id DESC").fetchall()
+            _c.close()
+            _seen = set()
+            _today = _dt.now().strftime("%Y-%m-%d")
+            _cutoff = (_dt.now() - _td(days=SLICE_DAYS[pt])).strftime("%Y-%m-%d")
+            for _ver, _mkt, _rj in _rows:
+                if _ver in _seen:
+                    continue
+                _seen.add(_ver)
+                try:
+                    _trs = json.loads(_rj).get("trades", []) if _rj else []
+                except Exception:
+                    continue
+                if not _trs:
+                    continue
+                # 按温区分组当前窗口 trades
+                _agg = defaultdict(lambda: {"trades": 0, "wins": 0, "pnl": 0.0, "holds": 0.0})
+                _mkt0 = (_mkt or "all")
+                for _t in _trs:
+                    _ed = _t.get("entry_date", "")
+                    if not _ed or _ed < _cutoff:
+                        continue
+                    _ed_short = _ed[:10]
+                    _rg0 = _rmap.get(_ed_short)
+                    if not _rg0:
+                        continue
+                    _g = _agg[_rg0]
+                    _g["trades"] += 1
+                    _p = _t.get("profit_pct") or 0
+                    if _p > 0:
+                        _g["wins"] += 1
+                    _g["pnl"] += _p
+                    _g["holds"] += _t.get("hold_days") or 0
+                for _rg0, _g in _agg.items():
+                    _n = _g["trades"]
+                    if _n == 0:
+                        continue
+                    _wr = _g["wins"] / _n * 100
+                    _ap = _g["pnl"] / _n
+                    _ah = _g["holds"] / _n
+                    _regime_winrates.setdefault(_ver, {})[_rg0] = {
+                        "trades": _n, "win_rate": round(_wr, 1), "avg_pnl": round(_ap, 2),
+                        "avg_hold_days": round(_ah, 1), "total_return_pct": round(_ap * _n, 1),
+                        "cagr_pct": None, "max_dd_pct": None, "capital_final": 0,
+                        "positions_taken": _n, "sharpe_ratio": None, "profit_factor": None,
+                        "period_tag": pt,
+                        "portfolio": {"cagr_pct": None, "total_return_pct": round(_ap * _n, 1),
+                                      "portfolio_max_dd_pct": None, "capital_final": 0,
+                                      "positions_taken": _n, "sharpe_ratio": None, "profit_factor": None},
+                        "universality": _approx_univ(_ver, _rg0, _n),
+                    }
+            return _regime_winrates  # 切窗周期已按真实周期算，不再回退1y表
+        except Exception:
+            pass  # 失败则回退下面表逻辑
     try:
         _c = _sq.connect(str(DATA_DIR / "mofin.db"), timeout=10)
         _c.execute("PRAGMA busy_timeout=10000")