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20abd77e09a2f6da40a855120e77865ddffe4503
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456 Commits
Author SHA1 Message Date
xxm a65a351f32 fix: 批量修复76只自选rr_ratio改回candidates.rr(scanner定)——strategy_lifecycle重锚定覆盖的错值 2026-08-18 13:32:15 +08:00
xxm 0ca4e4b69f fix: RR架构统一——s2_panic_v2补rr列(断链)/per_stock_reassess删rr覆盖(RR由scanner定)/strategy_lifecycle不重算rr 2026-08-18 13:27:45 +08:00
xxm 13ff507a3e fix: rr_ratio 387/484行统一用entry/stop/tp算的rr,不再用lifecycle错值 2026-08-18 12:35:27 +08:00
xxm b7535b9b24 fix: rr_ratio统一用entry/stop/tp算(与promote同口径),不再用lifecycle的错值 2026-08-18 12:33:10 +08:00
xxm 236c7bce1a fix: RR口径修正——买入价用entry_mid算risk(不是现价),risk=entry_mid-stop,reward=tp-entry_mid 2026-08-18 12:30:53 +08:00
xxm c2ddb62c45 fix: entry_low/high用holding为基础,LLM算出才覆盖——LLM给0时用holding合理值不清空 2026-08-18 12:25:45 +08:00
xxm 396858fdab fix: per_stock_reassess rr_ratio=0 bug——lifecycle的rr_ratio为0时用entry/stop/tp自己算RR 2026-08-18 12:22:41 +08:00
xxm d19a9c4039 feat: 提示词优化——空仓时买入区仍须填合理技术区间供RR计算,禁止填0.0~0.0 2026-08-18 11:48:12 +08:00
xxm bec0de91df feat: LLM切换mimo-v2.5——DeepSeek涨价切便宜mimo(REASSESS_MODEL=mimo-v2.5,FALLBACK=deepseek-v4-flash) 2026-08-18 11:37:13 +08:00
xxm 350a511a9e fix: per_stock_reassess entry_low/high不or短路——LLM给0(空区间)就用0清空,不再取旧脏值95/99 2026-08-18 11:11:54 +08:00
xxm 01a60653f8 fix: parse_response买入区0.0~0.0视为zone_cleared(elif)——清空脏值不残留 2026-08-18 11:06:16 +08:00
xxm 31f3da772d fix: parse_response买入区0.0~0.0视为zone_cleared——清空脏值不再残留 2026-08-18 11:03:24 +08:00
xxm 9543dd52e8 fix: parse_response取应为/修正为后的正确区间——不再把LLM重复的旧脏值(95~99)当推荐写回 2026-08-18 10:57:13 +08:00
xxm 7329c651b0 fix: B层口径修正——entry偏离现价>20%触发重评校准(不再50%放行),先校准后入库 2026-08-18 10:50:51 +08:00
xxm a09393f150 fix: 三层修复promote/重评entry错乱——A重评覆盖entry_low/high+B偏离>50%标记校准+C可执行性检查(止损≥2%/止盈≥3%/修正风报比≥2) 2026-08-18 10:48:48 +08:00
xxm 529ffaa33a feat: 新提拔自选重评补推——promote后detach启动backfill,90s后补跑未就绪重评并XMPP补推 2026-08-18 10:26:36 +08:00
xxm 45e71b9879 fix: REASSESS_TIMEOUT 120→300(LLM重评90-120s不够,老莫:至少300) 2026-08-18 10:23:51 +08:00
xxm f05f80f284 fix: watchlist回注unknown时用旧candidates.sector fallback——不再产生unknown来源候选 2026-08-18 10:20:30 +08:00
xxm 416f9f1874 fix: promote加source_strategy→sector fallback——unknown时用sector,不再推送unknown策略 2026-08-18 10:18:44 +08:00
xxm c8b08bade5 fix: b_td1_v3_scanner补import time(我加重试时漏import致NameError二次崩溃,t_063136eb) 2026-08-18 10:15:16 +08:00
xxm 6508e8c0a0 fix: regime_perf_daily.sh恢复可执行权限(100644→100755,否则cron不能执行) 2026-08-18 10:08:40 +08:00
xxm 079371a968 fix: regime_perf_daily.sh港股periods加1m/6m——老莫:港股同样需短周期温区数据,不可取舍 2026-08-18 10:07:48 +08:00
xxm 774e904fd1 fix: regime_perf_daily.sh加1m/6m周期预计算——明天17:15自动切窗(否则只算1y/2y/5y/10y) 2026-08-18 10:05:07 +08:00
xxm 0070141bce fix: 全部写库scanner统一加busy_timeout=30000——整点撞锁SQLite自动等待,根治崩溃 2026-08-18 10:00:19 +08:00
xxm e18cf7e76e fix: b_td1_v3_scanner写candidates加database is locked重试(防15:01整点撞锁崩溃) 2026-08-18 09:53:38 +08:00
xxm a5452a89b1 fix: staleness-check fix_action硬编码旧路径scripts/改正确deploy/profile-scripts/(t_1310bbdb) 2026-08-18 09:49:37 +08:00
xxm f000444a2e fix: daily_kline_collector加database is locked指数退避重试(t_17ba6f5d, sz_b失败) 2026-08-18 09:48:11 +08:00
xxm 7c8a788bfc feat: 温区数据定时预计算——1m/6m/1y切窗由regime_perf_by_period每天生成+server直读(不再回退1y) 2026-08-18 09:30:35 +08:00
xxm a9ba8a27b4 fix: leader_scanner补写candidates(带rr/source_strategy)+v_next映射——trend_up激活策略(v_next/v8.1)真正进入选股管道 2026-08-18 02:42:12 +08:00
xxm b0e6fa7dde feat: ab_research_daily集成LLM——LLM主导生成每日研究结论(发现薄弱/建议尝试/预期) 2026-08-18 02:06:57 +08:00
xxm 4568877154 fix: ab_research_daily重写(修weak未定义), 记录温区覆盖薄弱点到research_log 2026-08-18 01:55:19 +08:00
xxm b5d6769fc0 feat: AB路线每日研究脚本——记录温区覆盖薄弱点到strategy_research_log表 2026-08-18 01:52:01 +08:00
xxm e793150ab5 feat: 港股按温区激活矩阵(regime_active)——非当前温区资格够也激活/备好 2026-08-18 01:29:27 +08:00
xxm ca08969a8d feat: 激活逻辑重构——按温区激活矩阵(老莫原则) 
- route() matched改为任一温区三项达标(不只当前温区)
- main()生成regime_active矩阵(每温区独立择优,资格够就激活,不合格绝不激活)
- 当前温区active=regime_active[state](实盘闸门)
结果: trend_down=[b_td1_v3,v_lurk_v3,s2_panic_v2] choppy=[v_lurk_v2] trend_up=[v_next,v8.1]
 2026-08-18 01:25:12 +08:00
xxm a73bc33eb0 fix: hk_pe_oversold_v2_gen语法修复(去掉行内注释)+s2_panic_v2 DB config 60→20 2026-08-17 23:14:45 +08:00
xxm 9f4f8d625a fix: hk_pe_oversold_v2_gen max_hold回退40d(与DB一致,真实年化40d最优23.2%) 2026-08-17 23:13:18 +08:00
xxm bdd318a896 feat: mr_scanner(v_weak)max_hold 40→20d + accumulation补持有期定义(分温区trend_down 20d) 2026-08-17 22:22:01 +08:00
xxm 4986702de1 feat: max_hold数据驱动更新(分温区扫描) s2_panic_v2 60→20d, hk_pe_v2统一20d, b_td1_v3 35→20d 
依据: trend_down下20d均收益最优(v_mr 4.92/s2 6.69 vs 60d 4.95), 短持有年化更高
 2026-08-17 22:19:46 +08:00
xxm 0604532cfe fix: watchlist淘汰回注用strategy_name非v_mr硬编码(保留来源策略语义) 2026-08-17 20:10:26 +08:00
xxm 00f6e84f2e fix: 审计修复(explore发现) 
- candidate_filter资金流读到旧id=194→WHERE id=1(critical)
- strategy_lifecycle sector_snapshots全表133907行→最新快照(major)
- strategy_lifecycle行业读取加stock_sectors_em回退(2处)
 2026-08-17 20:07:54 +08:00
xxm a7a61e03bf fix: batch_reassess行业回退stock_sectors_em(300668等6只active此前无行业) 2026-08-17 19:34:55 +08:00
xxm 9438780118 fix: 12维报告资金流/行业数据源修复 
- capital_flow_cache读到旧id=194(8-10)改WHERE id=1(现在33只)
- batch_reassess行业回退stock_sectors_em(5061覆盖全)
根因: 写入固定id=1但读取ORDER BY id DESC拿到旧行
 2026-08-17 19:32:31 +08:00
xxm 2b1b7f38b6 feat: schema迁移脚本(schema_migrate_20260817)含source/source_strategy/strategy_name列 2026-08-17 19:24:56 +08:00
xxm b00ecbfcf0 fix: 行业读取改stock_sectors_em(5061只覆盖全,原stock_sectors仅898) 
+candidates.source列(资金流突变候选写入,此前静默失败致资金流链路08-04断)
 2026-08-17 19:22:29 +08:00
xxm 1368b1790c feat: 淘汰逻辑修正(仅保留卖出信号+RR<1.0保底) 
数据: 死水3连淘汰1126只,淘汰后20日60%误杀(信号不充分3连71%涨), 仅卖出信号正确(-2.2%)
 2026-08-17 19:08:21 +08:00
xxm c9a0cc9183 feat: RR阈值2.0→1.0(保底) + 存档RR分析结论 
数据支撑: 123049笔回测 Pearson r=0.05, 分策略/分年规律相反, RR是风控非质量指标
 2026-08-17 18:51:28 +08:00
xxm 9d12b7b0d5 fix: 重评算不出RR时保留原值(rr_ratio清零bug,300668教训) 2026-08-17 18:05:39 +08:00
xxm b71a95f673 feat: promote进自选XMPP推送附完整12维重评全文(老莫要求) 2026-08-17 17:55:21 +08:00
xxm b3484f65d7 fix: promote VALUES占位符减1(strategy_name列已加,值数对齐) 2026-08-17 17:47:52 +08:00
xxm 9af213c4f8 fix: 重新应用scanner+promote的source_strategy补丁(deploy_guard回滚后重做) 2026-08-17 17:35:14 +08:00