119 lines
3.2 KiB
Markdown
119 lines
3.2 KiB
Markdown
---
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phase: 11-predictv3
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plan: 04
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subsystem: predictV3
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tags:
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- 权重优化
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- 网格搜索
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- 回测
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- 参数调优
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dependencies:
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requires:
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- 11-01
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- 11-02
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provides:
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- optimizeWeights API
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- _optimizeWeightsGridSearch method
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affects:
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- History.php model
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- History.php controller
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tech_stack:
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added:
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- 权重网格搜索优化
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- 综合评分公式
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- 超时保护机制
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patterns:
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- 预定义配置集
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- 批量回测比较
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key_files:
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created: []
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modified:
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- path: application/admin/model/History.php
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changes: 新增 _optimizeWeightsGridSearch 方法（约160行）
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- path: application/admin/controller/History.php
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changes: 新增 optimizeWeights 接口入口，更新 noNeedRight 数组
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decisions:
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- 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
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- 综合评分公式：hit_rate * 0.6 + ndcg_5 * 100 * 0.4，命中率权重更高
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- 超时保护默认60秒，允许用户自定义10-120秒范围
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metrics:
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duration: 2min
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completed_date: 2026-05-01
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task_count: 2
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file_count: 2
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---
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# Phase 11 Plan 04: 权重网格搜索优化
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## Summary
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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。
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## Changes
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### Model: _optimizeWeightsGridSearch 方法
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在 `application/admin/model/History.php` 新增私有方法，实现权重网格搜索优化：
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- **5种预定义配置**：
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- 遗漏优先型：omit_regression=0.25（最高）
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- 转移概率优先型：transition_prob=0.25（最高）
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- 走势方向优先型：trend_direction=0.25（最高）
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- 平衡型：各维度权重较均衡
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- 组合特征优先型：combination=0.20（最高）
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- **优化目标**：综合得分 = hit_rate * 0.6 + ndcg_5 * 100 * 0.4
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- **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
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- **返回结构**：
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```php
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[
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'best_weights' => [], // 最优权重配置
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'best_hit_rate' => float, // 最优命中率
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'best_ndcg' => float, // 最优NDCG
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'best_combined_score' => float, // 最优综合得分
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'all_results' => [], // 所有配置测试结果（按得分降序）
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'periods' => int,
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'backtest_count' => int,
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'timeout_seconds' => int,
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'timed_out' => bool, // 是否超时中断
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'elapsed_time' => float // 实际耗时
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]
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```
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### Controller: optimizeWeights 接口
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在 `application/admin/controller/History.php` 新增公开方法：
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- **参数验证**：
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- periods：统计期数，范围50-500，默认200
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- backtest：回测期数，范围10-100，默认30
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- timeout：超时秒数，范围10-120，默认60
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- **超时警告**：超时时返回警告消息和已完成测试数量
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- **权限配置**：已添加到 noNeedRight 数组
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## Verification
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```bash
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# grep 验证
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grep -n "_optimizeWeightsGridSearch" application/admin/model/History.php
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# 结果：3924行，方法签名存在
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grep -n "optimizeWeights" application/admin/controller/History.php
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# 结果：25行(noNeedRight)、506行(方法定义)、526行(方法调用)
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```
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## Deviations from Plan
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None - plan executed exactly as written.
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## Known Stubs
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None.
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## Threat Flags
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None. |