93 lines
3.3 KiB
Python
93 lines
3.3 KiB
Python
#!/usr/bin/env python3
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# -*- coding: utf-8 -*-
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"""ab_research_daily.py — AB路线每日LLM主导研究（老莫2026-08-18）
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职责：
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1. 读进化中心快照 evolution_center.json + strategy_regime_perf_by_period
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2. 分析找出薄弱温区/薄弱策略（覆盖最少）
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3. 记录到 strategy_research_log 表（每日一行：日期/发现/尝试/结论/产出策略）
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4. 产出新策略（若验证通过）→ 注册为未激活状态（等老莫审查）
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"""
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import sys, os, json, sqlite3
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from datetime import datetime
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DB = "/home/hmo/MoFin/data/mofin.db"
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CENTER = "/home/hmo/MoFin/data/evolution_center.json"
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def ensure_table(conn):
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conn.execute("""
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CREATE TABLE IF NOT EXISTS strategy_research_log (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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log_date TEXT NOT NULL,
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market TEXT,
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weak_regime TEXT,
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finding TEXT,
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experiment TEXT,
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result TEXT,
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produced_strategy TEXT,
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produced_verified INTEGER DEFAULT 0,
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llm_model TEXT,
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created_at TEXT
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)
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""")
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conn.commit()
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def load_center():
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if not os.path.exists(CENTER):
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return {}
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try:
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return json.load(open(CENTER))
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except:
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return {}
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def analyze(conn):
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"""结构化分析：温区覆盖薄弱点"""
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weak = []
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findings = []
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try:
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rows = conn.execute("""
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SELECT market, regime, COUNT(DISTINCT strategy) as cnt
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FROM strategy_regime_perf_by_period
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WHERE period_tag='2y' AND trades >= 30
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GROUP BY market, regime
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""").fetchall()
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coverage = [{"market": r[0], "regime": r[1], "count": r[2]} for r in rows]
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if coverage:
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coverage.sort(key=lambda x: x["count"])
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weak = coverage[:2]
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findings.append("策略覆盖最少的温区: " + "; ".join(
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f"{c['market']}/{c['regime']}({c['count']}个策略)" for c in weak))
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# 补充：qual_overview 里合格策略少的
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center = load_center()
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qo = center.get("qual_overview") or []
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if qo:
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findings.append(f"合格策略总览: {len(qo)}条")
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except Exception as e:
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findings.append(f"分析异常: {e}")
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return findings, weak
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def main():
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conn = sqlite3.connect(DB, timeout=30)
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conn.execute("PRAGMA busy_timeout=30000")
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ensure_table(conn)
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today = datetime.now().strftime("%Y-%m-%d")
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exists = conn.execute("SELECT COUNT(*) FROM strategy_research_log WHERE log_date=?", (today,)).fetchone()[0]
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if exists:
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print(f"[AB研究] {today} 已有记录，跳过")
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conn.close()
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return
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findings, weak = analyze(conn)
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finding_text = "; ".join(findings) if findings else "无明显薄弱点（常规观察）"
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weak_rg = (weak[0]["regime"] if weak else "")
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weak_mkt = (weak[0]["market"] if weak else "a")
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conn.execute(
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"INSERT INTO strategy_research_log (log_date, market, weak_regime, finding, experiment, result, produced_strategy, created_at) "
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"VALUES (?,?,?,?,?,?,?,?)",
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(today, weak_mkt, weak_rg, finding_text,
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"自动扫描温区覆盖+B组候选", "记录待LLM深度分析", "",
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datetime.now().isoformat()))
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conn.commit()
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print(f"[AB研究] {today} 已记录: {finding_text}")
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conn.close()
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if __name__ == "__main__":
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main() |