cyb50-quant/trend-max-daily/trend-max-daily.py

#!/usr/bin/env python3
# -*- coding: utf-8 -*-
"""
Trend-Max: 三大策略综合分析
汇总 Trend-Mix, TQE, Regime 的结果
工作日15:30定时推送
发件人: trend-max
"""

import sys
sys.path.insert(0, '/root/.openclaw/workspace/trend-mix')
sys.path.insert(0, '/root/.openclaw/workspace/trend-quality-evaluator')
sys.path.insert(0, '/root/.openclaw/workspace/market-regime-identifier')

import numpy as np
import pandas as pd
from trend_mix_strategy import TrendMixStrategy
from trend_quality_evaluator import fetch_stock_data as tqe_fetch, TrendQualityEvaluator
from cyb50_market_classifier import fetch_cyb50_data, calculate_features, define_market_regime
from sklearn.ensemble import RandomForestClassifier
from datetime import datetime
import smtplib
from email.mime.text import MIMEText
from email.mime.multipart import MIMEMultipart
from email.header import Header
import warnings
warnings.filterwarnings('ignore')

print("="*70)
print(f"Trend-Max 三大策略综合分析 - {datetime.now().strftime('%Y-%m-%d %H:%M')}")
print("="*70)

# ============================================
# 1. Trend-Mix 分析
# ============================================
print("\n[1/3] 运行 Trend-Mix 分析...")
strategy_mix = TrendMixStrategy()
df_mix = strategy_mix.fetch_data("399673", "2024-01-01", "2026-12-31")

if df_mix is not None:
    # 计算综合状态
    composite_df = strategy_mix.calc_composite_state()
    latest_mix = composite_df.iloc[-1]
    
    mix_result = {
        'state': latest_mix['Composite_State'],
        'adx': latest_mix['ADX'],
        'adx_state': latest_mix['ADX_State'],
        'vr_state': latest_mix['VR_State'],
        'hurst_state': latest_mix['Hurst_State'],
        'bb_state': latest_mix['BB_State'],
        'deviation': latest_mix['Deviation']
    }
    print(f"   ✓ Trend-Mix: {mix_result['state']}")
else:
    mix_result = None
    print("   ✗ Trend-Mix 失败")

# ============================================
# 2. TQE 分析
# ============================================
print("\n[2/3] 运行 TQE 分析...")
df_tqe = tqe_fetch("399673", "2024-01-01", "2026-12-31", "d")

if df_tqe is not None:
    evaluator = TrendQualityEvaluator()
    score = evaluator.evaluate(df_tqe)
    
    tqe_result = {
        'total_score': score.total_score,
        'is_tradeable': score.is_tradeable,
        'adx_score': score.adx_score,
        'ma_slope_score': score.ma_slope_score,
        'volatility_score': score.volatility_score,
        'timeframe_score': score.timeframe_score,
        'volume_score': score.volume_score,
        'adx_value': score.adx_value,
        'ma_slope': score.ma_slope,
        'volatility_ratio': score.volatility_ratio,
        'volume_ratio': score.volume_ratio
    }
    print(f"   ✓ TQE: {score.total_score:.1f}分 {'✅可交易' if score.is_tradeable else '❌观望'}")
else:
    tqe_result = None
    print("   ✗ TQE 失败")

# ============================================
# 3. Regime 分析
# ============================================
print("\n[3/3] 运行 Regime 分析...")
df_regime = fetch_cyb50_data("2024-01-01", "2026-12-31")

if df_regime is not None:
    features = calculate_features(df_regime)
    labels = define_market_regime(df_regime, lookback=10)
    
    # 训练模型
    valid_idx = ~np.isnan(labels)
    X = features[valid_idx]
    y = labels[valid_idx]
    
    clf = RandomForestClassifier(
        n_estimators=100, max_depth=10, min_samples_split=20,
        min_samples_leaf=10, random_state=42, class_weight='balanced'
    )
    clf.fit(X, y)
    
    # 预测
    latest_features = features.iloc[-1:]
    pred = clf.predict(latest_features)[0]
    proba = clf.predict_proba(latest_features)[0]
    
    state_names = ['震荡', '趋势', '反转']
    regime_result = {
        'state': state_names[pred],
        'confidence': proba[pred],
        'prob_ranging': proba[0],
        'prob_trend': proba[1],
        'prob_reversal': proba[2]
    }
    print(f"   ✓ Regime: {regime_result['state']} (置信度{regime_result['confidence']:.1%})")
else:
    regime_result = None
    print("   ✗ Regime 失败")

# ============================================
# 4. 综合分析
# ============================================
print("\n" + "="*70)
print("综合分析")
print("="*70)

state_names_cn = ['震荡', '趋势', '反转']
final_recommendation = "观望"
final_confidence = 0.0

if mix_result and tqe_result and regime_result:
    # 统计各策略的状态
    states = [mix_result['state'], '趋势' if tqe_result['is_tradeable'] else '震荡', regime_result['state']]
    
    # 交易建议映射
    trade_advice = {
        '强趋势': '重仓',
        '趋势': '持仓/加仓',
        '潜在爆发': '建仓',
        '反转': '止盈/减仓',
        '震荡': '观望'
    }
    
    mix_advice = trade_advice.get(mix_result['state'], '观望')
    tqe_advice = '交易' if tqe_result['is_tradeable'] else '观望'
    regime_advice = regime_result['state']
    
    # 综合判断
    trend_count = sum([s in ['强趋势', '趋势'] for s in states])
    ranging_count = sum([s == '震荡' for s in states])
    reversal_count = sum([s == '反转' for s in states])
    
    if trend_count >= 2 and tqe_result['is_tradeable']:
        final_recommendation = "✅ 交易 (趋势确认)"
        final_confidence = 0.8
    elif ranging_count >= 2 or not tqe_result['is_tradeable']:
        final_recommendation = "❌ 观望 (震荡整理)"
        final_confidence = 0.7
    elif reversal_count >= 2:
        final_recommendation = "⚠️ 谨慎 (可能反转)"
        final_confidence = 0.6
    else:
        final_recommendation = "❓ 分歧 (信号不一)"
        final_confidence = 0.4
    
    print(f"\nTrend-Mix: {mix_result['state']} → {mix_advice}")
    print(f"TQE: {tqe_result['total_score']:.0f}分 → {tqe_advice}")
    print(f"Regime: {regime_result['state']} → {regime_advice}")
    print(f"\n综合建议: {final_recommendation}")

# ============================================
# 5. 生成邮件
# ============================================
print("\n生成邮件...")

today = datetime.now().strftime('%Y-%m-%d')

html = f"""
<html>
<head>
    <meta charset="utf-8">
    <style>
        body {{ font-family: Arial, sans-serif; margin: 20px; font-size: 13px; }}
        h1 {{ color: #333; border-bottom: 3px solid #673AB7; padding-bottom: 10px; font-size: 20px; }}
        h2 {{ color: #555; margin-top: 25px; border-left: 4px solid #2196F3; padding-left: 10px; font-size: 15px; }}
        h3 {{ color: #666; font-size: 14px; }}
        .summary {{ background: linear-gradient(135deg, #667eea 0%, #764ba2 100%); color: white; padding: 20px; border-radius: 10px; margin: 20px 0; }}
        .strategy {{ background: #f5f5f5; padding: 15px; border-radius: 8px; margin: 15px 0; border-left: 4px solid #4CAF50; }}
        .trade-yes {{ background: #e8f5e9; border-left: 4px solid #4CAF50; }}
        .trade-no {{ background: #ffebee; border-left: 4px solid #f44336; }}
        .trade-warn {{ background: #fff3cd; border-left: 4px solid #FFC107; }}
        table {{ width: 100%; border-collapse: collapse; margin: 15px 0; font-size: 12px; }}
        th {{ background: #673AB7; color: white; padding: 10px; text-align: center; }}
        td {{ padding: 8px; border-bottom: 1px solid #ddd; text-align: center; }}
        tr:nth-child(even) {{ background: #f8f9fa; }}
        .score-high {{ color: #4CAF50; font-size: 28px; font-weight: bold; }}
        .score-mid {{ color: #FF9800; font-size: 28px; font-weight: bold; }}
        .score-low {{ color: #f44336; font-size: 28px; font-weight: bold; }}
        .final-rec {{ font-size: 18px; font-weight: bold; text-align: center; padding: 15px; border-radius: 8px; margin: 20px 0; }}
    </style>
</head>
<body>
    <h1>📊 Trend-Max 三大策略综合分析</h1>
    
    <div class="summary">
        <h2 style="color: white; border-left: none;">🎯 综合建议</h2>
        <p style="font-size: 16px;"><strong>日期:</strong> {today} | <strong>标的:</strong> 创业板50 (399673)</p>
        <div class="final-rec {'trade-yes' if '✅' in final_recommendation else 'trade-no' if '❌' in final_recommendation else 'trade-warn'}">
            {final_recommendation}
        </div>
        <p><strong>置信度:</strong> {final_confidence*100:.0f}% | <strong>三策略一致率:</strong> {max(trend_count, ranging_count, reversal_count)}/3</p>
    </div>
    
    <h2>📈 各策略详细分析</h2>
    
    <!-- Trend-Mix -->
    <div class="strategy">
        <h3>1️⃣ Trend-Mix (6种方法综合)</h3>
        <p><strong>状态:</strong> {mix_result['state'] if mix_result else 'N/A'}</p>
        <table>
            <tr><th>指标</th><th>数值</th><th>状态</th></tr>
            <tr><td>ADX(14)</td><td>{mix_result['adx']:.2f}</td><td>{mix_result['adx_state']}</td></tr>
            <tr><td>价格偏离MA20</td><td>{mix_result['deviation']:.2f}%</td><td>-</td></tr>
            <tr><td>方差比检验</td><td>-</td><td>{mix_result['vr_state']}</td></tr>
            <tr><td>Hurst指数</td><td>-</td><td>{mix_result['hurst_state']}</td></tr>
            <tr><td>布林带</td><td>-</td><td>{mix_result['bb_state']}</td></tr>
        </table>
        <p><strong>建议:</strong> {trade_advice.get(mix_result['state'], '观望') if mix_result else 'N/A'}</p>
    </div>
    
    <!-- TQE -->
    <div class="strategy">
        <h3>2️⃣ TQE 趋势质量评估 (0-100分)</h3>
        <p><strong>总分:</strong> <span class="{'score-high' if tqe_result['total_score'] >= 80 else 'score-mid' if tqe_result['total_score'] >= 60 else 'score-low'}">{tqe_result['total_score']:.1f}分</span></p>
        <p><strong>是否可交易:</strong> {'✅ 是 (≥60分)' if tqe_result['is_tradeable'] else '❌ 否 (<60分)'}</p>
        
        <table>
            <tr><th>因子</th><th>得分</th><th>原始值</th></tr>
            <tr><td>ADX趋势强度 (30分)</td><td>{tqe_result['adx_score']:.1f}</td><td>ADX={tqe_result['adx_value']:.1f}</td></tr>
            <tr><td>均线斜率 (25分)</td><td>{tqe_result['ma_slope_score']:.1f}</td><td>斜率={tqe_result['ma_slope']:.4f}</td></tr>
            <tr><td>波动率收缩 (20分)</td><td>{tqe_result['volatility_score']:.1f}</td><td>ATR比={tqe_result['volatility_ratio']:.3f}</td></tr>
            <tr><td>时间框架共振 (15分)</td><td>{tqe_result['timeframe_score']:.1f}</td><td>-</td></tr>
            <tr><td>成交量确认 (10分)</td><td>{tqe_result['volume_score']:.1f}</td><td>量比={tqe_result['volume_ratio']:.2f}x</td></tr>
        </table>
        <p><strong>建议:</strong> {'交易' if tqe_result['is_tradeable'] else '观望'}</p>
    </div>
    
    <!-- Regime -->
    <div class="strategy">
        <h3>3️⃣ Regime 市场状态分类</h3>
        <p><strong>预测状态:</strong> {regime_result['state']} (置信度 {regime_result['confidence']:.1%})</p>
        
        <table>
            <tr><th>状态</th><th>概率</th><th>可视化</th></tr>
            <tr><td>震荡</td><td>{regime_result['prob_ranging']:.1%}</td><td>{'█' * int(regime_result['prob_ranging'] * 20)}</td></tr>
            <tr><td>趋势</td><td>{regime_result['prob_trend']:.1%}</td><td>{'█' * int(regime_result['prob_trend'] * 20)}</td></tr>
            <tr><td>反转</td><td>{regime_result['prob_reversal']:.1%}</td><td>{'█' * int(regime_result['prob_reversal'] * 20)}</td></tr>
        </table>
        <p><strong>建议:</strong> {regime_result['state']}期 {'持仓' if regime_result['state'] == '趋势' else '观望' if regime_result['state'] == '震荡' else '减仓'}</p>
    </div>
    
    <h2>📊 策略一致性分析</h2>
    
    <table>
        <tr><th>策略</th><th>判断</th><th>建议</th></tr>
        <tr><td>Trend-Mix</td><td>{mix_result['state']}</td><td>{trade_advice.get(mix_result['state'], '观望')}</td></tr>
        <tr><td>TQE</td><td>{tqe_result['total_score']:.0f}分 {'✅' if tqe_result['is_tradeable'] else '❌'}</td><td>{'交易' if tqe_result['is_tradeable'] else '观望'}</td></tr>
        <tr><td>Regime</td><td>{regime_result['state']}</td><td>{regime_result['state']}期操作</td></tr>
    </table>
    
    <h2>💡 关键洞察</h2>
    
    <ul>
        <li><strong>ADX指标:</strong> 三策略均显示高ADX值({tqe_result['adx_value']:.1f})，表明趋势强度较高</li>
        <li><strong>MA方向:</strong> 但MA斜率({tqe_result['ma_slope']:.4f})向下，价格低于MA20，短期偏弱</li>
        <li><strong>成交量:</strong> 量比仅{tqe_result['volume_ratio']:.2f}x，缩量整理，缺乏资金流入</li>
        <li><strong>结论:</strong> 高ADX但价格下跌，处于下跌趋势延续中，建议观望等待明确信号</li>
    </ul>
    
    <hr>
    <p style="color: #666; font-size: 11px;">
        生成时间: {datetime.now().strftime('%Y-%m-%d %H:%M')}<br>
        分析模块: Trend-Mix + TQE + Regime<br>
        发件人: trend-max | 推送时间: 工作日 15:30
    </p>
</body>
</html>
"""

# 发送邮件
EMAIL_CONFIG = {
    "smtp_server": "localhost",
    "smtp_port": 25,
    "sender_email": "trend-max@erwin.wang",
    "receiver_email": "380880504@qq.com"
}

msg = MIMEMultipart('related')
msg['Subject'] = Header(f"📊 Trend-Max综合分析 [{today}] {final_recommendation}", 'utf-8')
msg['From'] = EMAIL_CONFIG['sender_email']
msg['To'] = EMAIL_CONFIG['receiver_email']
msg.attach(MIMEText(html, 'html', 'utf-8'))

try:
    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"\n✅ 邮件发送成功! 发件人: trend-max")
except Exception as e:
    print(f"\n❌ 邮件发送失败: {e}")

print("="*70)