xxm
5b9d46efc6
- 归档 evolution/ + meta_growth/meta_watchdog/ab_research_daily - docs/evolution-archive-readme.md: 归档说明(旧模块功能+替代方案) - server.py: 新增 /api/research/effectiveness + effectiveness/summary + recommendation_log + execution_log - static/effectiveness.html: 新评估页面(概览/详细评估/推荐记录/执行记录) - 策略进化改为人驱动闭环(评估→用户决策→调整)
257 lines
10 KiB
Python
257 lines
10 KiB
Python
"""
|
||
evolution/evolution_api.py — 进化模块 API 接口
|
||
供 dashboard 查询健康度、教训、迭代历史
|
||
"""
|
||
import sys, os, json, sqlite3
|
||
|
||
sys.path.insert(0, '/home/hmo/MoFin')
|
||
sys.path.insert(0, '/home/hmo/MoFin/deploy/profile-scripts')
|
||
|
||
DB = os.environ.get('MOFIN_DB', '/home/hmo/MoFin/data/mofin.db')
|
||
|
||
|
||
def get_evolution_dashboard():
|
||
"""进化模块 Dashboard 数据"""
|
||
conn = sqlite3.connect(DB)
|
||
conn.row_factory = sqlite3.Row
|
||
|
||
# 最近健康度（近30天）
|
||
health = []
|
||
for r in conn.execute("""
|
||
SELECT strategy_version, date, live_trades, live_wins, live_return_pct,
|
||
backtest_wr, backtest_avg_ret, deviation, health_score
|
||
FROM strategy_health ORDER BY date DESC LIMIT 30
|
||
""").fetchall():
|
||
health.append(dict(r))
|
||
|
||
# 最近教训（近20条）
|
||
lessons = []
|
||
for r in conn.execute("""
|
||
SELECT strategy_version, lesson_type, lesson_text, confidence, applied, created_at
|
||
FROM strategy_lessons ORDER BY id DESC LIMIT 20
|
||
""").fetchall():
|
||
lessons.append(dict(r))
|
||
|
||
# 迭代历史
|
||
evolution = []
|
||
for r in conn.execute("""
|
||
SELECT parent_version, child_version, change_description, promoted, created_at
|
||
FROM strategy_evolution ORDER BY id DESC LIMIT 20
|
||
""").fetchall():
|
||
evolution.append(dict(r))
|
||
|
||
# 当前策略基线（2026-08-15: 数据驱动——跟随 strategy_weights.json 激活集合，
|
||
# 原硬编码 ['v_weak','v_oversold'] 与温区路由脱节，激活策略换了一批但基线还显示旧的）
|
||
def _active_versions():
|
||
try:
|
||
d = json.loads(open('/home/hmo/MoFin/data/strategy_weights.json', encoding='utf-8').read())
|
||
vs = list(d.get('active') or [])
|
||
vs += list(((d.get('markets') or {}).get('hk') or {}).get('active') or [])
|
||
seen, out = set(), []
|
||
for v in vs:
|
||
if v and v not in seen:
|
||
seen.add(v)
|
||
out.append(v)
|
||
return out or ['v_weak', 'v_oversold']
|
||
except Exception:
|
||
return ['v_weak', 'v_oversold']
|
||
baseline = {}
|
||
for v in _active_versions():
|
||
r = conn.execute("""
|
||
SELECT results_json FROM strategy_research
|
||
WHERE version=? AND period_tag='5y' ORDER BY id DESC LIMIT 1
|
||
""", (v,)).fetchone()
|
||
if r:
|
||
res = json.loads(r[0])
|
||
s = res.get('summary', {})
|
||
pf = s.get('portfolio_full', {})
|
||
baseline[v] = {
|
||
'win_rate': s.get('win_rate', 0),
|
||
'total_return': pf.get('total_return_pct', 0),
|
||
'cagr': pf.get('cagr_pct', 0),
|
||
'max_dd': pf.get('portfolio_max_dd_pct', 0),
|
||
}
|
||
|
||
# ── 2026-08-16 进化机制数据：读预计算快照（precompute_evolution.py 定期生成，避免实时重算）──
|
||
hypotheses = []
|
||
b_group = []
|
||
qual_overview = []
|
||
try:
|
||
_ec = json.loads(open('/home/hmo/MoFin/data/evolution_center.json', encoding='utf-8').read())
|
||
hypotheses = _ec.get('hypotheses', [])
|
||
b_group = _ec.get('b_group', [])
|
||
qual_overview = _ec.get('qual_overview', [])
|
||
except Exception:
|
||
pass
|
||
|
||
conn.close()
|
||
|
||
return {
|
||
'health': health,
|
||
'lessons': lessons,
|
||
'evolution': evolution,
|
||
'baseline': baseline,
|
||
'hypotheses': hypotheses,
|
||
'b_group': b_group,
|
||
'qual_overview': qual_overview,
|
||
}
|
||
|
||
|
||
def get_combo_dashboard():
|
||
"""组合方案 Dashboard 数据 (2026-08-02 新增)
|
||
返回: 当前组合方案(v_next4+v_mr按regime分工) + 组合回测版本(v_combo) + 市场阶段
|
||
"""
|
||
conn = sqlite3.connect(DB)
|
||
conn.row_factory = sqlite3.Row
|
||
|
||
# 1. 当前市场阶段 (market_regime)
|
||
regime = None
|
||
r = conn.execute("SELECT * FROM market_regime ORDER BY date DESC LIMIT 1").fetchone()
|
||
if r:
|
||
regime = dict(r)
|
||
|
||
# 2. 组合回测版本 (v_combo 家族)
|
||
combos = []
|
||
rows = conn.execute(
|
||
"SELECT id, version, market, period_tag, created_at, results_json"
|
||
" FROM strategy_research WHERE version LIKE '%combo%' OR version LIKE 'v_combo%'"
|
||
" ORDER BY id DESC"
|
||
).fetchall()
|
||
for r in rows:
|
||
d = dict(r)
|
||
res = json.loads(d.pop("results_json") or "{}")
|
||
s = res.get("summary", {})
|
||
pf = s.get("portfolio_full", {})
|
||
p5 = s.get("portfolio", {})
|
||
d["summary_stats"] = {
|
||
"total_trades": s.get("total_trades"),
|
||
"win_rate": s.get("win_rate"),
|
||
"avg_profit_pct": s.get("avg_profit_pct"),
|
||
"avg_hold_days": s.get("avg_hold_days"),
|
||
"sharpe_ratio": s.get("sharpe_ratio"),
|
||
"profit_factor": s.get("profit_factor"),
|
||
"universality": s.get("universality", {}),
|
||
"portfolio": p5,
|
||
"portfolio_full": pf,
|
||
}
|
||
combos.append(d)
|
||
|
||
# 3. 组合成员策略的独立指标
|
||
# 2026-08-11 更新：组合成员 = v_weak（实盘）+ p_oversold（新策略），替代旧的 v_next4+v_mr
|
||
# v_next4 移除（池内卫星仓，全市场失效；现有池子票不是它选的）
|
||
members = {}
|
||
for v in ["v_weak", "p_oversold"]:
|
||
sel_v = "v_weak" if v == "v_mr" else None
|
||
# 2026-08-12: p_oversold 实盘名 → 回测数据存 v_oversold（研究名），两个都查
|
||
candidates = ["v_oversold", "p_oversold"] if v == "p_oversold" else (["v_weak", "v_mr_sel", v] if sel_v else [v])
|
||
r = None
|
||
used_sel = False
|
||
for cv in candidates:
|
||
r = conn.execute(
|
||
"SELECT results_json FROM strategy_research"
|
||
" WHERE version=? AND period_tag='10y' ORDER BY id DESC LIMIT 1",
|
||
(cv,),
|
||
).fetchone()
|
||
if r:
|
||
used_sel = (cv == "v_weak")
|
||
break
|
||
if r:
|
||
res = json.loads(r[0])
|
||
s = res.get("summary", {})
|
||
pf = s.get("portfolio_full", {})
|
||
p5 = s.get("portfolio", {})
|
||
members[v] = {
|
||
"role": "弱市超跌确认（实盘）" if v == "v_weak" else "预测超跌反弹（新策略）",
|
||
"version": ("v_weak" if used_sel else "v_mr") if v == "v_mr" else v,
|
||
"is_sel": used_sel,
|
||
"trades": s.get("total_trades"),
|
||
"win_rate": s.get("win_rate"),
|
||
"avg_profit_pct": s.get("avg_profit_pct"),
|
||
"avg_hold_days": s.get("avg_hold_days"),
|
||
"cagr_pct": p5.get("cagr_pct"),
|
||
"return_pct": p5.get("total_return_pct"),
|
||
"max_dd_pct": p5.get("portfolio_max_dd_pct"),
|
||
"slots": p5.get("slots") or 6,
|
||
"universality": s.get("universality", {}),
|
||
# 组合模拟实际执行笔数(扣费后) + 年均(手工可行性参考)
|
||
"positions_taken_5slot": p5.get("positions_taken"),
|
||
"positions_taken_full": pf.get("positions_taken"),
|
||
}
|
||
# 2026-08-11：p_oversold 无回测数据时给兜底卡片（新策略待回测）
|
||
if "p_oversold" not in members:
|
||
members["p_oversold"] = {
|
||
"role": "预测超跌反弹（新策略）",
|
||
"version": "p_oversold",
|
||
"is_sel": False,
|
||
"trades": None, "win_rate": None, "avg_profit_pct": None,
|
||
"avg_hold_days": None, "cagr_pct": None, "return_pct": None,
|
||
"max_dd_pct": None, "slots": 10,
|
||
"universality": {},
|
||
"positions_taken_5slot": None, "positions_taken_full": None,
|
||
"note": "新策略，待回测/实盘验证",
|
||
}
|
||
|
||
conn.close()
|
||
|
||
# 2026-08-13 温区自适应：并入 strategy_weights.json（当前温区+温度+各策略权重/激活）
|
||
# + strategy_alerts.json（三振出局状态）
|
||
import json as _json
|
||
from pathlib import Path as _Path
|
||
_d = _Path("/home/hmo/MoFin/data")
|
||
weights_data = None
|
||
alerts_data = None
|
||
try:
|
||
_w = _d / "strategy_weights.json"
|
||
if _w.exists():
|
||
weights_data = _json.loads(_w.read_text(encoding="utf-8"))
|
||
except Exception:
|
||
pass
|
||
try:
|
||
_a = _d / "strategy_alerts.json"
|
||
if _a.exists():
|
||
alerts_data = _json.loads(_a.read_text(encoding="utf-8"))
|
||
except Exception:
|
||
pass
|
||
|
||
return {
|
||
"regime": regime,
|
||
"regime_weights": weights_data, # 当前温区/温度/各策略权重/激活
|
||
"strategy_alerts": alerts_data, # 三振出局状态
|
||
"combos": combos,
|
||
"members": members,
|
||
"routing": [
|
||
{"regime": "trend_up", "active": "p_oversold", "action": "预测超跌反弹", "desc": "趋势市/反弹期, p_oversold 预测超跌反弹"},
|
||
{"regime": "choppy", "active": "v_weak", "action": "弱市超跌确认", "desc": "震荡/下跌市, v_weak 均值回复主战场"},
|
||
{"regime": "trend_down", "active": "v_weak", "action": "深超跌管理", "desc": "下跌市, v_weak 管理超跌持仓"},
|
||
],
|
||
}
|
||
|
||
|
||
def get_health_trend(version='v_weak', days=30):
|
||
"""健康度趋势"""
|
||
conn = sqlite3.connect(DB)
|
||
conn.row_factory = sqlite3.Row
|
||
rows = conn.execute("""
|
||
SELECT date, health_score, deviation, live_trades
|
||
FROM strategy_health WHERE strategy_version=? ORDER BY date DESC LIMIT ?
|
||
""", (version, days)).fetchall()
|
||
conn.close()
|
||
return [dict(r) for r in rows]
|
||
|
||
|
||
def record_evolution(parent, child, description, backtest_result=None, promoted=0):
|
||
"""记录一次策略迭代"""
|
||
conn = sqlite3.connect(DB)
|
||
conn.execute("""
|
||
INSERT INTO strategy_evolution (parent_version, child_version, change_description, backtest_result, promoted)
|
||
VALUES (?, ?, ?, ?, ?)
|
||
""", (parent, child, description, json.dumps(backtest_result) if backtest_result else None, promoted))
|
||
conn.commit()
|
||
conn.close()
|
||
|
||
|
||
if __name__ == '__main__':
|
||
d = get_evolution_dashboard()
|
||
print(f"健康度: {len(d['health'])}条, 教训: {len(d['lessons'])}条, 迭代: {len(d['evolution'])}条")
|
||
print(f"基线: {list(d['baseline'].keys())}")
|