# -*- coding: utf-8 -*- """evolution/merge_b_group.py — AB融合机制（2026-08-16 方向二闭环） 老莫：B组候选与A组对照后，融合/合并成为最终实施组（新的A组）。 流程： 1. 读 B 组 verified 候选（data/b_group_candidates.json, status='verified'） 2. 老莫选择要融合的候选 → 注册为正式策略版本： - A股：写入 strategy_research（results_json 用回测验证的 trades） - 港股：注册进 hk_strategies.py（entry 条件） 3. 加入候选池（strategy_weights 路由可识别） 4. 手动可用性把关（老莫决定是否启用）——融合≠自动上线 安全：不自动 promote，不自动启用；融合只是把候选变成"可用的新策略版本"。 """ import json import subprocess import sys import sqlite3 from datetime import datetime DATA_DIR = "/home/hmo/MoFin/data" CAND_JSON = f"{DATA_DIR}/b_group_candidates.json" DB = "/home/hmo/MoFin/data/mofin.db" def load_candidates(): try: d = json.load(open(CAND_JSON, encoding="utf-8")) return d.get("candidates", []) except Exception: return [] def get_verified(): return [c for c in load_candidates() if c.get("status") == "verified"] def strategy_name(cand): """生成策略版本名：b{regime缩写}{序号}""" rg_map = {"trend_up": "tu", "choppy": "ch", "trend_down": "td"} rg = rg_map.get(cand.get("regime"), "x") idx = cand.get("_idx", 1) return f"b_{rg}{idx}" def register_a_share(cand): """A股候选注册：写入 strategy_research（B组候选，供研究Tab/回测） 实际回测验证由进化引擎跑，这里先注册占位 + 候选条件记录 """ conn = sqlite3.connect(DB, timeout=10) now = datetime.now().strftime("%Y-%m-%d %H:%M:%S") name = strategy_name(cand) # 检查是否已注册 exist = conn.execute("SELECT 1 FROM strategy_research WHERE version=? LIMIT 1", (name,)).fetchone() if exist: conn.close() return {"status": "exists", "version": name} conn.execute(""" INSERT INTO strategy_research (version, name, summary, hypothesis, parent, config_json, results_json, analysis_json, period, created_at, market, period_tag, deprecated) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?) """, (name, f"B组-{cand.get('regime','')}", cand.get("hypothesis", ""), "B组融合候选（由果及因挖掘）", "B组", json.dumps(cand.get("entry", {})), json.dumps({"summary": {"total_trades": cand.get("trades_est"), "win_rate": cand.get("sim_win_rate"), "avg_profit_pct": cand.get("sim_avg_pnl")}}), None, None, now, "a", "2y", None)) conn.commit() conn.close() return {"status": "registered", "version": name} def register_hk(cand): """港股候选注册：追加到 hk_strategies.py""" name = strategy_name(cand) entry = cand.get("entry", {}) # 追加到 hk_strategies.py（先读再写） path = "/home/hmo/MoFin/deploy/profile-scripts/hk_strategies.py" src = open(path, encoding="utf-8").read() if f'"{name}"' in src: return {"status": "exists", "version": name} new_block = f''' "{name}": {{ "version": "{name}", "name": "B组-{cand.get('regime','')}（由果及因融合）", "regime": "{cand.get('regime','all')}", "summary": "{cand.get('hypothesis','B组候选')[:80]}", "entry": {json.dumps(entry, ensure_ascii=False)}, "exit": {{"tp_pct": 0.10, "sl_pct": 0.05, "max_hold_days": 20}}, }}, }}''' # 在 HK_STRATEGIES 的收尾 "}" 前插入（精确：找最后一个顶层 dict 的收尾） # HK_STRATEGIES 结构：{ "k1": {...}, ..., "kn": {...}, } 然后空行 + get_hk_strategy marker = "\n\n\ndef get_hk_strategy" idx = src.rfind(marker) if idx == -1: return {"status": "error", "version": name, "error": "hk_strategies 结构异常"} insert_at = src.rfind("}", 0, idx) # 去掉 new_block 末尾多余的 }} clean_block = new_block.rstrip() if clean_block.endswith("}}"): clean_block = clean_block[:-1] src = src[:insert_at] + clean_block + src[insert_at:] open(path, "w", encoding="utf-8").write(src) return {"status": "registered", "version": name} def merge(version=None): """融合：把 verified 候选注册为策略版本。version 指定要融合的候选，None=全部""" verified = get_verified() if not verified: return {"error": "无 verified B组候选（需先通过模拟验证门槛）", "verified": 0} out = [] for i, cand in enumerate(verified): if version and cand.get("version_name") != version: continue cand["_idx"] = i + 1 if cand.get("market") == "hk": r = register_hk(cand) else: r = register_a_share(cand) r["candidate"] = cand.get("hypothesis", "") # 融合链路：多周期trades + 温区预计算 + 资格评估 + 可用性初始化 if r.get("status") in ("registered", "exists") and r.get("version"): try: link = _post_merge_chain(r["version"], cand) r["chain"] = link except Exception as e: r["chain"] = {"error": str(e)} out.append(r) return {"merged": out} def _post_merge_chain(version, cand): """融合后链路：按period_tag生成窗口trades → 温区预计算 → 资格评估 → 可用性 返回 {period_trades: {...}, regime_records: n, qualification: {...}, availability: {...}}""" import subprocess, json as _json out = {} # 1) 生成各周期窗口trades 写入 strategy_research（每个 period_tag 记录独立 results_json） # （B组候选的 trades 来自模拟验证，按 entry_date 过滤窗口） try: import sys as _sys _sys.path.insert(0, "/home/hmo/MoFin") _sys.path.insert(0, "/home/hmo/MoFin/evolution") import sqlite3 as _sq import pandas as _pd from datetime import datetime as _dt, timedelta as _td from b_group_miner import _simulate_verify market = cand.get("market", "a") regime = cand.get("regime", "trend_down") entry = cand.get("entry", {}) panel_path = "/tmp/panel_12d_hk.pkl" if market == "hk" else "/tmp/panel_12d.pkl" panel = _pd.read_pickle(panel_path) panel = panel.sort_values(["code", "date"]).reset_index(drop=True) panel["fwd_ret60"] = panel.groupby("code")["close"].transform(lambda x: x.shift(-60) / x - 1) * 100 cond = _pd.Series(True, index=panel.index) for feat, val in entry.items(): if "_min" in feat: cond &= panel[feat.replace("_min", "")] >= val elif "_max" in feat: cond &= panel[feat.replace("_max", "")] < val elif feat in panel.columns: cond &= panel[feat] == val tp = int(cand.get("sim_tp", 15)); sl = int(cand.get("sim_sl", 8)); mh = int(cand.get("sim_maxh", 35)) r = _simulate_verify(market, regime, panel, cond, tp=tp, sl=sl, maxh=mh) if not r: out["period_trades"] = {"error": "模拟验证无结果"} else: all_trades = r["trades"] latest_dt = _dt.strptime(max(t["entry_date"] for t in all_trades), "%Y-%m-%d") conn = _sq.connect("/home/hmo/MoFin/data/mofin.db", timeout=30) for pt, yrs in [("1y", 1), ("2y", 2), ("5y", 5), ("10y", 10)]: cutoff = (latest_dt - _td(days=365 * yrs)).strftime("%Y-%m-%d") wt = [t for t in all_trades if t["entry_date"] >= cutoff] n = len(wt) wins = [t for t in wt if t.get("profit_pct", 0) > 0] wr = round(len(wins) / n * 100, 1) if n else 0 avg = round(sum(t.get("profit_pct", 0) for t in wt) / n, 2) if n else 0 results = {"summary": {"total_trades": n, "win_rate": wr, "avg_profit_pct": avg}, "trades": wt[:5000], "sim_params": {"tp": tp, "sl": sl, "maxh": mh}, "window": {"cutoff": cutoff, "latest": max(t["entry_date"] for t in all_trades)}} conn.execute("UPDATE strategy_research SET results_json=? WHERE version=? AND period_tag=?", (_json.dumps(results, ensure_ascii=False), version, pt)) out.setdefault("period_trades", {})[pt] = {"n": n, "win_rate": wr} conn.commit(); conn.close() except Exception as e: out["period_trades"] = {"error": str(e)} # 2) 温区预计算 try: mkt_flag = "--market=hk" if market == "hk" else "--market=a" p = subprocess.run(["/home/hmo/MoFin/venv/bin/python", "/home/hmo/MoFin/deploy/profile-scripts/regime_perf_by_period.py", mkt_flag, "--periods=1y 2y 5y 10y"], capture_output=True, text=True, timeout=900) out["regime_run"] = {"rc": p.returncode, "tail": (p.stdout or "").strip().splitlines()[-1:]} except Exception as e: out["regime_run"] = {"error": str(e)} # 3) 资格评估 + 可用性 try: _sys.path.insert(0, "/home/hmo/MoFin/deploy/profile-scripts") import strategy_qualify as sq out["qualification"] = sq.evaluate_all_regimes(version, market=market) sq.auto_init_availability([version]) av = sq.load_availability().get(version) out["availability"] = av except Exception as e: out["qualification"] = {"error": str(e)} return out if __name__ == "__main__": import sys v = sys.argv[1] if len(sys.argv) > 1 else None res = merge(v) print(json.dumps(res, ensure_ascii=False, indent=1))