From dfb5ead698ede6da5e0026b7330a23843a793e81 Mon Sep 17 00:00:00 2001
From: hmo <staymo7777@gmail.com>
Date: Sat, 15 Aug 2026 03:12:41 +0800
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---
 deploy/profile-scripts/hk_backtest.py | 21 +++++++++++++++++++++
 1 file changed, 21 insertions(+)

diff --git a/deploy/profile-scripts/hk_backtest.py b/deploy/profile-scripts/hk_backtest.py
index 3224feee..ed661cd4 100644
--- a/deploy/profile-scripts/hk_backtest.py
+++ b/deploy/profile-scripts/hk_backtest.py
@@ -15,6 +15,7 @@
 import sys
 import argparse
 import collections
+import sqlite3
 from datetime import datetime, timedelta
 
 import pandas as pd
@@ -24,8 +25,22 @@ sys.path.insert(0, "/home/hmo/MoFin")   # strategy_lab.portfolio_sim（纯函数
 from hk_strategies import HK_STRATEGIES, get_hk_strategy
 
 PANEL = "/tmp/panel_12d_hk.pkl"
+DB = "/home/hmo/MoFin/data/mofin.db"
 COST = 0.0015  # 港股往返费率近似（佣金+印花税）
 
+# 港股温区映射（组合按温区调度用）
+_REGIME_CACHE = None
+
+
+def load_regime_map():
+    global _REGIME_CACHE
+    if _REGIME_CACHE is None:
+        conn = sqlite3.connect(DB)
+        _REGIME_CACHE = dict(conn.execute(
+            "SELECT date, regime FROM market_regime WHERE market='hk'").fetchall())
+        conn.close()
+    return _REGIME_CACHE
+
 
 def load_panel():
     p = pd.read_pickle(PANEL)
@@ -130,6 +145,7 @@ def main():
 
     versions = [args.version] if args.version else list(HK_STRATEGIES.keys())
     all_trades = []
+    rm = load_regime_map()   # 港股温区映射（组合温区调度）
     for v in versions:
         strat = get_hk_strategy(v)
         if not strat:
@@ -140,6 +156,11 @@ def main():
         if not trades:
             print("  无交易\n", flush=True)
             continue
+        # 温区调度：只保留策略适用温区的交易（组合正确性关键）
+        reg = strat.get("regime", "all")
+        if reg != "all" and args.version is None:
+            trades = [t for t in trades if rm.get(t["entry_date"]) == reg]
+            print(f"  温区调度({reg}): 保留 {len(trades)} 笔", flush=True)
         m = portfolio_metrics(trades, slots=args.slots)
         print(f"  交易{m['trades']} 胜率{m['win_rate']:.0f}% 组合年化{m['cagr']}% "
               f"近1年{m['year1']:+.1f}% 近6月{m['month6']:+.1f}% 近3月{m['month3']:+.1f}%\n", flush=True)