MoFin/evolution/evolution_api.py

"""
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
    baseline = {}
    for v in ['v_next4', 'v_next3', 'v8.1']:
        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),
            }
    
    conn.close()
    
    return {
        'health': health,
        'lessons': lessons,
        'evolution': evolution,
        'baseline': baseline,
    }


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
    members = {}
    for v in ["v_next4", "v_mr"]:
        r = conn.execute(
            "SELECT results_json FROM strategy_research"
            " WHERE version=? AND period_tag='10y' ORDER BY id DESC LIMIT 1",
            (v,),
        ).fetchone()
        if r:
            res = json.loads(r[0])
            s = res.get("summary", {})
            pf = s.get("portfolio_full", {})
            members[v] = {
                "role": "趋势市主战" if v == "v_next4" else "震荡/下跌市接管",
                "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": pf.get("cagr_pct"),
                "return_pct": pf.get("total_return_pct"),
                "max_dd_pct": pf.get("portfolio_max_dd_pct"),
                "universality": s.get("universality", {}),
            }

    conn.close()
    return {
        "regime": regime,
        "combos": combos,
        "members": members,
        "routing": [
            {"regime": "trend_up", "active": "v_next4", "action": "追涨买入/加仓放行", "desc": "大盘MA20上方+ADX强, 趋势追涨主战场"},
            {"regime": "choppy", "active": "v_mr", "action": "追涨降级为关注", "desc": "震荡市, 超跌反弹主战场, 趋势追涨让位"},
            {"regime": "trend_down", "active": "v_mr", "action": "禁止追涨", "desc": "深超跌主战场, 只做均值回复"},
        ],
    }


def get_health_trend(version='v_next4', 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())}")