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)
218 lines
9.7 KiB
Python
218 lines
9.7 KiB
Python
# -*- coding: utf-8 -*-
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"""evolution/merge_b_group.py — AB融合机制（2026-08-16 方向二闭环）
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老莫：B组候选与A组对照后，融合/合并成为最终实施组（新的A组）。
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流程：
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1. 读 B 组 verified 候选（data/b_group_candidates.json, status='verified'）
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2. 老莫选择要融合的候选 → 注册为正式策略版本：
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- A股：写入 strategy_research（results_json 用回测验证的 trades）
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- 港股：注册进 hk_strategies.py（entry 条件）
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3. 加入候选池（strategy_weights 路由可识别）
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4. 手动可用性把关（老莫决定是否启用）——融合≠自动上线
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安全：不自动 promote，不自动启用；融合只是把候选变成"可用的新策略版本"。
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"""
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import json
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import subprocess
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import sys
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import sqlite3
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from datetime import datetime
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DATA_DIR = "/home/hmo/MoFin/data"
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CAND_JSON = f"{DATA_DIR}/b_group_candidates.json"
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DB = "/home/hmo/MoFin/data/mofin.db"
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def load_candidates():
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try:
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d = json.load(open(CAND_JSON, encoding="utf-8"))
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return d.get("candidates", [])
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except Exception:
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return []
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def get_verified():
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return [c for c in load_candidates() if c.get("status") == "verified"]
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def strategy_name(cand):
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"""生成策略版本名：b{regime缩写}{序号}"""
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rg_map = {"trend_up": "tu", "choppy": "ch", "trend_down": "td"}
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rg = rg_map.get(cand.get("regime"), "x")
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idx = cand.get("_idx", 1)
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return f"b_{rg}{idx}"
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def register_a_share(cand):
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"""A股候选注册：写入 strategy_research（B组候选，供研究Tab/回测）
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实际回测验证由进化引擎跑，这里先注册占位 + 候选条件记录
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"""
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conn = sqlite3.connect(DB, timeout=10)
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now = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
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name = strategy_name(cand)
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# 检查是否已注册
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exist = conn.execute("SELECT 1 FROM strategy_research WHERE version=? LIMIT 1", (name,)).fetchone()
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if exist:
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conn.close()
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return {"status": "exists", "version": name}
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conn.execute("""
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INSERT INTO strategy_research (version, name, summary, hypothesis, parent, config_json,
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results_json, analysis_json, period, created_at, market, period_tag, deprecated)
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VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?)
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""", (name, f"B组-{cand.get('regime','')}", cand.get("hypothesis", ""),
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"B组融合候选（由果及因挖掘）", "B组", json.dumps(cand.get("entry", {})),
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json.dumps({"summary": {"total_trades": cand.get("trades_est"),
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"win_rate": cand.get("sim_win_rate"),
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"avg_profit_pct": cand.get("sim_avg_pnl")}}),
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None, None, now, "a", "2y", None))
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conn.commit()
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conn.close()
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return {"status": "registered", "version": name}
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def register_hk(cand):
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"""港股候选注册：追加到 hk_strategies.py"""
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name = strategy_name(cand)
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entry = cand.get("entry", {})
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# 追加到 hk_strategies.py（先读再写）
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path = "/home/hmo/MoFin/deploy/profile-scripts/hk_strategies.py"
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src = open(path, encoding="utf-8").read()
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if f'"{name}"' in src:
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return {"status": "exists", "version": name}
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new_block = f'''
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"{name}": {{
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"version": "{name}",
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"name": "B组-{cand.get('regime','')}（由果及因融合）",
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"regime": "{cand.get('regime','all')}",
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"summary": "{cand.get('hypothesis','B组候选')[:80]}",
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"entry": {json.dumps(entry, ensure_ascii=False)},
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"exit": {{"tp_pct": 0.10, "sl_pct": 0.05, "max_hold_days": 20}},
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}},
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}}'''
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# 在 HK_STRATEGIES 的收尾 "}" 前插入（精确：找最后一个顶层 dict 的收尾）
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# HK_STRATEGIES 结构：{ "k1": {...}, ..., "kn": {...}, } 然后空行 + get_hk_strategy
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marker = "\n\n\ndef get_hk_strategy"
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idx = src.rfind(marker)
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if idx == -1:
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return {"status": "error", "version": name, "error": "hk_strategies 结构异常"}
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insert_at = src.rfind("}", 0, idx)
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# 去掉 new_block 末尾多余的 }}
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clean_block = new_block.rstrip()
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if clean_block.endswith("}}"):
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clean_block = clean_block[:-1]
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src = src[:insert_at] + clean_block + src[insert_at:]
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open(path, "w", encoding="utf-8").write(src)
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return {"status": "registered", "version": name}
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def merge(version=None):
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"""融合：把 verified 候选注册为策略版本。version 指定要融合的候选，None=全部"""
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verified = get_verified()
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if not verified:
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return {"error": "无 verified B组候选（需先通过模拟验证门槛）", "verified": 0}
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out = []
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for i, cand in enumerate(verified):
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if version and cand.get("version_name") != version:
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continue
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cand["_idx"] = i + 1
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if cand.get("market") == "hk":
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r = register_hk(cand)
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else:
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r = register_a_share(cand)
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r["candidate"] = cand.get("hypothesis", "")
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# 融合链路：多周期trades + 温区预计算 + 资格评估 + 可用性初始化
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if r.get("status") in ("registered", "exists") and r.get("version"):
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try:
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link = _post_merge_chain(r["version"], cand)
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r["chain"] = link
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except Exception as e:
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r["chain"] = {"error": str(e)}
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out.append(r)
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return {"merged": out}
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def _post_merge_chain(version, cand):
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"""融合后链路：按period_tag生成窗口trades → 温区预计算 → 资格评估 → 可用性
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返回 {period_trades: {...}, regime_records: n, qualification: {...}, availability: {...}}"""
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import subprocess, json as _json
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out = {}
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# 1) 生成各周期窗口trades 写入 strategy_research（每个 period_tag 记录独立 results_json）
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# （B组候选的 trades 来自模拟验证，按 entry_date 过滤窗口）
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try:
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import sys as _sys
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_sys.path.insert(0, "/home/hmo/MoFin")
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_sys.path.insert(0, "/home/hmo/MoFin/evolution")
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import sqlite3 as _sq
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import pandas as _pd
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from datetime import datetime as _dt, timedelta as _td
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from b_group_miner import _simulate_verify
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market = cand.get("market", "a")
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regime = cand.get("regime", "trend_down")
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entry = cand.get("entry", {})
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panel_path = "/tmp/panel_12d_hk.pkl" if market == "hk" else "/tmp/panel_12d.pkl"
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panel = _pd.read_pickle(panel_path)
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panel = panel.sort_values(["code", "date"]).reset_index(drop=True)
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panel["fwd_ret60"] = panel.groupby("code")["close"].transform(lambda x: x.shift(-60) / x - 1) * 100
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cond = _pd.Series(True, index=panel.index)
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for feat, val in entry.items():
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if "_min" in feat:
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cond &= panel[feat.replace("_min", "")] >= val
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elif "_max" in feat:
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cond &= panel[feat.replace("_max", "")] < val
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elif feat in panel.columns:
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cond &= panel[feat] == val
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tp = int(cand.get("sim_tp", 15)); sl = int(cand.get("sim_sl", 8)); mh = int(cand.get("sim_maxh", 35))
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r = _simulate_verify(market, regime, panel, cond, tp=tp, sl=sl, maxh=mh)
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if not r:
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out["period_trades"] = {"error": "模拟验证无结果"}
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else:
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all_trades = r["trades"]
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latest_dt = _dt.strptime(max(t["entry_date"] for t in all_trades), "%Y-%m-%d")
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conn = _sq.connect("/home/hmo/MoFin/data/mofin.db", timeout=30)
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for pt, yrs in [("1y", 1), ("2y", 2), ("5y", 5), ("10y", 10)]:
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cutoff = (latest_dt - _td(days=365 * yrs)).strftime("%Y-%m-%d")
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wt = [t for t in all_trades if t["entry_date"] >= cutoff]
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n = len(wt)
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wins = [t for t in wt if t.get("profit_pct", 0) > 0]
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wr = round(len(wins) / n * 100, 1) if n else 0
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avg = round(sum(t.get("profit_pct", 0) for t in wt) / n, 2) if n else 0
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results = {"summary": {"total_trades": n, "win_rate": wr, "avg_profit_pct": avg},
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"trades": wt[:5000],
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"sim_params": {"tp": tp, "sl": sl, "maxh": mh},
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"window": {"cutoff": cutoff, "latest": max(t["entry_date"] for t in all_trades)}}
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conn.execute("UPDATE strategy_research SET results_json=? WHERE version=? AND period_tag=?",
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(_json.dumps(results, ensure_ascii=False), version, pt))
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out.setdefault("period_trades", {})[pt] = {"n": n, "win_rate": wr}
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conn.commit(); conn.close()
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except Exception as e:
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out["period_trades"] = {"error": str(e)}
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# 2) 温区预计算
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try:
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mkt_flag = "--market=hk" if market == "hk" else "--market=a"
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p = subprocess.run(["/home/hmo/MoFin/venv/bin/python",
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"/home/hmo/MoFin/deploy/profile-scripts/regime_perf_by_period.py",
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mkt_flag, "--periods=1y 2y 5y 10y"],
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capture_output=True, text=True, timeout=900)
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out["regime_run"] = {"rc": p.returncode, "tail": (p.stdout or "").strip().splitlines()[-1:]}
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except Exception as e:
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out["regime_run"] = {"error": str(e)}
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# 3) 资格评估 + 可用性
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try:
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_sys.path.insert(0, "/home/hmo/MoFin/deploy/profile-scripts")
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import strategy_qualify as sq
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out["qualification"] = sq.evaluate_all_regimes(version, market=market)
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sq.auto_init_availability([version])
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av = sq.load_availability().get(version)
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out["availability"] = av
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except Exception as e:
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out["qualification"] = {"error": str(e)}
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return out
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if __name__ == "__main__":
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import sys
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v = sys.argv[1] if len(sys.argv) > 1 else None
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res = merge(v)
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print(json.dumps(res, ensure_ascii=False, indent=1))
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