feat(11-04): 实现权重网格搜索优化功能
- History.php model 新增 _optimizeWeightsGridSearch 方法 - 5种预定义权重配置：遗漏优先型、转移概率优先型、走势方向优先型、平衡型、组合特征优先型 - 优化目标：综合得分 = hit_rate*0.6 + ndcg_5*100*0.4 - 超时保护机制：默认60秒，超时后停止剩余配置测试 - History.php controller 新增 optimizeWeights 接口入口 - 参数验证：periods(50-500)、backtest(10-100)、timeout(10-120) - 超时警告提示
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@@ -3901,5 +3901,163 @@ class History extends Model
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return max(0, min(1, $concentration));
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}
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/**
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* 权重网格搜索优化
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*
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* 优化目标定义:
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* - 综合评估得分 = hit_rate * 0.6 + ndcg_5 * 100 * 0.4
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* - 命中率权重60%，NDCG权重40%
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* - 返回综合得分最高的权重配置
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*
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* 5种预定义权重配置:
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* - 配置1: 遗漏优先型 - omit_regression权重最高(0.25)
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* - 配置2: 转移概率优先型 - transition_prob权重最高(0.25)
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* - 配置3: 走势方向优先型 - trend_direction权重最高(0.25)
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* - 配置4: 平衡型 - 各维度权重较均衡
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* - 配置5: 组合特征优先型 - combination权重最高(0.20)
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*
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* @param int $periods 统计期数，范围50-500
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* @param int $backtestCount 回测期数，范围10-100
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* @param int $timeoutSeconds 超时限制秒数，默认60秒
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* @return array {best_weights: [], best_hit_rate: float, best_ndcg: float, all_results: [], timed_out: bool}
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*/
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private function _optimizeWeightsGridSearch($periods = 200, $backtestCount = 50, $timeoutSeconds = 60)
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{
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// 超时保护：记录开始时间
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$startTime = microtime(true);
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$timedOut = false;
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// 5种预定义权重配置（具体权重值明确）
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$weightConfigs = [
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// 配置1: 遗漏优先型 - 遗漏回归权重最高
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[
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'omit_regression' => 0.25, // 遗漏回归权重25%
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'freq_regression' => 0.12, // 频率回归权重12%
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'transition_prob' => 0.15, // 转移概率权重15%
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'trend_direction' => 0.12, // 走势方向权重12%
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'oddeven_balance' => 0.08, // 单双平衡权重8%
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'bigsmall_balance' => 0.08, // 大小平衡权重8%
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'zone_balance' => 0.05, // 区域平衡权重5%
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'color_balance' => 0.05, // 波色平衡权重5%
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'combination' => 0.10 // 组合特征权重10%
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],
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// 配置2: 转移概率优先型 - 转移概率权重最高
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[
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'omit_regression' => 0.15,
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'freq_regression' => 0.10,
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'transition_prob' => 0.25, // 转移概率权重25%（最高）
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'trend_direction' => 0.12,
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'oddeven_balance' => 0.08,
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'bigsmall_balance' => 0.08,
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'zone_balance' => 0.04,
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'color_balance' => 0.04,
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'combination' => 0.14
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],
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// 配置3: 走势方向优先型 - 走势方向权重最高
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[
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'omit_regression' => 0.12,
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'freq_regression' => 0.10,
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'transition_prob' => 0.15,
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'trend_direction' => 0.25, // 走势方向权重25%（最高）
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'oddeven_balance' => 0.08,
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'bigsmall_balance' => 0.08,
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'zone_balance' => 0.04,
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'color_balance' => 0.04,
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'combination' => 0.12
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],
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// 配置4: 平衡型（默认配置）- 各维度权重较均衡
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[
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'omit_regression' => 0.18,
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'freq_regression' => 0.12,
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'transition_prob' => 0.18,
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'trend_direction' => 0.14,
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'oddeven_balance' => 0.08,
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'bigsmall_balance' => 0.08,
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'zone_balance' => 0.04,
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'color_balance' => 0.04,
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'combination' => 0.10
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],
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// 配置5: 组合特征优先型 - 组合特征权重最高
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[
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'omit_regression' => 0.15,
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'freq_regression' => 0.10,
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'transition_prob' => 0.15,
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'trend_direction' => 0.12,
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'oddeven_balance' => 0.06,
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'bigsmall_balance' => 0.06,
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'zone_balance' => 0.03,
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'color_balance' => 0.03,
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'combination' => 0.20 // 组合特征权重20%（最高）
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]
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];
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$bestWeights = [];
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$bestHitRate = 0;
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$bestNdcg = 0;
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$bestCombinedScore = 0;
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$allResults = [];
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// 执行每种配置的回测（添加超时检查）
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foreach ($weightConfigs as $configIdx => $weights) {
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// 超时检查：超过限制时间则停止
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$elapsedTime = microtime(true) - $startTime;
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if ($elapsedTime > $timeoutSeconds) {
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$timedOut = true;
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break;
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}
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// 执行回测
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$backtest = $this->_runBacktestV3($periods, $weights, $backtestCount);
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$hitRate = $backtest['hit_rate'] ?? 0;
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$ndcg = $backtest['ndcg_5'] ?? 0;
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$avgRank = $backtest['avg_rank'] ?? 0;
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$mrr = $backtest['mrr'] ?? 0;
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// 综合评估得分：命中率60% + NDCG40%
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$combinedScore = $hitRate * 0.6 + $ndcg * 100 * 0.4;
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$result = [
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'config_name' => $configIdx + 1,
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'config_type' => ['遗漏优先型', '转移概率优先型', '走势方向优先型', '平衡型', '组合特征优先型'][$configIdx],
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'weights' => $weights,
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'hit_rate' => $hitRate,
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'avg_rank' => $avgRank,
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'ndcg_5' => $ndcg,
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'mrr' => $mrr,
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'combined_score' => round($combinedScore, 2),
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'total_hits' => $backtest['total_hits'] ?? 0
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];
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$allResults[] = $result;
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// 更新最优配置
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if ($combinedScore > $bestCombinedScore) {
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$bestCombinedScore = $combinedScore;
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$bestHitRate = $hitRate;
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$bestNdcg = $ndcg;
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$bestWeights = $weights;
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}
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}
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// 按综合得分降序排序结果
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usort($allResults, function($a, $b) {
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return $b['combined_score'] - $a['combined_score'];
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});
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return [
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'best_weights' => $bestWeights,
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'best_hit_rate' => $bestHitRate,
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'best_ndcg' => $bestNdcg,
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'best_combined_score' => round($bestCombinedScore, 2),
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'all_results' => $allResults,
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'periods' => $periods,
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'backtest_count' => $backtestCount,
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'timeout_seconds' => $timeoutSeconds,
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'timed_out' => $timedOut,
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'elapsed_time' => round(microtime(true) - $startTime, 2)
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];
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}
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}
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