From dec30896c3a426159c9f416a70afa27be802f53b Mon Sep 17 00:00:00 2001 From: hmo Date: Thu, 13 Aug 2026 10:55:46 +0800 Subject: [PATCH] =?UTF-8?q?feat:=20=E6=B8=A9=E5=8C=BA=E8=87=AA=E9=80=82?= =?UTF-8?q?=E5=BA=94=E5=89=8D=E7=AB=AF=E6=A8=AA=E5=B9=85+router=20v5+overv?= =?UTF-8?q?iew=20API=E2=80=94=E2=80=94=E6=A6=82=E8=A7=88=E9=A1=B5=E7=BD=AE?= =?UTF-8?q?=E9=A1=B6=E6=98=BE=E7=A4=BA=E6=B8=A9=E5=8C=BA/=E6=B8=A9?= =?UTF-8?q?=E5=BA=A6/=E6=BF=80=E6=B4=BB=E7=AD=96=E7=95=A5,=20server.py=20/?= =?UTF-8?q?api/overview=20=E8=BF=94=E5=9B=9E=20regime=5Fweights,=20strateg?= =?UTF-8?q?y=5Frouter=20v5=20=E5=8A=A8=E6=80=81=E7=AD=96=E7=95=A5=E5=BA=93?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- deploy/profile-scripts/strategy_router.py | 161 +++++++++++----------- server.py | 2 + static/index.html | 32 ++++- 3 files changed, 114 insertions(+), 81 deletions(-) diff --git a/deploy/profile-scripts/strategy_router.py b/deploy/profile-scripts/strategy_router.py index 834d7567..fabdb2ad 100644 --- a/deploy/profile-scripts/strategy_router.py +++ b/deploy/profile-scripts/strategy_router.py @@ -1,20 +1,18 @@ -#!/usr/bin/env python3 +#!/usr/bin/env python3 # -*- coding: utf-8 -*- -"""strategy_router.py v2 — MoFin 策略动态路由（三态 + 温度维度，2026-08-13 重写） +"""strategy_router.py v5 — MoFin 策略动态路由（动态策略库，2026-08-13） -结论（数据验证）：三态骨架 + 温度(rsi)连续维度。 -- 三态（trend_up/choppy/trend_down）→ 选策略类型（market_regime.py 判定） -- 温度（rsi 档位）→ 仓位乘数（temp_band.py 判定，连续量） +核心（老莫原则）： +- 策略全温区发信号（不留温区门控在策略内） +- 策略-温区表现常态化记录（regime_perf.py / strategy_regime_perf），适用温区动态化 +- 组合按当前温区自动激活/休眠策略：当前温区实测胜率高的策略优先 +- 不漏历史策略（v_mr_sel trend_down 93%、v7.3 trend_up 94% 等被埋没的强者） -策略-适用温度映射（数据来源：2026-08-13 分市场状态检验，见 docs/decisions/2026-08-13-事项五）： - v_weak → choppy × [fear, neutral] （震荡市+恐慌最佳 71%） - v_oversold → trend_down × [panic, fear] （下跌市+恐慌最佳 64-86%） - v_next4 → trend_up × [greed, euphoria]（趋势市 63%） - v8.1 → trend_up （趋势市 57%） - s2_panic → trend_down × [panic] （极端恐慌 86%） - v_lurk_v3 → [choppy, trend_down] × [fear, neutral]（77%/71%） - -输出：strategy_weights.json（各策略 weight 由 状态×温度 决定） +数据流： + market_regime(三态) + regime_tracker(平滑K=5) → 当前温区 + temp_band(rsi) → 温度/仓位乘数 + regime_perf(实测) → 各策略温区表现 + → strategy_weights.json（各策略权重/激活状态） """ import json import sys @@ -27,121 +25,124 @@ sys.path.insert(0, "/home/hmo/MoFin") OUT = Path("/home/hmo/MoFin/data/strategy_weights.json") +DEFAULT_FAMILY = "mr" +FAMILY_MAP = { + "v_weak": "mr", "v_oversold": "mr", "v_mr": "mr", "v_mr2": "mr", "v_mr3": "mr", + "v_mr4": "mr", "v_mr_sel": "mr", "v_lurk_v1": "mr", "v_lurk_v2": "mr", "v_lurk_v3": "mr", + "s2_panic": "mr", "v_osc": "mr", + "v_next": "trend", "v_next3": "trend", "v_next4": "trend", "v_next5": "trend", + "v8.0": "trend", "v8.1": "trend", "v8.2": "trend", "v8.3": "trend", + "v7.0": "trend", "v7.1": "trend", "v7.1b": "trend", "v7.2": "trend", "v7.3": "trend", + "v6.0": "trend", "v6.1": "trend", "v6.2": "trend", + "v9.0": "trend", "v9.1": "trend", "v9.2": "trend", + "v_combo": "trend", "v1.0": "trend", "v2.0": "trend", "v3.0": "trend", + "v4.0": "trend", "v4.0a": "trend", "v4.0b": "trend", "v4.0c": "trend", + "v4.0d": "trend", "v4.0e": "trend", "v4.0f": "trend", "v4.0g": "trend", + "v4.0h": "trend", "v4.1": "trend", "v5.0": "trend", + "v11.0": "trend", "v11.1": "trend", +} + def load_regime(): - """读取平滑温区（regime_tracker 输出，K=5 滞回确认）。 - 优先用平滑结果（避免单日噪音误判）；regime_tracker 不可用时回退原始 market_regime。""" try: p = Path("/home/hmo/MoFin/data/market_regime_smoothed.json") if p.exists(): d = json.loads(p.read_text(encoding="utf-8")) return {"regime": d.get("current_regime", "unknown"), - "date": d.get("current_date", ""), - "temp_band": (d.get("temp") or {}).get("band"), - "temp_rsi": (d.get("temp") or {}).get("rsi")} + "date": d.get("current_date", "")} except Exception: pass try: from market_regime import load_market_regime return load_market_regime() except Exception: - return None + return {"regime": "unknown"} -def get_temp(): - """读取市场温度（rsi 档位）。regime_tracker 已含温度则直接用，否则实时算。""" +def load_temp(): try: from temp_band import get_market_temp return get_market_temp() - except Exception as e: - print(f" [router] 温度获取失败: {e}", file=sys.stderr) + except Exception: return {"band": "unknown", "rsi": None} -# 策略-适用温度映射（基础数据，数据驱动固化） -# weight = 状态匹配度 × 温度乘数 -STRATEGY_TEMP = { - "v_weak": { - "family": "mr", - "regimes": ["choppy"], - "desc": "震荡市超跌反弹（choppy+恐慌71%最佳）", - }, - "v_oversold": { - "family": "mr", - "regimes": ["trend_down"], - "desc": "下跌市超跌（trend_down+恐慌64-86%）", - }, - "v_next4": { - "family": "trend", - "regimes": ["trend_up"], - "desc": "趋势市追涨（trend_up 63%）", - }, - "v8.1": { - "family": "trend", - "regimes": ["trend_up"], - "desc": "波段先出再进（trend_up 57%）", - }, - "s2_panic": { - "family": "mr", - "regimes": ["trend_down"], - "desc": "极端恐慌买超跌（panic 86%）", - }, - "v_lurk_v3": { - "family": "mr", - "regimes": ["choppy", "trend_down"], - "desc": "潜伏型（choppy/trend_down 71-77%）", - }, -} +def load_regime_perf(): + conn = None + try: + import sqlite3 + conn = sqlite3.connect("/home/hmo/MoFin/data/mofin.db", timeout=30) + conn.execute("PRAGMA busy_timeout=30000") + rows = conn.execute( + "SELECT strategy, regime, trades, win_rate, avg_pnl FROM strategy_regime_perf" + ).fetchall() + result = {} + for strat, reg, n, wr, pnl in rows: + result.setdefault(strat, {})[reg] = {"trades": n, "win_rate": wr, "avg_pnl": pnl} + return result + except Exception: + return {} + finally: + if conn: + conn.close() -def route(regime, temp): - """三态 + 温度 → 各策略权重""" - current_regime = regime.get("regime", "unknown") if regime else "unknown" +def route(regime, temp, perf): + current_regime = regime.get("regime", "unknown") band = temp.get("band", "unknown") - family = temp.get("family", "mr") - weights = {} - for name, cfg in STRATEGY_TEMP.items(): - # 状态匹配度：适用温区包含当前状态 → 1.0，否则 0.3（保留观察） - matched = current_regime in cfg["regimes"] + for name, regs in perf.items(): + if not regs: + continue + cur = regs.get(current_regime) + best = max(regs.items(), key=lambda x: x[1].get("win_rate", 0)) + best_wr = best[1].get("win_rate", 0) + cur_wr = cur.get("win_rate") if cur else None + matched = (best_wr >= 50) and (cur_wr is not None and cur_wr >= 50) + family = FAMILY_MAP.get(name, DEFAULT_FAMILY) base = 1.0 if matched else 0.3 - # 温度乘数（按策略家族） try: from temp_band import temp_multiplier - mult = temp_multiplier(band, cfg["family"]) + mult = temp_multiplier(band, family) except Exception: mult = 0.8 weights[name] = { "weight": round(base * mult, 2), "regime": current_regime, "temp_band": band, - "family": cfg["family"], + "family": family, "matched": matched, - "desc": cfg["desc"], + "best_regime": best[0], + "best_win_rate": best[1].get("win_rate", 0), + "cur_win_rate": cur.get("win_rate") if cur else None, + "cur_avg_pnl": cur.get("avg_pnl") if cur else None, + "trades": cur.get("trades") if cur else 0, } - return weights + return dict(sorted(weights.items(), key=lambda x: -x[1]["weight"])) def main(): regime = load_regime() - temp = get_temp() - if not regime: - print(" [router] market_regime 无数据", file=sys.stderr) - regime = {"regime": "unknown"} - - weights = route(regime, temp) + temp = load_temp() + perf = load_regime_perf() + weights = route(regime, temp, perf) out = { "state": regime.get("regime", "unknown"), + "state_date": regime.get("date", ""), "temp_band": temp.get("band", "unknown"), "temp_rsi": temp.get("rsi"), "weights": weights, + "active": [k for k, v in weights.items() if v["matched"]], "updated_at": datetime.now().strftime("%Y-%m-%d %H:%M:%S"), - "note": "三态(trend_up/choppy/trend_down)选策略类型 + 温度(rsi)乘数决定仓位", + "note": "温区(平滑K=5)选策略类型 + 温度(rsi)乘数；策略全温区发信号，适用温区由实测动态决定", } OUT.write_text(json.dumps(out, ensure_ascii=False, indent=1), encoding="utf-8") print(f"strategy_weights.json: 状态={out['state']} 温度={out['temp_band']}(rsi={out['temp_rsi']})") - for name, w in weights.items(): - print(f" {name:<12} weight={w['weight']:<5} regime={w['regime']:<10} band={w['temp_band']:<8} {'✓' if w['matched'] else '观察'}") + print(f"激活策略: {out['active']}") + print("权重排名（前15）:") + for name, w in list(weights.items())[:15]: + mark = "✓" if w["matched"] else "观察" + print(f" {name:<12} w={w['weight']:<5} {w['best_regime']:<11} 最佳{w['best_win_rate']:>3.0f}% {mark}") if __name__ == "__main__": diff --git a/server.py b/server.py index e5ce9d36..bdfafb4f 100644 --- a/server.py +++ b/server.py @@ -622,6 +622,8 @@ def api_overview(): "cash": cash, "position_pct": position_pct, "total_pnl": total_pnl, "top_movers": top_movers, "market": market, "alerts": _load_json(DATA_DIR / "alerts.json", [])[:10], + # 2026-08-13 温区自适应：概览页横幅数据源 + "regime_weights": _load_json(DATA_DIR / "strategy_weights.json", None), "updated_at": summary.get("updated_at", ""), }) except Exception: diff --git a/static/index.html b/static/index.html index 129308cb..9736c236 100644 --- a/static/index.html +++ b/static/index.html @@ -380,7 +380,37 @@ function renderOverview() { `).join('') : '
暂无大幅异动
'; - el.innerHTML = ` + // ── 温区自适应横幅（2026-08-13 概览页置顶）── + let regimeHtml = ''; + try { + const rw = d.regime_weights || null; + if (rw && rw.state) { + const regIcon = {trend_up:'📈', choppy:'〰️', trend_down:'📉'}[rw.state] || '🌐'; + const regName = {trend_up:'趋势市', choppy:'震荡市', trend_down:'下跌市'}[rw.state] || rw.state; + const regColor = rw.state==='trend_up' ? 'text-emerald-400' : rw.state==='choppy' ? 'text-amber-400' : 'text-red-400'; + const bandIcon = {panic:'🔴', fear:'🟠', neutral:'🟡', greed:'🟢', euphoria:'🔵'}[rw.temp_band] || '⚪'; + const bandName = {panic:'恐慌', fear:'偏冷', neutral:'中性', greed:'偏热', euphoria:'亢奋'}[rw.temp_band] || rw.temp_band; + const activeList = (rw.active || []).slice(0, 6); + regimeHtml = '
' + + '
' + + '
🌡️' + + '' + regIcon + ' ' + regName + '' + + '(平滑' + (rw.state_date||'') + ')
' + + '
' + + '温度: ' + bandIcon + ' ' + bandName + '' + (rw.temp_rsi ? ' RSI=' + rw.temp_rsi + '' : '') + '' + + '
' + + '
' + + (activeList.length ? '
' + activeList.map(n => { + const w = rw.weights && rw.weights[n]; + const wr = w && w.best_win_rate != null ? ' ' + w.best_win_rate + '%' : ''; + return '' + n + '' + wr + ''; + }).join('') + '
' : '') + + '
策略按当前温区自动激活（strategy_weights.json），选股/买卖/重评已温区感知
' + + '
'; + } + } catch(e) {} + + el.innerHTML = regimeHtml + `
${statCard('总资产', formatMoney(d.total_assets), '💰')} ${statCard('股票市值', formatMoney(d.stock_value), '📈')}