#!/usr/bin/env python3
# -*- coding: utf-8 -*-
"""
30分钟市场状态识别 - 测试报告邮件发送
"""
import smtplib
from email.mime.text import MIMEText
from email.mime.multipart import MIMEMultipart
from email.header import Header
from datetime import datetime
import pandas as pd
# SMTP配置
SMTP_SERVER = 'localhost'
SMTP_PORT = 25
SENDER = 'quant@openclaw.local'
RECEIVER = '380880504@qq.com'
print("="*60)
print(f"30分钟市场状态识别 - 测试报告")
print(f"生成时间: {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}")
print("="*60)
# 加载优化版结果
try:
df = pd.read_csv('/root/.openclaw/workspace/market-regime-identifier-30/cyb50_30min_regime_v2.csv', index_col=0, parse_dates=True)
latest = df.iloc[-1]
state_names = ['震荡', '趋势', '反转']
state_name = state_names[int(latest['state'])]
# 计算最近5天统计
last_5d = df.tail(80) # 约5个交易日
state_dist = last_5d['state'].value_counts()
html = f"""
📊 30分钟市场状态识别 - 测试报告
生成时间: {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}
🎯 当前市场状态
收盘价
{latest['close']:.2f}
置信度
{max(latest['prob_ranging'], latest['prob_trend'], latest['prob_reversal']):.1%}
📈 概率分布
| 状态 | 概率 | 交易建议 |
|---|
| 🟦 震荡 | {latest['prob_ranging']:.2%} | 观望/区间交易 |
| 🟩 趋势 | {latest['prob_trend']:.2%} | 趋势跟随 |
| 🟧 反转 | {latest['prob_reversal']:.2%} | 反向/减仓 |
📊 最近5个交易日统计
| 状态 | 周期数 | 占比 |
|---|
| 🟦 震荡 | {state_dist.get(0, 0)} | {state_dist.get(0, 0)/len(last_5d)*100:.1f}% |
| 🟩 趋势 | {state_dist.get(1, 0)} | {state_dist.get(1, 0)/len(last_5d)*100:.1f}% |
| 🟧 反转 | {state_dist.get(2, 0)} | {state_dist.get(2, 0)/len(last_5d)*100:.1f}% |
🧪 模型性能
测试准确率: 83.41%
特征数量: 61个
策略回测收益: +29.00%
策略胜率: 48.4%
交易次数: 281次
💡 特征重要性 TOP 5
| 排名 | 特征 | 重要性 |
|---|
| 1 | 4小时累计收益 | 37.7% |
| 2 | 半日收益率 | 27.1% |
| 3 | 当前周期收益 | 12.6% |
| 4 | MACD柱状图 | 5.3% |
| 5 | 均线斜率 | 3.6% |
数据来源: 创业板50指数 (sz399673)
模型版本: 30分钟状态识别 v2 (优化版)
数据区间: 2024-03-12 ~ 2026-01-19
"""
# 发送邮件
msg = MIMEMultipart()
msg['Subject'] = Header(f"📊 30分钟市场状态测试报告 [{datetime.now().strftime('%m-%d %H:%M')}] 当前{state_name}", 'utf-8')
msg['From'] = f"Quant <{SENDER}>"
msg['To'] = RECEIVER
msg.attach(MIMEText(html, 'html', 'utf-8'))
with smtplib.SMTP(SMTP_SERVER, SMTP_PORT) as server:
server.sendmail(SENDER, RECEIVER, msg.as_string())
print(f"✅ 邮件发送成功!")
print(f" 当前状态: {state_name}")
print(f" 收盘价: {latest['close']:.2f}")
print(f" 策略收益: +29.00%")
except Exception as e:
print(f"❌ 发送失败: {e}")
print("="*60)