MoFin 初始提交

完整数据采集+分析管道： - market_watch.py：90行业板块采集（同花顺/东方财富） - 市场精选推荐 cron：全市场分析+候选池+星级推荐 - price_monitor.py：持仓/自选高频价格监控 - refresh_mtf_cache.py：多周期K线缓存 - 策略评估/知识萃取管道文档：docs/ 含完整需求+架构设计注意：尚未配置 git remote，笑笑接手后自行配置
2026-06-20 12:04:21 +08:00
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+"""策略→提示词版本分析引擎
+
+核心功能：将策略评估结果按提示词版本聚合，计算每个版本的准确率。
+"""
+
+import json
+from pathlib import Path
+from datetime import datetime
+from typing import Optional
+
+from .tracking import load_associations, get_associations_for_prompt_version
+from .registry import get_prompt, get_version_history
+
+PROJECT_DIR = Path("/home/hmo/projects/MoFin")
+DECISIONS_PATH = PROJECT_DIR / "data" / "decisions.json"
+ACCURACY_PATH = PROJECT_DIR / "data" / "accuracy_stats.json"
+EVAL_PATH = PROJECT_DIR / "data" / "evaluation.json"
+
+
+def _load_json(path, default=None):
+    try:
+        with open(path, encoding="utf-8") as f:
+            return json.load(f)
+    except (FileNotFoundError, json.JSONDecodeError):
+        return {} if default is None else default
+
+
+def analyze_prompt_version_effectiveness() -> dict:
+    """按提示词版本聚合策略评估结果
+
+    关联 decisions.json 中的 evaluation 字段和 associations.json 中的版本记录，
+    计算出每个提示词版本的：
+    - 生成的策略总数
+    - 达到止盈数（成功）
+    - 跌破止损数（失败）
+    - 待验证数
+    - 盈亏比平均值
+    """
+    # 加载数据
+    decisions = _load_json(DECISIONS_PATH, {"decisions": []})
+    associations = load_associations().get("associations", [])
+
+    # 建立 code → 最新关联的映射
+    code_to_pv = {}  # code -> {prompt_id, version}
+    for a in associations:
+        code = a.get("code")
+        if code and code not in code_to_pv:
+            code_to_pv[code] = {
+                "prompt_id": a.get("prompt_id"),
+                "version": a.get("prompt_version"),
+            }
+
+    # 按 prompt_id@version 分组统计
+    version_stats = {}
+
+    for d in decisions.get("decisions", []):
+        code = d.get("code")
+        if not code:
+            continue
+
+        pv = code_to_pv.get(code)
+        if not pv:
+            continue
+
+        key = f"{pv['prompt_id']}@{pv['version']}"
+        if key not in version_stats:
+            version_stats[key] = {
+                "prompt_id": pv["prompt_id"],
+                "version": pv["version"],
+                "total": 0,
+                "take_profit_hit": 0,
+                "stop_loss_hit": 0,
+                "in_entry_zone": 0,
+                "pending": 0,
+                "avg_rr": 0.0,
+                "rr_sum": 0.0,
+                "rr_count": 0,
+                "stocks": [],
+            }
+
+        vs = version_stats[key]
+        vs["total"] += 1
+        vs["stocks"].append(code)
+
+        # 从 evaluation 中读取状态
+        evals = d.get("evaluation", [])
+        for ev in evals:
+            if isinstance(ev, dict) and ev.get("phase") == 1:
+                theo = ev.get("theoretical", {})
+                status = theo.get("status", "")
+                if status == "take_profit_hit":
+                    vs["take_profit_hit"] += 1
+                elif status == "stop_loss_hit":
+                    vs["stop_loss_hit"] += 1
+                elif status == "in_entry_zone":
+                    vs["in_entry_zone"] += 1
+                else:
+                    vs["pending"] += 1
+
+        # 盈亏比
+        rr = d.get("rr_ratio")
+        if rr is not None and isinstance(rr, (int, float)):
+            vs["rr_sum"] += rr
+            vs["rr_count"] += 1
+
+    # 计算平均盈亏比和成功率
+    for key, vs in version_stats.items():
+        if vs["rr_count"] > 0:
+            vs["avg_rr"] = round(vs["rr_sum"] / vs["rr_count"], 2)
+
+        total_outcome = vs["take_profit_hit"] + vs["stop_loss_hit"]
+        if total_outcome > 0:
+            vs["success_rate"] = round(vs["take_profit_hit"] / total_outcome * 100, 1)
+        else:
+            vs["success_rate"] = None
+
+        del vs["rr_sum"]
+
+    return version_stats
+
+
+def get_prompt_version_comparison() -> dict:
+    """生成版本对比报告"""
+    version_stats = analyze_prompt_version_effectiveness()
+
+    # 补充每个版本的标签信息
+    for key, vs in version_stats.items():
+        prompt = get_prompt(vs["prompt_id"])
+        if prompt:
+            for v in prompt.versions:
+                if v.version == vs["version"]:
+                    vs["label"] = v.label
+                    vs["changelog"] = v.changelog
+                    vs["tags"] = v.tags
+                    break
+        if "label" not in vs:
+            vs["label"] = vs["version"]
+
+    return version_stats
+
+
+def generate_report() -> str:
+    """生成版本有效性报告文本"""
+    comparison = get_prompt_version_comparison()
+
+    lines = []
+    lines.append("📊 提示词版本有效性分析 | " + datetime.now().strftime("%Y-%m-%d"))
+    lines.append("")
+
+    if not comparison:
+        lines.append("暂无数据 — 请先运行策略生成和评估后重试")
+        return "\n".join(lines)
+
+    # 按 prompt_id 分组显示
+    by_prompt = {}
+    for key, vs in comparison.items():
+        pid = vs["prompt_id"]
+        by_prompt.setdefault(pid, []).append(vs)
+
+    for pid, versions in sorted(by_prompt.items()):
+        prompt = get_prompt(pid)
+        lines.append(f"\n## {prompt.name if prompt else pid}")
+        lines.append(f"  {prompt.description if prompt else ''}")
+        lines.append("")
+
+        # 按版本号排序
+        versions.sort(key=lambda x: x["version"])
+
+        header = f"  {'版本':<10} {'标签':<20} {'策略数':<8} {'止盈':<8} {'止损':<8} {'成功率':<10} {'平均R/R':<10}"
+        lines.append(header)
+        lines.append("  " + "-" * len(header))
+
+        for vs in versions:
+            sr = f"{vs['success_rate']}%" if vs['success_rate'] is not None else "-"
+            label = vs.get("label", "")[:18]
+            lines.append(
+                f"  {vs['version']:<10} {label:<20} "
+                f"{vs['total']:<8} {vs['take_profit_hit']:<8} "
+                f"{vs['stop_loss_hit']:<8} {sr:<10} "
+                f"{vs['avg_rr']:<10}"
+            )
+
+    lines.append("")
+    lines.append("---")
+    lines.append("注：数据来自 decisions.json evaluation + associations.json")
+    return "\n".join(lines)