#!/usr/bin/env python3
# -*- coding: utf-8 -*-
"""strategy_router.py v5 — MoFin 策略动态路由（动态策略库，2026-08-13）

核心（老莫原则）：
- 策略全温区发信号（不留温区门控在策略内）
- 策略-温区表现常态化记录（regime_perf.py / strategy_regime_perf），适用温区动态化
- 组合按当前温区自动激活/休眠策略：当前温区实测胜率高的策略优先
- 不漏历史策略（v_mr_sel trend_down 93%、v7.3 trend_up 94% 等被埋没的强者）

数据流：
  market_regime(三态) + regime_tracker(平滑K=5) → 当前温区
  temp_band(rsi) → 温度/仓位乘数
  regime_perf(实测) → 各策略温区表现
  → strategy_weights.json（各策略权重/激活状态）
"""
import json
import sys
from pathlib import Path
from datetime import datetime

_SCRIPT_DIR = Path(__file__).resolve().parent
sys.path.insert(0, str(_SCRIPT_DIR))
sys.path.insert(0, "/home/hmo/MoFin")

OUT = Path("/home/hmo/MoFin/data/strategy_weights.json")

DEFAULT_FAMILY = "mr"

FAMILY_MAP = {
    "v_weak": "mr", "v_oversold": "mr", "v_mr": "mr", "v_mr2": "mr", "v_mr3": "mr",
    "v_mr4": "mr", "v_mr_sel": "mr", "v_lurk_v1": "mr", "v_lurk_v2": "mr", "v_lurk_v3": "mr",
    "s2_panic": "mr", "v_osc": "mr",
    "v_next": "trend", "v_next3": "trend", "v_next4": "trend", "v_next5": "trend",
    "v8.0": "trend", "v8.1": "trend", "v8.2": "trend", "v8.3": "trend",
    "v7.0": "trend", "v7.1": "trend", "v7.1b": "trend", "v7.2": "trend", "v7.3": "trend",
    "v6.0": "trend", "v6.1": "trend", "v6.2": "trend",
    "v9.0": "trend", "v9.1": "trend", "v9.2": "trend",
    "v_combo": "trend", "v1.0": "trend", "v2.0": "trend", "v3.0": "trend",
    "v4.0": "trend", "v4.0a": "trend", "v4.0b": "trend", "v4.0c": "trend",
    "v4.0d": "trend", "v4.0e": "trend", "v4.0f": "trend", "v4.0g": "trend",
    "v4.0h": "trend", "v4.1": "trend", "v5.0": "trend",
    "v11.0": "trend", "v11.1": "trend",
    "hk_mr1": "mr",  # 港股深度超卖反弹（2026-08-14 港股归因研发，trend_down 主战场）
}


def load_regime(market='a'):
    """读取当前温区。market='a'(默认,A股 smoothed 顶层,行为不变) / 'hk'(港股 markets.hk)"""
    if market == 'hk':
        try:
            p = Path("/home/hmo/MoFin/data/market_regime_smoothed.json")
            if p.exists():
                d = json.loads(p.read_text(encoding="utf-8"))
                mk = (d.get("markets") or {}).get("hk") or {}
                if mk.get("current_regime"):
                    return {"regime": mk["current_regime"], "date": mk.get("current_date", "")}
        except Exception:
            pass
        try:
            from market_regime import load_market_regime
            return load_market_regime(market='hk')
        except Exception:
            return {"regime": "unknown"}
    try:
        p = Path("/home/hmo/MoFin/data/market_regime_smoothed.json")
        if p.exists():
            d = json.loads(p.read_text(encoding="utf-8"))
            return {"regime": d.get("current_regime", "unknown"),
                    "date": d.get("current_date", "")}
    except Exception:
        pass
    try:
        from market_regime import load_market_regime
        return load_market_regime()
    except Exception:
        return {"regime": "unknown"}


def load_temp(market='a'):
    """读取当前温度。market='a'(默认,A股) / 'hk'(港股)"""
    try:
        from temp_band import get_market_temp
        return get_market_temp(market=market)
    except Exception:
        return {"band": "unknown", "rsi": None}


def load_regime_perf(market='a'):
    """读取策略-温区表现。market='a'(默认,A股,行为不变) / 'hk'(港股策略)"""
    conn = None
    try:
        import sqlite3
        conn = sqlite3.connect("/home/hmo/MoFin/data/mofin.db", timeout=30)
        conn.execute("PRAGMA busy_timeout=30000")
        rows = conn.execute(
            "SELECT strategy, regime, trades, win_rate, avg_pnl FROM strategy_regime_perf "
            "WHERE COALESCE(market,'a')=?", (market,)
        ).fetchall()
        result = {}
        for strat, reg, n, wr, pnl in rows:
            result.setdefault(strat, {})[reg] = {"trades": n, "win_rate": wr, "avg_pnl": pnl}
        return result
    except Exception:
        return {}
    finally:
        if conn:
            conn.close()


def route(regime, temp, perf):
    current_regime = regime.get("regime", "unknown")
    band = temp.get("band", "unknown")
    weights = {}
    # 已证伪策略（从 strategy_research.deprecated 读，数据驱动——证伪绝不激活）
    dep = set()
    try:
        import sqlite3 as _sq
        _c = _sq.connect("/home/hmo/MoFin/data/mofin.db", timeout=5)
        dep = {r[0] for r in _c.execute(
            "SELECT DISTINCT version FROM strategy_research WHERE deprecated IS NOT NULL AND deprecated != ''")}
        _c.close()
    except Exception:
        pass
    for name, regs in perf.items():
        if not regs:
            continue
        if name in dep:  # 已证伪策略绝不激活（数据驱动，2026-08-15）
            continue
        cur = regs.get(current_regime)
        best = max(regs.items(), key=lambda x: x[1].get("win_rate", 0))
        best_wr = best[1].get("win_rate", 0)
        cur_wr = cur.get("win_rate") if cur else None
        # 2026-08-16 资格标准A（老莫）：长期10y/近期2y/当下1y 适应温区年化>大盘 三项达标 + 手动可用
        # （替代只看胜率≥50%的旧判定——旧标准会让年化-41%但胜率51%的策略激活）
        try:
            from strategy_qualify import evaluate_strategy, is_available, get_benchmarks
            _qbench = get_benchmarks('a')
            _qev = evaluate_strategy(name, 'a', best_regime=best[0], bench=_qbench)
            _qual_ok = bool(_qev and _qev.get("long_ok") and _qev.get("mid_ok") and _qev.get("short_ok"))
            _manual_ok = is_available(name)
            matched = _qual_ok and _manual_ok
        except Exception:
            matched = (best_wr >= 50) and (cur_wr is not None and cur_wr >= 50)  # 兜底旧标准
        family = FAMILY_MAP.get(name, DEFAULT_FAMILY)
        base = 1.0 if matched else 0.3
        try:
            from temp_band import temp_multiplier
            mult = temp_multiplier(band, family)
        except Exception:
            mult = 0.8
        weights[name] = {
            "weight": round(base * mult, 2),
            "regime": current_regime,
            "temp_band": band,
            "family": family,
            "matched": matched,
            "best_regime": best[0],
            "best_win_rate": best[1].get("win_rate", 0),
            "cur_win_rate": cur.get("win_rate") if cur else None,
            "cur_avg_pnl": cur.get("avg_pnl") if cur else None,
            "trades": cur.get("trades") if cur else 0,
        }
    return dict(sorted(weights.items(), key=lambda x: -x[1]["weight"]))


def main():
    # A股路由（完全不变）
    regime = load_regime()              # A股温区
    temp = load_temp()                  # A股温度
    perf = load_regime_perf('a')        # A股策略表现
    weights = route(regime, temp, perf)
    out = {
        "state": regime.get("regime", "unknown"),
        "state_date": regime.get("date", ""),
        "temp_band": temp.get("band", "unknown"),
        "temp_rsi": temp.get("rsi"),
        "weights": weights,
        "active": [k for k, v in weights.items() if v["matched"]],
        "updated_at": datetime.now().strftime("%Y-%m-%d %H:%M:%S"),
        "note": "温区(平滑K=5)选策略类型 + 温度(rsi)乘数；策略全温区发信号，适用温区由实测动态决定",
    }
    # 港股路由（2026-08-14 新增，不影响A股）——港股组合按温区调度（hk_strategies 定义）
    try:
        hk_regime = load_regime('hk')
        hk_temp = load_temp('hk')
        from hk_strategies import strategies_for_regime
        hk_active = strategies_for_regime(hk_regime.get("regime", "unknown"))
        out["markets"] = {"hk": {
            "state": hk_regime.get("regime", "unknown"),
            "state_date": hk_regime.get("date", ""),
            "temp_band": hk_temp.get("band", "unknown"),
            "active": hk_active,
        }}
    except Exception as e:
        print(f"港股路由失败（不影响A股）: {e}", flush=True)
    OUT.write_text(json.dumps(out, ensure_ascii=False, indent=1), encoding="utf-8")
    print(f"strategy_weights.json: 状态={out['state']} 温度={out['temp_band']}(rsi={out['temp_rsi']})")
    print(f"激活策略(A股): {out['active']}")
    if "markets" in out:
        hk = out["markets"]["hk"]
        print(f"港股温区={hk['state']} 激活策略(港股): {hk['active']}")
    print("权重排名（前15）:")
    for name, w in list(weights.items())[:15]:
        mark = "✓" if w["matched"] else "观察"
        print(f"  {name:<12} w={w['weight']:<5} {w['best_regime']:<11} 最佳{w['best_win_rate']:>3.0f}% {mark}")


if __name__ == "__main__":
    main()