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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