# -*- 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 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", "") out.append(r) return {"merged": 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))