feat: 自我进化模块——health_monitor+lesson_extractor+evolution_api+Dashboard+auto_iterator

2026-08-01 00:30:02 +08:00
parent 114bdc577a
commit a89e9fa8c0
7 changed files with 594 additions and 1 deletions
@@ -0,0 +1,97 @@
+"""
+evolution/evolution_api.py — 进化模块 API 接口
+供 dashboard 查询健康度、教训、迭代历史
+"""
+import sys, os, json, sqlite3
+
+sys.path.insert(0, '/home/hmo/MoFin')
+sys.path.insert(0, '/home/hmo/MoFin/deploy/profile-scripts')
+
+DB = os.environ.get('MOFIN_DB', '/home/hmo/MoFin/data/mofin.db')
+
+
+def get_evolution_dashboard():
+    """进化模块 Dashboard 数据"""
+    conn = sqlite3.connect(DB)
+    conn.row_factory = sqlite3.Row
+    
+    # 最近健康度（近30天）
+    health = []
+    for r in conn.execute("""
+        SELECT strategy_version, date, live_trades, live_wins, live_return_pct,
+               backtest_wr, backtest_avg_ret, deviation, health_score
+        FROM strategy_health ORDER BY date DESC LIMIT 30
+    """).fetchall():
+        health.append(dict(r))
+    
+    # 最近教训（近20条）
+    lessons = []
+    for r in conn.execute("""
+        SELECT strategy_version, lesson_type, lesson_text, confidence, applied, created_at
+        FROM strategy_lessons ORDER BY id DESC LIMIT 20
+    """).fetchall():
+        lessons.append(dict(r))
+    
+    # 迭代历史
+    evolution = []
+    for r in conn.execute("""
+        SELECT parent_version, child_version, change_description, promoted, created_at
+        FROM strategy_evolution ORDER BY id DESC LIMIT 20
+    """).fetchall():
+        evolution.append(dict(r))
+    
+    # 当前策略基线
+    baseline = {}
+    for v in ['v_next4', 'v_next3', 'v8.1']:
+        r = conn.execute("""
+            SELECT results_json FROM strategy_research 
+            WHERE version=? AND period_tag='5y' ORDER BY id DESC LIMIT 1
+        """, (v,)).fetchone()
+        if r:
+            res = json.loads(r[0])
+            s = res.get('summary', {})
+            pf = s.get('portfolio_full', {})
+            baseline[v] = {
+                'win_rate': s.get('win_rate', 0),
+                'total_return': pf.get('total_return_pct', 0),
+                'cagr': pf.get('cagr_pct', 0),
+                'max_dd': pf.get('portfolio_max_dd_pct', 0),
+            }
+    
+    conn.close()
+    
+    return {
+        'health': health,
+        'lessons': lessons,
+        'evolution': evolution,
+        'baseline': baseline,
+    }
+
+
+def get_health_trend(version='v_next4', days=30):
+    """健康度趋势"""
+    conn = sqlite3.connect(DB)
+    conn.row_factory = sqlite3.Row
+    rows = conn.execute("""
+        SELECT date, health_score, deviation, live_trades
+        FROM strategy_health WHERE strategy_version=? ORDER BY date DESC LIMIT ?
+    """, (version, days)).fetchall()
+    conn.close()
+    return [dict(r) for r in rows]
+
+
+def record_evolution(parent, child, description, backtest_result=None, promoted=0):
+    """记录一次策略迭代"""
+    conn = sqlite3.connect(DB)
+    conn.execute("""
+        INSERT INTO strategy_evolution (parent_version, child_version, change_description, backtest_result, promoted)
+        VALUES (?, ?, ?, ?, ?)
+    """, (parent, child, description, json.dumps(backtest_result) if backtest_result else None, promoted))
+    conn.commit()
+    conn.close()
+
+
+if __name__ == '__main__':
+    d = get_evolution_dashboard()
+    print(f"健康度: {len(d['health'])}条, 教训: {len(d['lessons'])}条, 迭代: {len(d['evolution'])}条")
+    print(f"基线: {list(d['baseline'].keys())}")