 xxm
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9f4f8d625a
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fix: hk_pe_oversold_v2_gen max_hold回退40d(与DB一致,真实年化40d最优23.2%)
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2026-08-17 23:13:18 +08:00 |
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xxm
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bdd318a896
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feat: mr_scanner(v_weak)max_hold 40→20d + accumulation补持有期定义(分温区trend_down 20d)
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2026-08-17 22:22:01 +08:00 |
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xxm
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4986702de1
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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
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2026-08-17 22:19:46 +08:00 |
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xxm
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0604532cfe
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fix: watchlist淘汰回注用strategy_name非v_mr硬编码(保留来源策略语义)
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2026-08-17 20:10:26 +08:00 |
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xxm
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00f6e84f2e
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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)
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2026-08-17 20:07:54 +08:00 |
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xxm
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a7a61e03bf
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fix: batch_reassess行业回退stock_sectors_em(300668等6只active此前无行业)
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2026-08-17 19:34:55 +08:00 |
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xxm
|
9438780118
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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
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2026-08-17 19:32:31 +08:00 |
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xxm
|
2b1b7f38b6
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feat: schema迁移脚本(schema_migrate_20260817)含source/source_strategy/strategy_name列
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2026-08-17 19:24:56 +08:00 |
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xxm
|
b00ecbfcf0
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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)
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2026-08-17 19:22:29 +08:00 |
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xxm
|
1368b1790c
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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%)
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2026-08-17 19:08:21 +08:00 |
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xxm
|
c9a0cc9183
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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
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2026-08-17 18:51:28 +08:00 |
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xxm
|
9d12b7b0d5
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fix: 重评算不出RR时保留原值(rr_ratio清零bug,300668教训)
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2026-08-17 18:05:39 +08:00 |
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xxm
|
b71a95f673
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feat: promote进自选XMPP推送附完整12维重评全文(老莫要求)
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2026-08-17 17:55:21 +08:00 |
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xxm
|
b3484f65d7
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fix: promote VALUES占位符减1(strategy_name列已加,值数对齐)
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2026-08-17 17:47:52 +08:00 |
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xxm
|
9af213c4f8
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fix: 重新应用scanner+promote的source_strategy补丁(deploy_guard回滚后重做)
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2026-08-17 17:35:14 +08:00 |
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xxm
|
394ff09003
|
feat: 4环节记录依据策略(source_strategy贯穿候选→提拔→重评快照)
- candidates+source_strategy, 4scanner INSERT写策略名(ON CONFLICT同步)
- promote读c.source_strategy→holding.strategy_name
- snapshot_strategy_history继承strategy_name写history
- 历史回填447只候选+18只自选+8只holding
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2026-08-17 17:33:25 +08:00 |
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xxm
|
33a0932642
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fix: batch_reassess主conn加busy_timeout(重做,勿在try尾插PRAGMA)+watchlist已修,整点写锁不崩
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2026-08-17 16:54:22 +08:00 |
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xxm
|
71bd44d4de
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fix: batch_reassess conn加timeout+busy_timeout(重做,docstring误改已修)
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2026-08-17 16:45:28 +08:00 |
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xxm
|
196c2c40be
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fix: watchlist_auto_exit/batch_reassess conn加timeout=30+busy_timeout(整点写锁不再崩,t_a44b6e16)
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2026-08-17 16:43:38 +08:00 |
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xxm
|
364911b865
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fix: 重评同步trigger_json(price_monitor阈值源,广信教训)+RR淘汰门槛1.5→2.0(与promote闭环)
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2026-08-17 16:30:37 +08:00 |
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xxm
|
15887c4d67
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fix: promote提拔rr_ratio用候选_rr(原硬编码0致新提拔被当weakest秒淘汰)+容量淘汰排除新提拔
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2026-08-17 16:06:20 +08:00 |
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xxm
|
eab23c30e2
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fix: promote读candidates.rr不重锚定——RR由策略算只卡阈值(b_td1/p_oversold豁免超跌门槛)
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2026-08-17 15:52:45 +08:00 |
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xxm
|
34a7d521d0
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feat: accumulation/mr scanner写candidates.rr——全部scanner按规范提供RR
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2026-08-17 15:50:57 +08:00 |
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xxm
|
d9d46f54e1
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feat: b_td1_v3_scanner写candidates.rr——RR由策略算,promote只卡阈值(老莫规范)
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2026-08-17 15:50:02 +08:00 |
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xxm
|
327f9d3e00
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feat: RR规范落地——各scanner写candidates.rr(策略算RR),promote只卡阈值不重锚定(b_td1/p_oversold豁免超跌门槛)
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2026-08-17 15:39:06 +08:00 |
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xxm
|
16c18377f5
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fix: b_td1_v3_scanner v4纯SQL——stock_indicators(加工层)+stock_daily联表,零计算零网络(<1s),架构合规
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2026-08-17 14:34:25 +08:00 |
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xxm
|
a36ec91c5d
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fix: b_td1_v3_scanner本地预筛——mcap/pe从stock_fundamentals先筛(4000→178只),再网络确认,8线程≈1min远在480s预算内(治本)
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2026-08-17 14:22:01 +08:00 |
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xxm
|
16be2a067b
|
feat: mofin_guard_monitor——后台监控知微消息+内部流程合规(推荐依据/信号不充分/executor/守卫/LLM),detached不阻塞TUI
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2026-08-17 13:05:56 +08:00 |
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xxm
|
cedd0a557c
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fix: deploy_guard PROFILE_DIRS加mohe——kanban-闭环巡检脚本误报缺失(脚本在mohe profile自己的目录)
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2026-08-17 12:52:47 +08:00 |
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xxm
|
93958d5c1a
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fix: per_stock/self_repair按文档去掉显式max_tokens(改None不指定)
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2026-08-17 11:50:36 +08:00 |
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xxm
|
7eb2a9ee99
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fix: batch_reassess按文档去掉显式max_tokens=4096(改None不指定)
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2026-08-17 11:48:49 +08:00 |
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xxm
|
ff39dbcfa9
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fix: llm_client按OCG-Router文档——max_tokens默认None不写入payload(推理模型烧光根因),timeout150→180
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2026-08-17 11:47:07 +08:00 |
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xxm
|
cc45f604f5
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fix: b_td1_v3_scanner 8线程并发(14min→2min防超时)+executor returncode检查/480s超时/完整stderr(知微提单t_b27ad65f)
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2026-08-17 11:40:30 +08:00 |
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xxm
|
03c5f9e202
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feat: pool_news采集输出附当前策略快照(版本/重评时间/止损/止盈/信号/操作)——推荐必须引用真实策略
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2026-08-17 10:48:58 +08:00 |
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xxm
|
ec6bdcb648
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fix: 破止损推送——重评后带完整操作原因+逻辑自洽(重评持有则不推卖出,止损更新到重评值)
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2026-08-17 10:16:49 +08:00 |
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xxm
|
1163d0cce1
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fix: mcap_quantile改用stock_fundamentals.mcap_total——原amount为None导致全返回0.3被池条件挡掉(0候选根因)
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2026-08-17 09:50:44 +08:00 |
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xxm
|
057fdd23da
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fix: scanner all_stocks纯code解包bug——b_td1_v3/s2_panic_v2实盘扫描不再崩
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2026-08-17 09:33:47 +08:00 |
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xxm
|
63aeecefad
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feat: router择优激活——按当前温区评估资格+质量分(综合×普适)排序+家族去重取前3,温区切换自动轮换
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2026-08-17 09:25:38 +08:00 |
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xxm
|
f59460e206
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fix: 资格判定用当前激活温区(state)优先,best_regime回退——择优激活的v_lurk_v3不再被choppy误判
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2026-08-17 07:31:00 +08:00 |
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xxm
|
2998bfb06f
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feat: 择优激活规则(strategy_activation_selector)——质量分(综合分×普适有效年占比)排序+家族去重+出手上限,输出各温区应激活策略
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2026-08-17 04:01:26 +08:00 |
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xxm
|
23be0d7c76
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feat: b_td1_v3——原池(5000信号)+score每日top5截断,信号572/成交316/比1.8(v2超跌强化错误砍成交,已修正)
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2026-08-17 03:02:18 +08:00 |
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xxm
|
58a78a734b
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feat: hk_pe_oversold_v2 生成器——深跌强化(mkt<-10)+每日top3截断,比9.3→1.9
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2026-08-17 01:54:39 +08:00 |
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xxm
|
a82b8c72b7
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fix: 普适指标重复import bug(守卫回滚后补)+前端普适列显示有效年/总年
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2026-08-17 01:32:28 +08:00 |
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xxm
|
4a78664f72
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feat: 普适指标重构——跨独立年份有效性(有效年占比×覆盖因子)+特例剔除检验(leave1),体现非特例宗旨
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2026-08-17 01:22:17 +08:00 |
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xxm
|
a42a80827a
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feat: b_td1_v2 生成器——超跌强化(bias60<-20+rsi<40+sec<-10)+每日top3截断,2y信号/成交比14.2→1.8
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2026-08-17 01:08:40 +08:00 |
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xxm
|
9c6ce43476
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fix: 普适指标真实化——trades月份去重/温区总月份(原信号÷3估算使s2_panic虚高100分)
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2026-08-17 00:47:45 +08:00 |
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xxm
|
0af61600a2
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feat: s2_panic_v2 生成器——恐慌日alpha组合(小市值+强势+行业抗跌)+每日top8截断,填多信号少成交洞
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2026-08-16 22:15:36 +08:00 |
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xxm
|
cc37b9c93b
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fix: 温区年化口径——线性放大改为按温区trades实际跨度复利年化(b_td1 1547%失真根因)
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2026-08-16 20:16:25 +08:00 |
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xxm
|
566c9265c1
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fix: evolution_daily加B组挖掘步骤——每周六串行跑引擎+B组挖掘(A股/港股)+预计算
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2026-08-16 15:27:25 +08:00 |
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xxm
|
e82a3a7846
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feat: evolution_daily串行跑进化引擎+进化中心预计算——每周六22:00一键更新后台机制与界面数据
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2026-08-16 13:34:22 +08:00 |
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