98 lines
3.2 KiB
Python
98 lines
3.2 KiB
Python
"""
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evolution/evolution_api.py — 进化模块 API 接口
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供 dashboard 查询健康度、教训、迭代历史
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"""
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import sys, os, json, sqlite3
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sys.path.insert(0, '/home/hmo/MoFin')
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sys.path.insert(0, '/home/hmo/MoFin/deploy/profile-scripts')
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DB = os.environ.get('MOFIN_DB', '/home/hmo/MoFin/data/mofin.db')
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def get_evolution_dashboard():
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"""进化模块 Dashboard 数据"""
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conn = sqlite3.connect(DB)
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conn.row_factory = sqlite3.Row
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# 最近健康度（近30天）
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health = []
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for r in conn.execute("""
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SELECT strategy_version, date, live_trades, live_wins, live_return_pct,
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backtest_wr, backtest_avg_ret, deviation, health_score
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FROM strategy_health ORDER BY date DESC LIMIT 30
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""").fetchall():
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health.append(dict(r))
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# 最近教训（近20条）
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lessons = []
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for r in conn.execute("""
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SELECT strategy_version, lesson_type, lesson_text, confidence, applied, created_at
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FROM strategy_lessons ORDER BY id DESC LIMIT 20
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""").fetchall():
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lessons.append(dict(r))
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# 迭代历史
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evolution = []
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for r in conn.execute("""
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SELECT parent_version, child_version, change_description, promoted, created_at
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FROM strategy_evolution ORDER BY id DESC LIMIT 20
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""").fetchall():
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evolution.append(dict(r))
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# 当前策略基线
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baseline = {}
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for v in ['v_next4', 'v_next3', 'v8.1']:
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r = conn.execute("""
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SELECT results_json FROM strategy_research
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WHERE version=? AND period_tag='5y' ORDER BY id DESC LIMIT 1
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""", (v,)).fetchone()
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if r:
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res = json.loads(r[0])
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s = res.get('summary', {})
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pf = s.get('portfolio_full', {})
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baseline[v] = {
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'win_rate': s.get('win_rate', 0),
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'total_return': pf.get('total_return_pct', 0),
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'cagr': pf.get('cagr_pct', 0),
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'max_dd': pf.get('portfolio_max_dd_pct', 0),
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}
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conn.close()
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return {
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'health': health,
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'lessons': lessons,
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'evolution': evolution,
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'baseline': baseline,
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}
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def get_health_trend(version='v_next4', days=30):
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"""健康度趋势"""
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conn = sqlite3.connect(DB)
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conn.row_factory = sqlite3.Row
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rows = conn.execute("""
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SELECT date, health_score, deviation, live_trades
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FROM strategy_health WHERE strategy_version=? ORDER BY date DESC LIMIT ?
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""", (version, days)).fetchall()
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conn.close()
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return [dict(r) for r in rows]
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def record_evolution(parent, child, description, backtest_result=None, promoted=0):
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"""记录一次策略迭代"""
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conn = sqlite3.connect(DB)
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conn.execute("""
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INSERT INTO strategy_evolution (parent_version, child_version, change_description, backtest_result, promoted)
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VALUES (?, ?, ?, ?, ?)
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""", (parent, child, description, json.dumps(backtest_result) if backtest_result else None, promoted))
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conn.commit()
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conn.close()
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if __name__ == '__main__':
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d = get_evolution_dashboard()
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print(f"健康度: {len(d['health'])}条, 教训: {len(d['lessons'])}条, 迭代: {len(d['evolution'])}条")
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print(f"基线: {list(d['baseline'].keys())}")
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