From 7853ce3e2856d8e81fed624dcc9a36b8c6ecc31e Mon Sep 17 00:00:00 2001 From: leon <916117771@qq.com> Date: Fri, 1 May 2026 15:17:51 +0800 Subject: [PATCH] =?UTF-8?q?docs(11-04):=20complete=20plan=2011-04=20-=20?= =?UTF-8?q?=E6=9D=83=E9=87=8D=E7=BD=91=E6=A0=BC=E6=90=9C=E7=B4=A2=E4=BC=98?= =?UTF-8?q?=E5=8C=96?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- .planning/STATE.md | 9 +- .../phases/11-predictv3/11-04-SUMMARY.md | 119 ++++++++++++++++++ 2 files changed, 124 insertions(+), 4 deletions(-) create mode 100644 .planning/phases/11-predictv3/11-04-SUMMARY.md diff --git a/.planning/STATE.md b/.planning/STATE.md index 4516644..43c1a57 100644 --- a/.planning/STATE.md +++ b/.planning/STATE.md @@ -4,14 +4,14 @@ milestone: v1.0 milestone_name: milestone status: verifying stopped_at: context exhaustion at 95% (2026-04-30) -last_updated: "2026-05-01T07:13:49.247Z" +last_updated: "2026-05-01T07:17:46.503Z" last_activity: 2026-05-01 progress: total_phases: 11 completed_phases: 1 total_plans: 8 - completed_plans: 5 - percent: 63 + completed_plans: 6 + percent: 75 --- # Project State @@ -30,7 +30,7 @@ Plan: 5 of 5 (planned) Status: Phase complete — ready for verification Last activity: 2026-05-01 -Progress: [█████░░░░░] 50% +Progress: [████████░░] 75% ## Performance Metrics @@ -52,6 +52,7 @@ Progress: [█████░░░░░] 50% | Phase 11-predictv3 P01 | 5min | 3 tasks | 1 files | | Phase 11-predictv3 P02 | 2min | 2 tasks | 1 files | +| Phase 11-predictv3 P04 | 2min | 2 tasks | 2 files | ## Accumulated Context diff --git a/.planning/phases/11-predictv3/11-04-SUMMARY.md b/.planning/phases/11-predictv3/11-04-SUMMARY.md new file mode 100644 index 0000000..e7f1ce3 --- /dev/null +++ b/.planning/phases/11-predictv3/11-04-SUMMARY.md @@ -0,0 +1,119 @@ +--- +phase: 11-predictv3 +plan: 04 +subsystem: predictV3 +tags: + - 权重优化 + - 网格搜索 + - 回测 + - 参数调优 +dependencies: + requires: + - 11-01 + - 11-02 + provides: + - optimizeWeights API + - _optimizeWeightsGridSearch method + affects: + - History.php model + - History.php controller +tech_stack: + added: + - 权重网格搜索优化 + - 综合评分公式 + - 超时保护机制 + patterns: + - 预定义配置集 + - 批量回测比较 +key_files: + created: [] + modified: + - path: application/admin/model/History.php + changes: 新增 _optimizeWeightsGridSearch 方法(约160行) + - path: application/admin/controller/History.php + changes: 新增 optimizeWeights 接口入口,更新 noNeedRight 数组 +decisions: + - 采用5种预定义权重配置进行网格搜索,而非随机参数空间搜索 + - 综合评分公式:hit_rate * 0.6 + ndcg_5 * 100 * 0.4,命中率权重更高 + - 超时保护默认60秒,允许用户自定义10-120秒范围 +metrics: + duration: 2min + completed_date: 2026-05-01 + task_count: 2 + file_count: 2 +--- + +# Phase 11 Plan 04: 权重网格搜索优化 + +## Summary + +实现权重网格搜索优化功能,通过5种预定义权重配置批量回测,找出最优权重配置,提升算法预测准确性。 + +## Changes + +### Model: _optimizeWeightsGridSearch 方法 + +在 `application/admin/model/History.php` 新增私有方法,实现权重网格搜索优化: + +- **5种预定义配置**: + - 遗漏优先型:omit_regression=0.25(最高) + - 转移概率优先型:transition_prob=0.25(最高) + - 走势方向优先型:trend_direction=0.25(最高) + - 平衡型:各维度权重较均衡 + - 组合特征优先型:combination=0.20(最高) + +- **优化目标**:综合得分 = hit_rate * 0.6 + ndcg_5 * 100 * 0.4 + +- **超时保护**:默认60秒,超时后停止剩余配置测试,返回已完成结果 + +- **返回结构**: + ```php + [ + 'best_weights' => [], // 最优权重配置 + 'best_hit_rate' => float, // 最优命中率 + 'best_ndcg' => float, // 最优NDCG + 'best_combined_score' => float, // 最优综合得分 + 'all_results' => [], // 所有配置测试结果(按得分降序) + 'periods' => int, + 'backtest_count' => int, + 'timeout_seconds' => int, + 'timed_out' => bool, // 是否超时中断 + 'elapsed_time' => float // 实际耗时 + ] + ``` + +### Controller: optimizeWeights 接口 + +在 `application/admin/controller/History.php` 新增公开方法: + +- **参数验证**: + - periods:统计期数,范围50-500,默认200 + - backtest:回测期数,范围10-100,默认30 + - timeout:超时秒数,范围10-120,默认60 + +- **超时警告**:超时时返回警告消息和已完成测试数量 + +- **权限配置**:已添加到 noNeedRight 数组 + +## Verification + +```bash +# grep 验证 +grep -n "_optimizeWeightsGridSearch" application/admin/model/History.php +# 结果:3924行,方法签名存在 + +grep -n "optimizeWeights" application/admin/controller/History.php +# 结果:25行(noNeedRight)、506行(方法定义)、526行(方法调用) +``` + +## Deviations from Plan + +None - plan executed exactly as written. + +## Known Stubs + +None. + +## Threat Flags + +None. \ No newline at end of file