132 lines
5.1 KiB
Python
132 lines
5.1 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 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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out.append(r)
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return {"merged": 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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