MoFin/strategy_feedback.py

#!/usr/bin/env python3
"""strategy_feedback.py — 策略评估反馈引擎

从评估结果自动推导策略调整建议：
1. 阶段一完成（达到止盈）→ 标记成功，萃取经验
2. 阶段一失败（跌破止损）→ 标记失败，分析原因
3. 阶段二验证（新止损被跌破）→ 标记止损正确
4. 长期未触及任何区间 → 建议重新评估策略区间
5. 准确率趋势 → 调整策略参数（宽度、区间计算方法）

输出：写入 decisions.json + 生成调整建议报告
"""
import json
import sys
from datetime import datetime, timedelta
from pathlib import Path

DATA_DIR = Path(__file__).parent / "data"
DECISIONS_PATH = DATA_DIR / "decisions.json"
PORTFOLIO_PATH = DATA_DIR / "portfolio.json"
ACCURACY_PATH = DATA_DIR / "accuracy_stats.json"
EVENTS_PATH = DATA_DIR / "price_events.json"
FEEDBACK_PATH = DATA_DIR / "strategy_feedback.json"


def load_json(path, default=None):
    try:
        with open(path, encoding="utf-8") as f:
            return json.load(f)
    except (FileNotFoundError, json.JSONDecodeError):
        return {} if default is None else default


def save_json(path, data):
    Path(path).parent.mkdir(parents=True, exist_ok=True)
    with open(path, "w", encoding="utf-8") as f:
        json.dump(data, f, ensure_ascii=False, indent=2)


def check_phase_completion(decision, events):
    """检查某条策略是否有阶段完成事件"""
    code = decision["code"]
    trig = decision.get("trigger", {})
    stock_events = [e for e in events.get("events", []) if e["code"] == code]

    el = trig.get("entry_zone", "")
    sl = trig.get("stop_loss", "")
    tp = trig.get("take_profit", "")

    el_low = el_high = None
    if el and "~" in str(el):
        try:
            parts = str(el).split("~")
            el_low, el_high = float(parts[0]), float(parts[1])
        except:
            pass
    sl_p = float(sl) if sl else None
    tp_p = float(tp) if tp else None

    result = {
        "phase1_completed": False,
        "phase1_result": None,  # "success" or "failure"
        "phase1_completed_at": None,
        "phase1_price_at_completion": None,
        "phase2_completed": False,
        "phase2_result": None,
        "phase2_completed_at": None,
        "days_in_phase1": None,
    }

    # 检查价格事件中是否有止盈/止损触发
    for ev in stock_events:
        ev_type = ev.get("event_type", "")
        ev_price = ev.get("price", 0)
        ev_time = ev.get("timestamp", "")

        if ev_type == "stop_loss" and sl_p and ev_price <= sl_p:
            result["phase1_completed"] = True
            result["phase1_result"] = "failure"
            result["phase1_completed_at"] = ev_time
            result["phase1_price_at_completion"] = ev_price

        # 止盈：检查是否达到或超过止盈价
        if tp_p and ev_price >= tp_p:
            result["phase1_completed"] = True
            result["phase1_result"] = "success"
            result["phase1_completed_at"] = ev_time
            result["phase1_price_at_completion"] = ev_price

    return result


def compute_accuracy_trend(accuracy_stats):
    """计算准确率趋势，用于调整策略参数"""
    details = accuracy_stats.get("details", [])
    if not details:
        return {"trend": "stable", "phase1_accuracy": 0, "phase2_accuracy": 0}

    phase1 = accuracy_stats.get("phase1", {})
    phase2 = accuracy_stats.get("phase2", {})

    p1_acc = phase1.get("accuracy_pct", 0)
    p2_acc = phase2.get("accuracy_pct", 0)

    if p1_acc >= 80:
        trend = "improving"
    elif p1_acc <= 50 and phase1.get("correct", 0) + phase1.get("wrong", 0) >= 3:
        trend = "declining"
    else:
        trend = "stable"

    return {
        "trend": trend,
        "phase1_accuracy": p1_acc,
        "phase2_accuracy": p2_acc,
        "phase1_evaluated": phase1.get("correct", 0) + phase1.get("wrong", 0),
        "phase2_evaluated": phase2.get("correct", 0) + phase2.get("wrong", 0),
    }


def generate_adjustment(decision, phase_check, accuracy_trend):
    """根据评估结果生成策略调整建议"""
    code = decision["code"]
    name = decision.get("name", code)
    trig = decision.get("trigger", {})
    adjustments = []

    el = trig.get("entry_zone", "")
    sl = trig.get("stop_loss", "")
    tp = trig.get("take_profit", "")

    # 1. 阶段一完成 → 萃取经验
    if phase_check["phase1_completed"]:
        if phase_check["phase1_result"] == "success":
            adjustments.append({
                "type": "phase1_success",
                "message": f"{name}({code}) 阶段一成功：达到止盈{tp}，价格{phase_check['phase1_price_at_completion']}",
                "action": "mark_completed",
                "knowledge": f"策略区间{el}有效，价格达到止盈位{tp}",
            })
        elif phase_check["phase1_result"] == "failure":
            adjustments.append({
                "type": "phase1_failure",
                "message": f"{name}({code}) 阶段一失败：跌破止损{sl}，价格{phase_check['phase1_price_at_completion']}",
                "action": "reassess",
                "knowledge": f"策略区间{el}失效，止损{sl}被跌破，需重新评估",
            })

    # 2. 长期未触发 → 建议重新评估
    # 检查策略创建时间
    created_at = decision.get("timestamp", "")
    if created_at:
        try:
            created = datetime.fromisoformat(created_at)
            days_since = (datetime.now() - created).days
            if days_since >= 14 and not phase_check["phase1_completed"]:
                adjustments.append({
                    "type": "stale_strategy",
                    "message": f"{name}({code}) 策略已{days_since}天未触发任何区间，建议重新评估",
                    "action": "reassess",
                })
        except:
            pass

    # 3. 准确率趋势 → 调整策略宽度
    if accuracy_trend["trend"] == "declining" and accuracy_trend["phase1_evaluated"] >= 3:
        adjustments.append({
            "type": "accuracy_declining",
            "message": f"准确率下降至{accuracy_trend['phase1_accuracy']}%，建议收紧策略区间宽度",
            "action": "tighten",
        })

    return adjustments


def run():
    decisions = load_json(DECISIONS_PATH, {"decisions": []})
    # 优先从 SQLite 读取价格事件
    try:
        from mofin_db import get_conn, query_price_events
        conn = get_conn()
        pe_rows = query_price_events(conn, limit=50000)
        conn.close()
        events = {"events": pe_rows}
    except Exception:
        events = load_json(EVENTS_PATH, {"events": []})
    accuracy_stats = load_json(ACCURACY_PATH, {})

    accuracy_trend = compute_accuracy_trend(accuracy_stats)

    all_feedback = []
    phase1_completed = []
    reassess_needed = []

    for d in decisions["decisions"]:
        code = d["code"]
        name = d.get("name", code)

        # 检查阶段完成情况
        phase_check = check_phase_completion(d, events)

        # 生成调整建议
        adjustments = generate_adjustment(d, phase_check, accuracy_trend)

        feedback_entry = {
            "code": code,
            "name": name,
            "evaluated_at": datetime.now().isoformat(),
            "phase_check": phase_check,
            "adjustments": adjustments,
        }
        all_feedback.append(feedback_entry)

        # 收集需要处理的策略
        if phase_check["phase1_completed"]:
            phase1_completed.append(feedback_entry)

        if any(a["action"] in ("reassess", "tighten") for a in adjustments):
            reassess_needed.append(feedback_entry)

    # 保存反馈结果
    feedback_data = {
        "updated_at": datetime.now().isoformat(),
        "accuracy_trend": accuracy_trend,
        "total_strategies": len(decisions["decisions"]),
        "phase1_completed_count": len(phase1_completed),
        "reassess_needed_count": len(reassess_needed),
        "feedback": all_feedback,
    }
    save_json(FEEDBACK_PATH, feedback_data)

    # 输出报告
    print("=" * 70)
    print(f"策略反馈引擎报告 | {datetime.now().strftime('%Y-%m-%d %H:%M')}")
    print("=" * 70)

    print(f"\n📈 准确率趋势: {accuracy_trend['trend']}")
    print(f"  阶段一准确率: {accuracy_trend['phase1_accuracy']}% ({accuracy_trend['phase1_evaluated']}次评估)")
    print(f"  阶段二准确率: {accuracy_trend['phase2_accuracy']}% ({accuracy_trend['phase2_evaluated']}次评估)")

    print(f"\n✅ 阶段一已完成: {len(phase1_completed)}只")
    for fb in phase1_completed:
        pc = fb["phase_check"]
        icon = "🟢" if pc["phase1_result"] == "success" else "🔴"
        print(f"  {icon} {fb['name']}({fb['code']}) {pc['phase1_result']} 于{pc['phase1_completed_at'][:19]} 价格{pc['phase1_price_at_completion']}")

    print(f"\n🔄 需重新评估: {len(reassess_needed)}只")
    for fb in reassess_needed:
        for adj in fb["adjustments"]:
            print(f"  {adj['type']}: {adj['message']}")

    if not phase1_completed and not reassess_needed:
        print(f"\n  无策略需要调整，所有策略正常运行中")

    print(f"\n✅ 反馈完成，已写入 {FEEDBACK_PATH}")


if __name__ == "__main__":
    run()