feat: 温区数据定时预计算——1m/6m/1y切窗由regime_perf_by_period每天生成+server直读(不再回退1y)

deploy/profile-scripts/regime_perf_by_period.py

@@ -109,6 +109,71 @@ def regime_days_in_window(conn, market, d_min, d_max):
     return {r[0]: r[1] for r in rows}, total
 
 
+# ── 2026-08-18 切窗周期(1m/6m/1y)：从最长周期 trades 切窗→温区聚合 ──
+# 老莫：1m/6m/1y温区数据须有真实差异 + 每天定时刷新（server只读表,快且新）
+SLICE_DAYS_2 = {'1m': 30, '6m': 185, '1y': 365}
+
+
+def process_slice_period(conn, market, period_tag):
+    """对切窗周期：所有策略从最长周期trades切出窗口算温区表现，写表"""
+    days = SLICE_DAYS_2.get(period_tag)
+    if not days:
+        return 0
+    from datetime import timedelta
+    rmap = dict(conn.execute(
+        "SELECT date, regime FROM market_regime WHERE market=?", (market,)).fetchall())
+    if not rmap:
+        return 0
+    ver_rows = conn.execute(
+        "SELECT DISTINCT version FROM strategy_research WHERE COALESCE(market,'a')=?",
+        (market,)).fetchall()
+    written = 0
+    now = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
+    for (v,) in ver_rows:
+        # 最长周期 trades
+        rr = conn.execute(
+            "SELECT results_json FROM strategy_research WHERE COALESCE(market,'a')=? AND version=? "
+            "ORDER BY CASE COALESCE(period_tag,'2y') WHEN '10y' THEN 3 WHEN '5y' THEN 2 ELSE 1 END DESC, id DESC LIMIT 1",
+            (market, v)).fetchone()
+        if not rr or not rr[0]:
+            continue
+        try:
+            trades = json.loads(rr[0]).get("trades", [])
+        except Exception:
+            continue
+        if not trades:
+            continue
+        max_date = max(t.get('entry_date', '') for t in trades)
+        cutoff = (datetime.strptime(max_date, '%Y-%m-%d') - timedelta(days=days)).strftime('%Y-%m-%d')
+        sliced = [t for t in trades if t.get('entry_date', '') >= cutoff]
+        if not sliced:
+            continue
+        by_regime = defaultdict(list)
+        for t in sliced:
+            ed = t.get("entry_date", "")
+            if ed in rmap:
+                by_regime[rmap[ed]].append(t)
+        for reg, reg_trades in by_regime.items():
+            if not reg_trades:
+                continue
+            wins = sum(1 for t in reg_trades if (t.get('profit_pct') or 0) > 0)
+            pnl = sum(t.get('profit_pct') or 0 for t in reg_trades)
+            hold = sum(t.get('hold_days') or 0 for t in reg_trades)
+            n = len(reg_trades)
+            conn.execute(
+                "INSERT OR REPLACE INTO strategy_regime_perf_by_period "
+                "(strategy, market, regime, period_tag, trades, win_rate, avg_pnl, avg_hold_days, "
+                "total_return_pct, cagr_pct, portfolio_max_dd_pct, capital_final, positions_taken, "
+                "sharpe_ratio, profit_factor, universality_months, universality_years, "
+                "universality_valid_years, universality_score, universality_leave1, updated_at) "
+                "VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
+                (v, market, reg, period_tag, n, round(wins / n * 100, 1), round(pnl / n, 2),
+                 round(hold / n, 1), round(pnl, 1), None, None, 0, n, None, None,
+                 0, 0, 0, 0, 0, now))
+            written += 1
+    return written
+
+
 def process_period(conn, market, period_tag):
     """处理单个周期：所有策略的温区表现，写入 strategy_regime_perf_by_period"""
     # 温区映射
@@ -220,7 +285,10 @@ def main():
     conn.execute("DELETE FROM strategy_regime_perf_by_period WHERE market=?", (market,))
     total = 0
     for pt in periods:
-        n = process_period(conn, market, pt)
+        if pt in SLICE_DAYS_2:
+            n = process_slice_period(conn, market, pt)
+        else:
+            n = process_period(conn, market, pt)
         print(f"[{market}][{pt}] 写入 {n} 条", flush=True)
         total += n
     conn.commit()

server.py

@@ -50,80 +50,10 @@ 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_chain = {'1m': '1m', '6m': '6m', '1y': '1y', '2y': '2y', '5y': '5y', '10y': '10y'}  # 2026-08-18 切窗周期直读(已预计算)
     _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")