# -*- coding: utf-8 -*- """ weight_chart.py — 权重调优历史可视化（单页） - 权重变化折线图（可按因子筛选） - 因子胜率折线图 - PnL柱状图 - 权重变化记录表 - 当前权重雷达图 python weight_chart.py [--open] """ import json, os, sys, webbrowser BASE_DIR = os.path.dirname(os.path.dirname(os.path.abspath(__file__))) # 项目根目录 REPORT_DIR = os.path.join(BASE_DIR, "weight_reports") HISTORY_FILE = os.path.join(REPORT_DIR, "weight_history.json") OUTPUT_HTML = os.path.join(REPORT_DIR, "weight_chart.html") FK_ALL = ["TR","OB","TK","OI","FR","MP","VD","BTC","GM","IV","EX","LC","MR","NEWS"] COLORS = { "TR":"#4e79a7","OB":"#f28e2b","TK":"#e15759","OI":"#76b7b2", "FR":"#59a14f","MP":"#edc948","VD":"#b07aa1","BTC":"#ff9da7", "GM":"#9c755f","IV":"#bab0ac","EX":"#d37295","LC":"#a0cbe8", "MR":"#ffbe7d","NEWS":"#8cd17d","SM":"#86bcb6", } def load_history(): if not os.path.exists(HISTORY_FILE): return [] raw = json.load(open(HISTORY_FILE, encoding="utf-8")) records = [] for ts, rec in sorted(raw.items()): # 兼容旧格式 win_rates: {k: float} 和新格式 {k: {"wr":..,"n":..}} wr_raw = rec.get("win_rates", {}) win_rates = {} for k, v in wr_raw.items(): if isinstance(v, dict): win_rates[k] = v else: win_rates[k] = {"wr": float(v), "n": 0} records.append({ "ts": ts, "label": ts[5:16], "dry_run": rec.get("dry_run", False), "trades": rec.get("trades", 0), "total_pnl":rec.get("total_pnl", 0), "weights": rec.get("weights", {}), "win_rates":win_rates, "changes": rec.get("changes", {}), }) return records def main(): open_browser = "--open" in sys.argv records = load_history() if not records: print("暂无历史数据，请先运行 weight_optimizer.py") return labels = [r["label"] for r in records] pnl_list = [r["total_pnl"] for r in records] trade_list = [r["trades"] for r in records] # 各因子权重/胜率序列 fw = {k: [r["weights"].get(k, 0) for r in records] for k in FK_ALL} wr = {k: [r["win_rates"].get(k, {}).get("wr", 0.5) for r in records] for k in FK_ALL if k != "NEWS"} wn = {k: [r["win_rates"].get(k, {}).get("n", 0) for r in records] for k in FK_ALL if k != "NEWS"} # 最新权重（用于雷达图） last_w = records[-1]["weights"] # 变化记录（倒序） changes = [] for r in records: for k, chg in r.get("changes", {}).items(): if abs(chg) >= 0.001: old_w = round(r["weights"].get(k, 0) - chg, 4) new_w = r["weights"].get(k, 0) wr_v = r["win_rates"].get(k, {}).get("wr", 0.5) n_v = r["win_rates"].get(k, {}).get("n", 0) changes.append({ "ts": r["label"], "k": k, "old": old_w, "new": new_w, "chg": round(chg, 4), "wr": round(wr_v * 100, 1), "n": n_v, "dr": r["dry_run"], }) changes = list(reversed(changes)) data_js = f""" const TS = {json.dumps(labels)}; const FW = {json.dumps(fw)}; const WR = {json.dumps(wr)}; const WN = {json.dumps(wn)}; const PNL = {json.dumps(pnl_list)}; const TRADES = {json.dumps(trade_list)}; const LAST_W = {json.dumps(last_w)}; const CHANGES = {json.dumps(changes)}; const COLORS = {json.dumps(COLORS)}; const FK_ALL = {json.dumps(FK_ALL)}; const FK_NO_NEWS = {json.dumps([k for k in FK_ALL if k != "NEWS"])}; """ html = """ 权重调优看板

⚖️ 因子权重调优看板

📊 总览

📈 权重变化趋势（点击因子标签筛选）

🎯 因子胜率趋势

💰 每次调优分析 PnL

🕸 当前权重分布（雷达图）

📊 当前各因子权重

📋 权重变化记录（含原因）

时间	因子	变化前	变化后	变化量	胜率(样本)	备注

⚙️ 当前权重明细

因子	当前权重	胜率(最新)	样本数	状态

""" with open(OUTPUT_HTML, "w", encoding="utf-8") as f: f.write(html) print(f"图表已生成: {OUTPUT_HTML}") if open_browser: webbrowser.open(f"file:///{OUTPUT_HTML.replace(chr(92),'/')}") return OUTPUT_HTML if __name__ == "__main__": main()