223 lines
8.5 KiB
Python
223 lines
8.5 KiB
Python
#!/usr/bin/env python3
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# -*- coding: utf-8 -*-
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"""migrate_regime_market.py — 温区系统双市场表迁移（一次性脚本）
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背景（阶段3 港股接入）：温区相关 4 张表加 market 维度（'a' A股 / 'hk' 港股），
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A 股历史数据统一回填 market='a'，与改造前语义完全一致。
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迁移表与方式：
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- market_regime : 重建。主键 date → (date, market)。旧数据 market='a'
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- strategy_regime_perf : 重建。主键 (strategy,regime) → (strategy,regime,market)
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- market_indicators : 重建。主键 date → (date, market)。旧数据 market='a'
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- regime_cycles : ALTER 加列（主键 id 不变，无需重建）
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幂等：每张表先查 market 列是否已存在，已存在则跳过（可重复执行）。
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备份：迁移前每张表备份为 xxx_bak_20260814（CREATE TABLE AS SELECT，含数据，
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不含约束——回滚时数据完整可导回）。数据库另有每日备份。
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用法：
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python3 migrate_regime_market.py # 迁移全部 4 张表
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python3 migrate_regime_market.py --check # 只检查现状，不迁移
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"""
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import sqlite3
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import sys
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from pathlib import Path
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_SCRIPT_DIR = Path(__file__).resolve().parent
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_MOFIN_ROOT = _SCRIPT_DIR.parent.parent
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DB_PATH = Path(_MOFIN_ROOT) / "data" / "mofin.db"
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BAK_SUFFIX = "_bak_20260814"
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TABLES = ["market_regime", "regime_cycles", "strategy_regime_perf", "market_indicators"]
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def _connect():
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conn = sqlite3.connect(str(DB_PATH), timeout=30)
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conn.execute("PRAGMA busy_timeout=30000")
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return conn
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def _table_exists(conn, name):
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row = conn.execute(
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"SELECT 1 FROM sqlite_master WHERE type='table' AND name=?", (name,)
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).fetchone()
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return row is not None
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def _has_column(conn, table, col):
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cols = [r[1] for r in conn.execute(f"PRAGMA table_info({table})")]
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return col in cols
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def _backup_table(conn, table):
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"""迁移前备份：CREATE TABLE xxx_bak_20260814 AS SELECT * FROM xxx"""
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bak = table + BAK_SUFFIX
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conn.execute(f"DROP TABLE IF EXISTS {bak}")
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conn.execute(f"CREATE TABLE {bak} AS SELECT * FROM {table}")
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n = conn.execute(f"SELECT COUNT(*) FROM {bak}").fetchone()[0]
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print(f" [备份] {table} → {bak} ({n} 行)")
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return bak
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def _migrate_market_regime(conn):
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"""重建：主键 (date, market)，旧数据 market='a'"""
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if _has_column(conn, "market_regime", "market"):
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print("[跳过] market_regime 已有 market 列")
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return
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_backup_table(conn, "market_regime")
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conn.execute("DROP TABLE IF EXISTS market_regime_new")
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conn.execute("""
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CREATE TABLE market_regime_new (
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date TEXT NOT NULL,
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market TEXT NOT NULL DEFAULT 'a',
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above_ma20 INTEGER,
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ma20_slope REAL,
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roc REAL,
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adx REAL,
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regime TEXT,
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close REAL,
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created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
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PRIMARY KEY (date, market)
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)
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""")
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conn.execute("""
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INSERT INTO market_regime_new
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(date, market, above_ma20, ma20_slope, roc, adx, regime, close, created_at)
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SELECT date, 'a', above_ma20, ma20_slope, roc, adx, regime, close, created_at
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FROM market_regime
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""")
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conn.execute("DROP TABLE market_regime")
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conn.execute("ALTER TABLE market_regime_new RENAME TO market_regime")
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n = conn.execute("SELECT COUNT(*) FROM market_regime").fetchone()[0]
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print(f" [完成] market_regime: {n} 行, 主键 (date,market), 历史数据 market='a'")
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def _migrate_strategy_regime_perf(conn):
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"""重建：主键 (strategy, regime, market)，旧数据 market='a'"""
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if _has_column(conn, "strategy_regime_perf", "market"):
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print("[跳过] strategy_regime_perf 已有 market 列")
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return
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_backup_table(conn, "strategy_regime_perf")
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conn.execute("DROP TABLE IF EXISTS strategy_regime_perf_new")
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conn.execute("""
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CREATE TABLE strategy_regime_perf_new (
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strategy TEXT,
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market TEXT NOT NULL DEFAULT 'a',
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regime TEXT,
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trades INTEGER,
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win_rate REAL,
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avg_pnl REAL,
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avg_hold_days REAL,
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total_return_pct REAL,
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cagr_pct REAL,
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portfolio_max_dd_pct REAL,
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capital_final REAL,
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positions_taken INTEGER,
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sharpe_ratio REAL,
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profit_factor REAL,
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updated_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
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PRIMARY KEY (strategy, regime, market)
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)
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""")
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conn.execute("""
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INSERT INTO strategy_regime_perf_new
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(strategy, market, regime, trades, win_rate, avg_pnl, avg_hold_days,
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total_return_pct, cagr_pct, portfolio_max_dd_pct, capital_final,
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positions_taken, sharpe_ratio, profit_factor, updated_at)
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SELECT strategy, 'a', regime, trades, win_rate, avg_pnl, avg_hold_days,
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total_return_pct, cagr_pct, portfolio_max_dd_pct, capital_final,
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positions_taken, sharpe_ratio, profit_factor, updated_at
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FROM strategy_regime_perf
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""")
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conn.execute("DROP TABLE strategy_regime_perf")
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conn.execute("ALTER TABLE strategy_regime_perf_new RENAME TO strategy_regime_perf")
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n = conn.execute("SELECT COUNT(*) FROM strategy_regime_perf").fetchone()[0]
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print(f" [完成] strategy_regime_perf: {n} 行, 主键 (strategy,regime,market)")
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def _migrate_market_indicators(conn):
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"""重建：主键 date → (date, market)，旧数据 market='a'"""
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if _has_column(conn, "market_indicators", "market"):
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print("[跳过] market_indicators 已有 market 列")
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return
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_backup_table(conn, "market_indicators")
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conn.execute("DROP TABLE IF EXISTS market_indicators_new")
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conn.execute("""
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CREATE TABLE market_indicators_new (
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date TEXT NOT NULL,
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market TEXT NOT NULL DEFAULT 'a',
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mkt_rsi REAL, mkt_dd60 REAL, mkt_adx REAL, mkt_above_ma20 INTEGER,
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mkt_down_days INTEGER, mkt_slope REAL, mkt_roc REAL,
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updated_at TEXT,
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PRIMARY KEY (date, market)
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)
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""")
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conn.execute("""
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INSERT INTO market_indicators_new
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(date, market, mkt_rsi, mkt_dd60, mkt_adx, mkt_above_ma20,
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mkt_down_days, mkt_slope, mkt_roc, updated_at)
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SELECT date, 'a', mkt_rsi, mkt_dd60, mkt_adx, mkt_above_ma20,
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mkt_down_days, mkt_slope, mkt_roc, updated_at
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FROM market_indicators
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""")
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conn.execute("DROP TABLE market_indicators")
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conn.execute("ALTER TABLE market_indicators_new RENAME TO market_indicators")
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n = conn.execute("SELECT COUNT(*) FROM market_indicators").fetchone()[0]
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print(f" [完成] market_indicators: {n} 行, 主键 (date,market)")
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def _migrate_regime_cycles(conn):
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"""ALTER 加列：主键 id 不变，无需重建。market TEXT NOT NULL DEFAULT 'a'"""
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if _has_column(conn, "regime_cycles", "market"):
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print("[跳过] regime_cycles 已有 market 列")
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return
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_backup_table(conn, "regime_cycles")
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conn.execute("ALTER TABLE regime_cycles ADD COLUMN market TEXT NOT NULL DEFAULT 'a'")
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n = conn.execute("SELECT COUNT(*) FROM regime_cycles").fetchone()[0]
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print(f" [完成] regime_cycles: {n} 行, 已加 market 列 (id 主键保留)")
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def check_status(conn):
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"""检查现状（--check）：每张表是否存在、是否已有 market 列"""
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print(f"DB: {DB_PATH}")
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for t in TABLES:
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if not _table_exists(conn, t):
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print(f" {t:<24} 表不存在")
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continue
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n = conn.execute(f"SELECT COUNT(*) FROM {t}").fetchone()[0]
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m = _has_column(conn, t, "market")
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cols = ", ".join(r[1] for r in conn.execute(f"PRAGMA table_info({t})"))
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print(f" {t:<24} {n:>7} 行 | market列: {'有' if m else '缺'} | {cols}")
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def main():
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if not DB_PATH.exists():
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print(f"DB 不存在: {DB_PATH}")
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return 1
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conn = _connect()
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if "--check" in sys.argv:
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check_status(conn)
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conn.close()
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return 0
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for t in TABLES:
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if not _table_exists(conn, t):
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print(f"[跳过] {t} 表不存在")
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continue
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if t == "market_regime":
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_migrate_market_regime(conn)
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elif t == "strategy_regime_perf":
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_migrate_strategy_regime_perf(conn)
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elif t == "market_indicators":
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_migrate_market_indicators(conn)
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elif t == "regime_cycles":
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_migrate_regime_cycles(conn)
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conn.commit()
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print("全部完成。验证：")
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check_status(conn)
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conn.close()
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return 0
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if __name__ == "__main__":
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sys.exit(main())
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