feat: 重评注入策略语义——【情势体检】(温区/黑天鹅/执行红线)+【策略定义】+【策略判断】四选一,parse解析+save落库strategy_state(老莫:每次重评先判断是否切策略)

2026-08-18 20:20:11 +08:00
parent 9a08091193
commit 82bdd76b85
1 changed files with 112 additions and 1 deletions
@@ -99,6 +99,46 @@ def collect_data(code):
        data["changelog_json"] = r[12] or ""
        data["reassessed_at"] = r[13] or ""
        data["strategy_name"] = r[15] or ""  # 2026-08-18 来源策略
+        # 2026-08-18 策略语义注入：读 strategy_defs 定义卡 + 情势体检
+        try:
+            _sd = conn.execute("SELECT display_name, summary, entry_logic, exit_logic, review_focus, holding_style, status, retired_reason, superseded_by, regime FROM strategy_defs WHERE strategy_name=?", (data["strategy_name"],)).fetchone()
+            if _sd:
+                data["strategy_def"] = {
+                    "display_name": _sd[0] or data["strategy_name"], "summary": _sd[1] or "",
+                    "entry_logic": _sd[2] or "", "exit_logic": _sd[3] or "",
+                    "review_focus": _sd[4] or "", "holding_style": _sd[5] or "",
+                    "status": _sd[6] or "active", "retired_reason": _sd[7] or "",
+                    "superseded_by": _sd[8] or "", "regime": _sd[9] or "",
+                }
+            else:
+                data["strategy_def"] = None
+        except Exception:
+            data["strategy_def"] = None
+        # 情势体检：温区 + 高风险消息 + 执行红线
+        _sit = {"regime_a": "unknown", "regime_7d_ago": "unknown", "high_risk": "", "breach_stop": "否", "reach_tp": "否", "out_zone": "否", "over_hold": "否"}
+        try:
+            _m = conn.execute("SELECT regime, date FROM market_regime WHERE market='a' ORDER BY date DESC LIMIT 1").fetchone()
+            if _m:
+                _sit["regime_a"] = _m[0] or "unknown"
+                _m7 = conn.execute("SELECT regime FROM market_regime WHERE market='a' AND date <= date(?, '-7 days') ORDER BY date DESC LIMIT 1", (_m[1],)).fetchone()
+                if _m7: _sit["regime_7d_ago"] = _m7[0] or "unknown"
+        except Exception:
+            pass
+        try:
+            _hr = conn.execute("SELECT summary FROM signal_news WHERE overall_sentiment LIKE '%HIGH%' OR summary LIKE '%高风险%' ORDER BY id DESC LIMIT 1").fetchone()
+            if _hr: _sit["high_risk"] = (_hr[0] or "")[:60]
+        except Exception:
+            pass
+        try:
+            _p = data.get("price") or 0
+            _el2, _eh2 = data.get("entry_low") or 0, data.get("entry_high") or 0
+            _sl2, _tp2 = data.get("stop_loss") or 0, data.get("take_profit") or 0
+            if _p > 0 and _sl2 > 0 and _p < _sl2: _sit["breach_stop"] = "是"
+            if _p > 0 and _tp2 > 0 and _p >= _tp2: _sit["reach_tp"] = "是"
+            if _eh2 > 0 and _p > _eh2 * 1.05: _sit["out_zone"] = "是"
+        except Exception:
+            pass
+        data["situation"] = _sit
        data["position_advice"] = r[14] or ""
    # 持仓状态（2026-07-22 老爸要求：LLM 必须知道是否持有/成本/股数）
    hr = conn.execute("SELECT shares, cost, price FROM holdings WHERE code=? AND is_active=1 AND shares>0", (code,)).fetchone()
@@ -319,7 +359,38 @@ def build_prompt(data):
            pass
    _position_context += _rotation_context
    
-    _orig_strategy_section = f"""来源策略: {data.get("strategy_name") or "unknown"}（按此策略选股逻辑重评，可据最新情况调整参数）\n当前策略参数: {_params_str}
+    # ── 策略语义注入（2026-08-18 老莫：重评按策略定义，不是裸标签）──
+    _sd = data.get("strategy_def")
+    _sit = data.get("situation") or {}
+    if _sd:
+        _retired_note = ""
+        if _sd.get("status") == "retired":
+            _retired_note = (f"\n⚠️ 该策略已被系统标记【已淘汰】：{_sd.get('retired_reason') or ''}"
+                             f" 不要沿用其入场/出场参数作为默认锚，按当前市场环境重新评估。")
+        _strategy_sec = f"""【策略定义】（系统策略库 strategy_defs 提供，非LLM生成）
+策略名: {_sd.get('display_name')}（{data.get('strategy_name') or 'unknown'}）
+策略逻辑: {_sd.get('summary') or ''}
+入场逻辑: {_sd.get('entry_logic') or ''}
+出场规则: {_sd.get('exit_logic') or ''}
+重评侧重: {_sd.get('review_focus') or ''}
+持仓风格: {_sd.get('holding_style') or ''}{_retired_note}"""
+    else:
+        _strategy_sec = """【策略定义】（无策略记录）
+来源策略未知。请基于技术形态/估值/资金特征判断该股当前最接近的策略画像，并在【策略判断】中说明；
+若判断需要归类到某个策略，从以下候选中选择（禁止自创）：
+accumulation(主力建仓) / b_td1_v3(超跌原池优选) / v_mr(弱市深超跌) / hk_pe_mom(港股动量) / hk_pe_oversold(港股超卖) / p_oversold(预测超跌) / s2_panic(恐慌买强势) / leader(龙头回调)"""
+    _sit_sec = f"""【情势体检】（系统确定性计算，非LLM估计）
+当前温区(A股): {_sit.get('regime_a','unknown')}（7天前: {_sit.get('regime_7d_ago','unknown')}）
+温区突变: {'是' if _sit.get('regime_a') != _sit.get('regime_7d_ago') and _sit.get('regime_a') not in ('unknown','') else '否'}
+高风险消息: {_sit.get('high_risk') or '无'}
+执行红线: 破止损未执行={_sit.get('breach_stop')} 达止盈未执行={_sit.get('reach_tp')} 现价超买入区上沿={_sit.get('out_zone')} 超持有期={_sit.get('over_hold')}
+⚠️ 若温区突变/高风险消息/执行红线任一命中，或重评侧重检查发现原入场逻辑不成立，【策略判断】必须考虑「策略失效重定」或「更换策略归类」。"""
+    _orig_strategy_section = f"""{_strategy_sec}
+
+{_sit_sec}
+
+来源策略: {data.get("strategy_name") or "unknown"}（按此策略选股逻辑重评，可据最新情况调整参数）
+当前策略参数: {_params_str}

 变更记录（最近3条）:
 {_changelog_str}
@@ -388,6 +459,12 @@ PE={data.get('pe','?')}（最新财报）  市值={data.get('mcap','?')}亿

 请严格按以下格式输出（注意节标题不可省略）：

+【策略判断】四选一：维持原策略 / 修改参数 / 策略失效重定 / 更换策略归类
+- 默认倾向「维持原策略」；只有情势体检命中红线、或重评侧重检查发现原入场逻辑不成立时，才选后三者
+- 「策略失效重定」= 原策略已不适用，按当前市场环境重新制定（新止损/止盈/持有期）
+- 「更换策略归类」= 该股当前更适合另一个策略，从【策略定义】候选中选择，禁止自创
+【策略失效理由】（策略判断≠维持原策略时必填，逐条对照重评侧重说明哪条不成立；维持时写"无需修改"）
+【更换策略归类】（仅当策略判断=更换策略归类时填，写策略名）
 【维持或修改】明确二选一判断：维持原策略 / 需要修改策略
 【修改点及理由】
 如果维持原策略 → 写"无需修改"
@@ -513,6 +590,31 @@ def parse_response(text):
                    result["position"] = f"{f:.0f}%"
                    break

+    # 2026-08-18 策略判断（只认【策略判断】节行）
+    result["strategy_judge"] = ""
+    _sj = _section_line("策略判断")
+    if _sj:
+        _m = re.search(r'策略判断】\s*(维持原策略|修改参数|策略失效重定|更换策略归类)', _sj)
+        if _m:
+            result["strategy_judge"] = _m.group(1)
+    # 策略失效理由
+    result["strategy_reason"] = ""
+    _sr = _section_line("策略失效理由")
+    if _sr:
+        result["strategy_reason"] = re.sub(r'^\s*【策略失效理由】\s*', '', _sr).strip()[:200]
+    # 更换策略归类（封闭集校验：必须在候选列表内）
+    result["strategy_switch_to"] = ""
+    _CANDIDATES = ("accumulation", "b_td1_v3", "v_mr", "hk_pe_mom", "hk_pe_oversold", "p_oversold", "s2_panic", "leader")
+    _st = _section_line("更换策略归类")
+    if _st:
+        _body = re.sub(r'^\s*【更换策略归类】\s*', '', _st).strip().lower()
+        for c in _CANDIDATES:
+            if c in _body:
+                result["strategy_switch_to"] = c
+                break
+        if not result["strategy_switch_to"] and result["strategy_judge"] == "更换策略归类":
+            result["strategy_judge"] = "策略失效重定"  # 归因无效→降级
+
    return result

 def save_result(code, full_text, parsed, ta_levels=None):
@@ -639,6 +741,15 @@ def save_result(code, full_text, parsed, ta_levels=None):
    conn.execute(sql, params)
    conn.commit()

+    # 2026-08-18 策略状态落库（strategy_judge/switch_to，老莫：策略切换决策）
+    _j = parsed.get("strategy_judge", "")
+    if _j == "策略失效重定":
+        conn.execute("UPDATE holding_strategies SET strategy_state='invalidated' WHERE code=? AND status='active'", (code,))
+        conn.commit()
+    elif _j == "更换策略归类" and parsed.get("strategy_switch_to"):
+        conn.execute("UPDATE holding_strategies SET strategy_attributed=?, strategy_state='switched', strategy_provenance='llm_attributed' WHERE code=? AND status='active'", (parsed["strategy_switch_to"], code))
+        conn.commit()
+
    # ── 信号以分析为唯一事实源（防信号/分析脱节）──
    from mofin_db import reconcile_signal_from_analysis
    final_sig = reconcile_signal_from_analysis(conn, code)