cyb50-quant/kalman-filter/run_and_email.py

#!/usr/bin/env python3
# -*- coding: utf-8 -*-
"""
Kalman策略 - 运行并发送邮件报告 (修复版)
"""

import sys
sys.path.insert(0, '/root/.openclaw/workspace/kalman-filter')

import subprocess
import smtplib
from email.mime.text import MIMEText
from email.mime.multipart import MIMEMultipart
from email.mime.base import MIMEBase
from email.header import Header
from email import encoders
import os
from datetime import datetime

# 邮件配置
EMAIL_CONFIG = {
    "smtp_server": "localhost",
    "smtp_port": 25,
    "sender_email": "kalman@erwin.wang",
    "receiver_email": "380880504@qq.com"
}

def run_kalman_strategy():
    """运行 Kalman 策略"""
    print("="*60)
    print("📈 运行 Kalman 策略...")
    print("="*60)
    
    result = subprocess.run(
        ['python3', 'cyb50_kalman_filter_daily.py'],
        cwd='/root/.openclaw/workspace/kalman-filter',
        capture_output=True,
        text=True,
        timeout=300
    )
    
    return result.stdout, result.stderr, result.returncode

def parse_results(output):
    """解析策略输出结果"""
    lines = output.split('\n')
    
    summary = {
        'total_return': 'N/A',
        'max_drawdown': 'N/A',
        'sharpe': 'N/A',
        'num_trades': 'N/A',
        'win_rate': 'N/A',
        'final_value': 'N/A'
    }
    
    for line in lines:
        if '总收益率:' in line:
            summary['total_return'] = line.split(':')[1].strip()
        elif '最大回撤:' in line:
            summary['max_drawdown'] = line.split(':')[1].strip()
        elif '夏普比率:' in line:
            summary['sharpe'] = line.split(':')[1].strip()
        elif '总交易对数' in line:
            summary['num_trades'] = line.split(':')[1].strip()
        elif '胜率:' in line:
            summary['win_rate'] = line.split(':')[1].strip()
        elif '最终资产:' in line:
            summary['final_value'] = line.split(':')[1].strip()
    
    return summary

def simplify_reason(reason):
    """简化退出原因"""
    if '早期止损' in reason:
        return '早期止损'
    elif '趋势衰减' in reason:
        return '趋势衰减'
    elif '追踪止损' in reason:
        return '追踪止损'
    elif '最大亏损' in reason:
        return '最大亏损止损'
    elif '趋势卖出' in reason:
        return '趋势卖出'
    else:
        return reason.split('(')[0] if '(' in reason else reason

def extract_recent_trades(output):
    """提取最近20次交易（优先从逐笔交易分析中提取，补充所有交易信号）"""
    lines = output.split('\n')
    trades = []
    
    # 方法1: 从"逐笔交易盈亏分析"中提取（包含完整交易信息）
    in_trade_section = False
    for line in lines:
        if '逐笔交易盈亏分析' in line:
            in_trade_section = True
            continue
        if in_trade_section:
            stripped = line.strip()
            # 匹配格式: "21   2026-02-26   3500.75    2026-03-04   3310.59    4       1.0x   -5.43%     早期止损(...)"
            if len(stripped) > 60:
                parts = stripped.split()
                if len(parts) >= 9:
                    try:
                        # 检查第一列是数字，第二列是日期
                        if parts[0].isdigit() and len(parts[1]) == 10 and parts[1][4] == '-':
                            # 简化退出原因
                            parts[-1] = simplify_reason(parts[-1])
                            trade_line = ' '.join(parts[:9])
                            trades.append(trade_line)
                    except:
                        pass
            if len(trades) >= 25:  # 多取一些，确保包含最近的交易
                break
            if '退出原因统计' in line:
                break
    
    # 方法2: 如果逐笔交易不足，从"所有交易信号"中补充配对
    if len(trades) < 20:
        signals = []
        in_signal_section = False
        for line in lines:
            if '所有交易信号详情' in line:
                in_signal_section = True
                continue
            if in_signal_section:
                stripped = line.strip()
                if len(stripped) > 30:
                    parts = stripped.split()
                    if len(parts) >= 3 and parts[0].isdigit() and len(parts[1]) == 10 and parts[1][4] == '-':
                        signals.append({
                            'num': parts[0],
                            'date': parts[1],
                            'action': parts[2],
                            'price': parts[3] if len(parts) > 3 else '',
                        })
                if '当前市场状态' in line:
                    break
        
        # 配对买卖信号（取全部信号，不只是最后40个）
        for i in range(len(signals) - 1):
            if signals[i]['action'] == '买入' and signals[i+1]['action'] == '卖出':
                buy = signals[i]
                sell = signals[i+1]
                # 检查是否已经存在（通过日期判断）
                trade_date = f"{buy['date']}买入"
                if not any(trade_date in t for t in trades):
                    trade_line = f"{buy['num']:<4} {buy['date']:<12} {buy['price']:<10} {sell['date']:<12} {sell['price']:<10} {'?':<7} {'1.0x':<6} {'?':<8} {'信号配对'}"
                    trades.append(trade_line)
    
    # 按交易编号排序，取最近20条
    def get_trade_num(trade_line):
        try:
            return int(trade_line.split()[0])
        except:
            return 0
    
    trades.sort(key=get_trade_num)
    return trades[-20:]

def extract_recent_signals(output):
    """提取最近20天信号详情"""
    lines = output.split('\n')
    signals = []
    in_signal_section = False
    
    for line in lines:
        if '最近' in line and '个交易日信号判断详情' in line:
            in_signal_section = True
            continue
        if in_signal_section:
            stripped = line.strip()
            if len(stripped) > 80 and stripped[0:4].isdigit():
                signals.append(stripped)
            if len(signals) >= 20:
                break
            if '分析完成' in line or '当前市场状态' in line:
                break
    
    return signals

def extract_current_status(output):
    """提取当前市场状态"""
    lines = output.split('\n')
    status = []
    in_status = False
    
    for line in lines:
        if '当前市场状态' in line:
            in_status = True
        if in_status:
            status.append(line.strip())
            if len(status) >= 8:
                break
    
    return status

def send_email(subject, html_content, text_content, attachments=None):
    """发送邮件"""
    try:
        msg = MIMEMultipart('alternative')
        msg['Subject'] = Header(subject, 'utf-8')
        msg['From'] = EMAIL_CONFIG['sender_email']
        msg['To'] = EMAIL_CONFIG['receiver_email']
        
        text_part = MIMEText(text_content, 'plain', 'utf-8')
        msg.attach(text_part)
        
        html_part = MIMEText(html_content, 'html', 'utf-8')
        msg.attach(html_part)
        
        if attachments:
            for filepath in attachments:
                if os.path.exists(filepath):
                    with open(filepath, 'rb') as f:
                        attachment = MIMEBase('application', 'octet-stream')
                        attachment.set_payload(f.read())
                    encoders.encode_base64(attachment)
                    filename = os.path.basename(filepath)
                    attachment.add_header('Content-Disposition', f'attachment; filename="{filename}"')
                    msg.attach(attachment)
        
        with smtplib.SMTP(EMAIL_CONFIG['smtp_server'], EMAIL_CONFIG['smtp_port']) as server:
            server.sendmail(
                EMAIL_CONFIG['sender_email'],
                EMAIL_CONFIG['receiver_email'],
                msg.as_string()
            )
        print(f"✅ 邮件发送成功: {subject}")
        return True
    except Exception as e:
        print(f"❌ 邮件发送失败: {e}")
        return False

def main():
    """主程序"""
    print(f"执行时间: {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}")
    
    stdout, stderr, returncode = run_kalman_strategy()
    
    if returncode != 0:
        print(f"❌ 策略运行失败: {stderr}")
        return
    
    summary = parse_results(stdout)
    recent_trades = extract_recent_trades(stdout)
    recent_signals = extract_recent_signals(stdout)
    current_status = extract_current_status(stdout)
    
    # 构建文本邮件
    text = f"""
Kalman策略报告
生成时间: {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}

【绩效摘要】
总收益率: {summary['total_return']}
最大回撤: {summary['max_drawdown']}
夏普比率: {summary['sharpe']}
总交易次数: {summary['num_trades']}
胜率: {summary['win_rate']}
最终资产: {summary['final_value']}

【当前市场状态】
"""
    for line in current_status[:8]:
        text += line + '\n'
    
    # 最近20次交易
    text += "\n【最近20次交易】\n"
    for i, trade in enumerate(recent_trades, 1):
        text += f"{i:2d}. {trade}\n"
    
    # 最近20天信号
    text += "\n【最近20天信号详情】\n"
    for signal in recent_signals:
        text += signal + '\n'
    
    # 构建HTML
    trades_html = ""
    for trade in recent_trades:
        parts = trade.split()
        if len(parts) >= 9:
            trades_html += "<tr>"
            # 只取前8列（编号到收益率），第9列是退出原因需要简化
            for part in parts[:8]:
                trades_html += f"<td>{part}</td>"
            # 简化退出原因
            reason = parts[8] if len(parts) > 8 else ""
            if '早期止损' in reason:
                reason = '早期止损'
            elif '趋势衰减' in reason:
                reason = '趋势衰减'
            elif '追踪止损' in reason:
                reason = '追踪止损'
            elif '最大亏损' in reason:
                reason = '最大亏损止损'
            elif '趋势卖出' in reason:
                reason = '趋势卖出'
            elif '信号配对' in reason:
                reason = '信号配对'
            trades_html += f"<td>{reason}</td>"
            trades_html += "</tr>"
        elif len(parts) >= 8:
            # 如果没有第9列，补充一个占位符
            trades_html += "<tr>"
            for part in parts[:8]:
                trades_html += f"<td>{part}</td>"
            trades_html += "<td>-</td>"
            trades_html += "</tr>"
    
    signals_html = ""
    for signal in recent_signals:
        parts = signal.split()
        if len(parts) >= 11:
            signal_class = ""
            if '>>买入' in signal:
                signal_class = "buy"
            elif '>>卖出' in signal:
                signal_class = "sell"
            signals_html += f"<tr class='{signal_class}'>"
            for part in parts[:11]:
                signals_html += f"<td>{part}</td>"
            signals_html += "</tr>"
    
    html = f"""
    <html>
    <head>
        <meta charset="utf-8">
        <style>
            body {{ font-family: Arial, sans-serif; margin: 20px; background: #f5f5f5; }}
            .container {{ max-width: 1200px; margin: 0 auto; background: white; padding: 20px; }}
            h1 {{ color: #333; border-bottom: 3px solid #9c27b0; padding-bottom: 10px; }}
            h2 {{ color: #555; margin-top: 30px; border-left: 4px solid #9c27b0; padding-left: 10px; }}
            .metric {{ display: inline-block; margin: 10px 20px 10px 0; }}
            .metric-label {{ color: #666; font-size: 12px; }}
            .metric-value {{ font-size: 24px; font-weight: bold; }}
            .positive {{ color: #28a745; }}
            .negative {{ color: #dc3545; }}
            .summary {{ background: #f3e5f5; padding: 15px; border-radius: 5px; margin: 20px 0; }}
            table {{ width: 100%; border-collapse: collapse; margin: 20px 0; font-size: 11px; }}
            th {{ background: #9c27b0; color: white; padding: 8px; text-align: left; }}
            td {{ padding: 6px 8px; border-bottom: 1px solid #ddd; }}
            tr:nth-child(even) {{ background: #f8f9fa; }}
            .buy {{ background: #e8f5e9; color: #28a745; font-weight: bold; }}
            .sell {{ background: #ffebee; color: #dc3545; font-weight: bold; }}
        </style>
    </head>
    <body>
        <div class="container">
            <h1>📊 Kalman策略报告</h1>
            <p style="color: #666;">生成时间: {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}</p>
            
            <div class="summary">
                <h2>📈 绩效摘要</h2>
                <div class="metric">
                    <div class="metric-label">总收益率</div>
                    <div class="metric-value {'positive' if '+' in summary['total_return'] else 'negative'}">{summary['total_return']}</div>
                </div>
                <div class="metric">
                    <div class="metric-label">最大回撤</div>
                    <div class="metric-value">{summary['max_drawdown']}</div>
                </div>
                <div class="metric">
                    <div class="metric-label">夏普比率</div>
                    <div class="metric-value">{summary['sharpe']}</div>
                </div>
                <div class="metric">
                    <div class="metric-label">交易次数</div>
                    <div class="metric-value">{summary['num_trades']}</div>
                </div>
                <div class="metric">
                    <div class="metric-label">胜率</div>
                    <div class="metric-value">{summary['win_rate']}</div>
                </div>
                <div class="metric">
                    <div class="metric-label">最终资产</div>
                    <div class="metric-value">{summary['final_value']}</div>
                </div>
            </div>
            
            <h2>💼 最近20次交易</h2>
            <table>
                <tr><th>#</th><th>买入时间</th><th>买入价</th><th>卖出时间</th><th>卖出价</th><th>持仓天</th><th>仓位</th><th>收益率</th><th>退出原因</th></tr>
                {trades_html}
            </table>
            
            <h2>📅 最近20天信号详情</h2>
            <table>
                <tr><th>日期</th><th>收盘</th><th>Trend</th><th>加速度</th><th>波动率</th><th>K偏离</th><th>趋势</th><th>加速</th><th>波动</th><th>偏离</th><th>信号</th><th>说明</th></tr>
                {signals_html}
            </table>
            
            <div style="margin-top: 30px; padding: 15px; background: #e8f5e9; border-radius: 5px;">
                <strong>附件:</strong><br>
                • kalman_filter_analysis.png - 策略分析图表<br>
                • kalman_daily_signals.csv - 完整交易信号数据
            </div>
        </div>
    </body>
    </html>
    """
    
    subject = f"📊 Kalman策略 {datetime.now().strftime('%m-%d %H:%M')} | 收益{summary['total_return']}"
    attachments = [
        '/root/.openclaw/workspace/kalman-filter/kalman_filter_analysis.png',
        '/root/.openclaw/workspace/kalman-filter/kalman_daily_signals.csv'
    ]
    
    send_email(subject, html, text, attachments)
    
    print(f"\n📊 提取到 {len(recent_trades)} 条交易记录")
    print(f"📊 提取到 {len(recent_signals)} 条信号记录")
    print("\n✅ 全部完成!")

if __name__ == "__main__":
    main()