feat: 资格评估接入API——策略加qualification(长期/近期/当下达标)+manual_available+state重写(激活=当前温区+手动可用+三项达标)+警告标记
This commit is contained in:
xxm
@@ -645,6 +645,13 @@ def api_research_strategies():
|
||||
return {"months": 0, "score": 0, "regime_total_months": 0}
|
||||
try:
|
||||
from strategy_lab import list_strategies, STRATEGY_DESCRIPTIONS
|
||||
# 2026-08-16 资格评估 + 手动可用性（标准A：长期10y/近期2y/当下1y 适应温区年化>大盘）
|
||||
try:
|
||||
sys.path.insert(0, "/home/hmo/MoFin/deploy/profile-scripts")
|
||||
from strategy_qualify import get_benchmarks as _qbench, evaluate_strategy as _qeval, is_available as _qavail, load_availability as _qload
|
||||
except Exception:
|
||||
_qbench = _qeval = _qavail = _qload = None
|
||||
_qbench_data = _qbench() if _qbench else {}
|
||||
pt = request.args.get('period_tag')
|
||||
strats = list_strategies(period_tag=pt)
|
||||
# 2026-08-13 温区自适应：为每个策略附加各温区表现（strategy_regime_perf）
|
||||
@@ -788,41 +795,77 @@ def api_research_strategies():
|
||||
s['current'] = s['version'] in _active_set
|
||||
# 2026-08-15 适应温区（前端方案A：策略只在适应温区表显示一行）
|
||||
s['best_regime'] = _best_regime_map.get(s['version'])
|
||||
# 2026-08-16 资格评估（标准A：长期10y/近期2y/当下1y 适应温区年化>大盘）
|
||||
_qual = _qeval(s['version'], (s.get('market') or 'a') if (s.get('market') or 'a') != 'all' else 'a',
|
||||
best_regime=s.get('best_regime'), bench=_qbench_data) if _qeval else None
|
||||
if _qual:
|
||||
s['qualification'] = {
|
||||
'long_ok': _qual.get('long_ok'), 'mid_ok': _qual.get('mid_ok'),
|
||||
'short_ok': _qual.get('short_ok'),
|
||||
'cagr_10y': _qual.get('cagr_10y'), 'cagr_2y': _qual.get('cagr_2y'),
|
||||
'cagr_1y': _qual.get('cagr_1y'),
|
||||
'bench_10y': _qbench_data.get('10y'), 'bench_2y': _qbench_data.get('2y'),
|
||||
'bench_1y': _qbench_data.get('1y'),
|
||||
}
|
||||
else:
|
||||
s['qualification'] = None
|
||||
# 2026-08-16 手动可用性（老莫把关）：激活只能是可用的策略
|
||||
s['manual_available'] = _qavail(s['version']) if _qavail else True
|
||||
# 2026-08-15 证伪数据驱动：从 strategy_research.deprecated 读（替代前端硬编码）
|
||||
s['deprecated'] = _deprecated.get(s['version'])
|
||||
# 2026-08-15 三状态（派生，不存储）：激活/可用未激活/不可用
|
||||
# ── 2026-08-16 三状态（派生）：激活=当前温区+手动可用+三项达标；可用=手动可用+长期近期过 ──
|
||||
_l_ok = bool(_qual and _qual.get('long_ok'))
|
||||
_m_ok = bool(_qual and _qual.get('mid_ok'))
|
||||
_s_ok = bool(_qual and _qual.get('short_ok'))
|
||||
_qual_ok_3 = _l_ok and _m_ok and _s_ok
|
||||
_qual_ok_2 = _l_ok and _m_ok
|
||||
if s['version'] in _active_set:
|
||||
s['state'] = 'active'
|
||||
s['state_reason'] = '当前温区路由激活'
|
||||
if s['manual_available'] and _qual_ok_3:
|
||||
s['state'] = 'active'
|
||||
s['state_reason'] = '当前温区+手动可用+三项达标'
|
||||
else:
|
||||
# 路由激活但不够格 → 降级展示（不真跑），reason 说明原因
|
||||
s['state'] = 'available' if (s['manual_available'] and _qual_ok_2) else 'unavailable'
|
||||
_why = []
|
||||
if not s['manual_available']:
|
||||
_why.append('手动不可用')
|
||||
if not _qual_ok_3:
|
||||
_why.append('未三项达标(长期%s/近期%s/当下%s)' % (
|
||||
'✓' if _l_ok else '✗', '✓' if _m_ok else '✗', '✓' if _s_ok else '✗'))
|
||||
s['state_reason'] = '路由激活但' + ';'.join(_why)
|
||||
s['current'] = False # 激活降级，前端不高亮
|
||||
elif s.get('deprecated'):
|
||||
s['state'] = 'unavailable'
|
||||
s['state_reason'] = '已证伪: ' + str(s['deprecated'])[:80]
|
||||
elif s['version'] in _candidate_pool:
|
||||
# ── 2026-08-15 无价值淘汰：适应温区(best_regime) 2y+10y 年化都<大盘 → 历史 ──
|
||||
_elim_reason = None
|
||||
try:
|
||||
_br_v = s.get('best_regime')
|
||||
if _br_v:
|
||||
_rw2 = (_elim_r2.get(s['version']) or {}).get(_br_v)
|
||||
_rw10 = (_elim_r10.get(s['version']) or {}).get(_br_v)
|
||||
if _rw2 and _rw10:
|
||||
_c2 = _rw2.get('cagr_pct')
|
||||
_c10 = _rw10.get('cagr_pct')
|
||||
if _c2 is not None and _c10 is not None \
|
||||
and _c2 < _elim_b2 and _c10 < _elim_b10:
|
||||
_elim_reason = (f'适应温区[{_br_v}] 2y年化{round(_c2,1)}%<大盘{_elim_b2}% '
|
||||
f'且 10y年化{round(_c10,1)}%<大盘{_elim_b10}%')
|
||||
except Exception:
|
||||
_elim_reason = None
|
||||
if _elim_reason:
|
||||
if not s['manual_available']:
|
||||
s['state'] = 'unavailable'
|
||||
s['state_reason'] = '适应温区跑不赢大盘已淘汰: ' + _elim_reason
|
||||
s['state_reason'] = '手动不可用（可手动改回）'
|
||||
elif not _l_ok:
|
||||
s['state'] = 'unavailable'
|
||||
s['state_reason'] = '长期不合格(10y适应温区年化%s%%<大盘%s%%)' % (
|
||||
round(_qual['cagr_10y'], 1) if _qual and _qual.get('cagr_10y') is not None else '?',
|
||||
_qbench_data.get('10y'))
|
||||
elif _qual_ok_2:
|
||||
s['state'] = 'available'
|
||||
s['state_reason'] = '长期+近期达标，待当下确认'
|
||||
else:
|
||||
s['state'] = 'available'
|
||||
s['state_reason'] = '候选池内，当前温区未激活（温区切换即可激活）'
|
||||
s['state_reason'] = '候选池内，长期达标'
|
||||
else:
|
||||
s['state'] = 'unavailable'
|
||||
s['state_reason'] = '不在候选池（历史版本，路由不会选中）'
|
||||
# 2026-08-16 警告标记：可用性下降（近期转差）/ 回升（不可用但近期转好）
|
||||
s['qual_warning'] = None
|
||||
if _qual and s.get('manual_available'):
|
||||
if not _m_ok and _l_ok:
|
||||
s['qual_warning'] = '⚠️近期转差: 2y年化%s%%<大盘%s%%' % (
|
||||
round(_qual['cagr_2y'], 1) if _qual.get('cagr_2y') is not None else '?',
|
||||
_qbench_data.get('2y'))
|
||||
if _qual and not s.get('manual_available') and _s_ok:
|
||||
s['qual_warning'] = '🔄近期回升: 1y年化%s%%>大盘%s%%，可考虑重新启用' % (
|
||||
round(_qual['cagr_1y'], 1) if _qual.get('cagr_1y') is not None else '?',
|
||||
_qbench_data.get('1y'))
|
||||
|
||||
# 2026-08-13 关键修复：激活策略必须始终在列表中（即使该 period 无回测记录）
|
||||
# 否则 2y 等默认周期下激活策略缺失（只显示 v_oversold）。
|
||||
|
||||
Reference in New Issue
Block a user