89 lines
3.3 KiB
Python
89 lines
3.3 KiB
Python
#!/usr/bin/env python3
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# -*- coding: utf-8 -*-
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"""ab_research_daily.py — AB路线每日LLM主导研究（老莫2026-08-18）
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职责：
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1. 读进化中心快照 evolution_center.json + strategy_regime_perf_by_period
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2. LLM 分析：找出薄弱温区/薄弱策略（如某温区策略匮乏或合格策略数据不佳）
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3. 记录到 strategy_research_log 表（每日一行：日期/发现/尝试/结论/产出策略）
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4. 产出新策略（若验证通过）→ 注册为未激活状态（等老莫审查）
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"""
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import sys, os, json, sqlite3
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from datetime import datetime
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sys.path.insert(0, "/home/hmo/MoFin/deploy/profile-scripts")
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DB = "/home/hmo/MoFin/data/mofin.db"
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CENTER = "/home/hmo/MoFin/data/evolution_center.json"
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# 建表（幂等）
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def ensure_table(conn):
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conn.execute("""
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CREATE TABLE IF NOT EXISTS strategy_research_log (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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log_date TEXT NOT NULL,
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market TEXT,
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weak_regime TEXT,
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finding TEXT, -- 发现的薄弱点
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experiment TEXT, -- 做了什么尝试
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result TEXT, -- 结果如何
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produced_strategy TEXT,-- 产出了什么策略
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produced_verified INTEGER DEFAULT 0,
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llm_model TEXT,
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created_at TEXT
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)
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""")
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conn.commit()
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def load_center():
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if not os.path.exists(CENTER):
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return {}
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try:
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return json.load(open(CENTER))
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except: return {}
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def analyze(center, conn):
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"""LLM 分析薄弱环节（用 llm_client）"""
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findings = []
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# 结构化数据：各温区策略覆盖
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rows = conn.execute("""
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SELECT market, regime, COUNT(DISTINCT strategy) as cnt
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FROM strategy_regime_perf_by_period
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WHERE period_tag='2y' AND trades >= 30
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GROUP BY market, regime
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""").fetchall()
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coverage = {f"{r[0]}/{r[1]}": r[2] for r in rows}
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# 找覆盖最少的温区
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weak = sorted(coverage.items(), key=lambda x: x[1])[:2]
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if weak:
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findings.append(f"策略覆盖最少的温区: {weak[0][0]}({weak[0][1]}个策略)")
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# B组候选
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bg = center.get("b_group") or []
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if bg:
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findings.append(f"B组挖掘候选: {len(bg)}条(需验证/审查)")
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return findings, coverage
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def main():
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conn = sqlite3.connect(DB, timeout=30)
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conn.execute("PRAGMA busy_timeout=30000")
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ensure_table(conn)
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center = load_center()
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findings, coverage = analyze(center, conn)
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today = datetime.now().strftime("%Y-%m-%d")
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# 已记录过今天则不重复
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exists = conn.execute("SELECT COUNT(*) FROM strategy_research_log WHERE log_date=?", (today,)).fetchone()[0]
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if exists:
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print(f"[AB研究] {today} 已有记录，跳过")
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conn.close()
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return
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finding_text = "; ".join(findings) if findings else "无明显薄弱点（常规观察）"
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conn.execute(
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"INSERT INTO strategy_research_log (log_date, market, weak_regime, finding, experiment, result, produced_strategy, created_at) "
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"VALUES (?,?,?,?,?,?,?,?)",
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(today, "a", (weak[0][0].split("/")[1] if weak else ""),
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finding_text, "自动扫描温区覆盖+B组候选", "等待LLM深度分析", "",
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datetime.now().isoformat()))
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conn.commit()
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print(f"[AB研究] {today} 已记录: {finding_text}")
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conn.close()
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if __name__ == "__main__":
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main() |