feat: 策略数据每日自动更新——period_rollup滑窗派生1y/2y/5y行(锚定数据末端,不覆盖真实记录)+health_monitor数据驱动跟随路由激活集合+regime_perf排序改最长周期优先(防派生行污染温区行)

2026-08-15 11:40:12 +08:00
parent dc8aa3fd05
commit c91f49ef87
3 changed files with 204 additions and 4 deletions
@@ -52,7 +52,9 @@ def get_trades_from_research(version):
    conn = sqlite3.connect(DB, timeout=30)
    conn.execute("PRAGMA busy_timeout=30000")
    rows = conn.execute(
-        "SELECT results_json FROM strategy_research WHERE version=? ORDER BY period_tag DESC, created_at DESC LIMIT 1",
+        # 2026-08-15：最长周期优先（LENGTH 降序：'10y' len3 > '5y'/'2y' len2）——
+        # period_rollup 每日派生 1y/2y/5y 短窗行后，字典序 period_tag DESC 会错取短窗 trades
+        "SELECT results_json FROM strategy_research WHERE version=? ORDER BY LENGTH(COALESCE(period_tag,'2y')) DESC, COALESCE(period_tag,'2y') DESC, created_at DESC LIMIT 1",
        (version,)
    ).fetchall()
    conn.close()