feat: 温区级综合/普适计算——温区内信号月份分散度+温区总月份占比,温区行综合用温区portfolio算,universality显示温区级月份/温区总月份;说明列fallback
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@@ -574,7 +574,65 @@ def api_research_strategies():
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_c.close()
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except Exception:
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pass
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# 2026-08-15 证伪标记（数据驱动）：strategy_research.deprecated
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# 温区级普适前先建立日期→温区映射（A股 market_regime）
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_regime_map = {}
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try:
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import sqlite3 as _sq5
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_c5 = _sq5.connect(str(DATA_DIR / "mofin.db"), timeout=10)
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for _r in _c5.execute("SELECT date, regime FROM market_regime WHERE market='a'"):
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_regime_map[_r[0]] = _r[1]
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_c5.close()
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except Exception:
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pass
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# 2026-08-15 温区级普适：策略在适应温区内发出信号的月份分散度 + 温区总月份占比
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# 温区总月份数（A股: choppy35.4%/trend_down30.3%/trend_up34.3%；按市场 regime 时长统计）
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try:
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import sqlite3 as _sq3
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_c3 = _sq3.connect(str(DATA_DIR / "mofin.db"), timeout=10)
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_total_months = _c3.execute(
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"SELECT COUNT(DISTINCT substr(date,1,7)) FROM market_regime WHERE market='a'").fetchone()[0]
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_regime_months = {r[0]: r[1] for r in _c3.execute(
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"SELECT regime, COUNT(DISTINCT substr(date,1,7)) FROM market_regime WHERE market='a' GROUP BY regime").fetchall()}
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_c3.close()
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except Exception:
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_total_months = 0
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_regime_months = {}
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_regime_universality = {} # (version, regime) -> {'months': N, 'score': 分散度}
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try:
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import sqlite3 as _sq4, json as _json4, collections as _coll
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_c4 = _sq4.connect(str(DATA_DIR / "mofin.db"), timeout=10)
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for _r in _c4.execute(
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"SELECT version, results_json FROM strategy_research WHERE results_json IS NOT NULL"):
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try:
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_res = _json4.loads(_r[1])
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_trades = _res.get("trades", [])
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if not _trades:
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continue
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# 按温区过滤该策略 trades（regime_winrates 已有温区归类）
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for _rg in ("trend_up", "choppy", "trend_down"):
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_rg_months = _coll.Counter()
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for _t in _trades:
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_ed = _t.get("entry_date", "")
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if _ed and _regime_map.get(_ed) == _rg:
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_rg_months[_ed[:7]] += 1
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if _rg_months:
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_n = len(_rg_months)
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_tot = sum(_rg_months.values())
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_score = 0.0
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if _n > 1:
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for _c in _rg_months.values():
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_p = _c / _tot
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_score -= _p * (0.0 if _p == 0 else __import__('math').log(_p))
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_score = _score / __import__('math').log(_n) * 100
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_regime_universality.setdefault(_r[0], {})[_rg] = {
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"months": _n, "score": round(_score, 0),
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"regime_total_months": _regime_months.get(_rg, 0),
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}
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except Exception:
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continue
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_c4.close()
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except Exception:
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_regime_universality = {}
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_deprecated = {}
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try:
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import sqlite3 as _sq2
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+5
-3
@@ -2442,8 +2442,9 @@ function renderStrategyTable(strategies) {
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const holdShow = rw && rw.avg_hold_days != null ? rw.avg_hold_days : (isOverall ? st.avg_hold_days : null);
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const sharpeShow = rw && rw.sharpe_ratio != null ? rw.sharpe_ratio : (isOverall ? st.sharpe_ratio : null);
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const pfShow = rw && rw.profit_factor != null ? rw.profit_factor : (isOverall ? st.profit_factor : null);
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// 组合级列：整体行用整体组合；温区行用温区级组合（rw.portfolio）+ 温区级 composite + 整体普适近似
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// 组合级列：整体行用整体组合；温区行用温区级组合（rw.portfolio）+ 温区级 composite + 温区级 universality
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const rwPf = rw && rw.portfolio ? rw.portfolio : null;
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const rwUniv = rw && rw.universality ? rw.universality : null;
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// 温区级 composite（用温区 portfolio 的 cagr/total_return + 温区胜率/夏普/盈亏比/回撤，对齐整体综合分逻辑）
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let rgComposite = null;
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if (rwPf) {
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@@ -2455,7 +2456,8 @@ function renderStrategyTable(strategies) {
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rgComposite = Math.round((rgRet + rgWr + rgSh + rgPfc + rgDd) * (s._confidence || 1));
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}
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const compositeShow = isOverall ? s._composite : rgComposite;
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const universalityShow = isOverall ? (st.universality || {}).score : (st.universality || {}).score;
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// 温区级 universality（温区内信号月份分散度 + 温区总月份占比）
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const universalityShow = isOverall ? (st.universality || {}).score : (rwUniv ? rwUniv.score : null);
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const retShow = isOverall ? (st.portfolio_full||{}).total_return_pct : (rwPf ? rwPf.total_return_pct : null);
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const capShow = isOverall ? (st.portfolio_full||pf).capital_final : (rwPf ? rwPf.capital_final : null);
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const cagrShow = isOverall ? (st.portfolio_full||pf).cagr_pct : (rwPf ? rwPf.cagr_pct : null);
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@@ -2474,7 +2476,7 @@ function renderStrategyTable(strategies) {
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'<td class="text-center px-2 py-1.5 font-mono text-cyan-300">' + (st.sizing_slots ? st.sizing_slots + '仓' : '10仓') + (st.conviction_model ? '<button onclick="event.stopPropagation();showConviction(\'' + s.version + '\')" class="text-amber-400 hover:text-amber-300" title="查看信念分级仓位规则">⚡</button>' : '') + '</td>' +
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'<td class="text-center px-2 py-1.5">' + ((s.description && s.description.title) ? '<button onclick="event.stopPropagation();showDesc(\'' + s.version + '\')" class="text-blue-400 hover:text-blue-300" title="查看策略说明">📖</button>' : '<span class="text-slate-700">—</span>') + '</td>' +
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cell('composite', compositeShow, v => v + (s._confidence != null && s._confidence < 1 ? '<span class="text-slate-500 text-[10px]">×' + s._confidence.toFixed(2) + '</span>' : ''), 'font-bold text-amber-300') +
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cell('universality_score', universalityShow, v => v + '<span class="text-slate-500">/' + (st.universality || {}).months + '月</span>') +
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cell('universality_score', universalityShow, v => v + '<span class="text-slate-500">/' + (isOverall ? (st.universality || {}).months : (rwUniv ? rwUniv.months + '/' + (rwUniv.regime_total_months || '?') : '?')) + '月</span>') +
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cell('full_return_pct', retShow, v => v + '%', 'font-bold text-amber-300') +
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cell('capital_final', capShow, v => '¥' + (v/10000).toFixed(0) + '万') +
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cell('cagr_pct', cagrShow, v => v + '%', hl(cagrShow, best.cagr_pct)) +
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