add files

dynamic_weights.py

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+from strategies import ma_cross, rsi, bollinger, mean_reversion, momentum_breakout, macd, kdj, turtle, daily_breakout, wave_theory, risk_management
+from config import DEFAULT_WEIGHTS
+from logger import logger
+class DynamicWeightManager:
+    """
+    动态权重管理器，根据风险管理器的建议动态调整策略权重
+    """
+    
+    def __init__(self, risk_controller):
+        self.risk_controller = risk_controller
+        
+        # 策略实例映射
+        self.strategy_instances = {
+            'ma_cross': ma_cross.Strategy(),
+            'rsi': rsi.Strategy(),
+            'bollinger': bollinger.Strategy(),
+            'mean_reversion': mean_reversion.Strategy(),
+            'momentum_breakout': momentum_breakout.Strategy(),
+            'macd': macd.Strategy(),
+            'kdj': kdj.Strategy(),
+            'turtle': turtle.Strategy(),
+            'daily_breakout': daily_breakout.Strategy(),
+            'wave_theory': wave_theory.Strategy(),
+            'risk_management': risk_management.Strategy()
+        }
+        
+        # 当前权重配置
+        self.current_weights = None
+        self.current_market_state = "none"
+        self.current_confidence = 0.0
+        
+    def get_current_strategies_and_weights(self):
+        """
+        获取当前策略实例和权重配置
+        返回: [(strategy_instance, weight), ...]
+        """
+        # 获取动态权重
+        dynamic_weights, market_state, confidence = self.risk_controller.get_dynamic_weights()
+        
+        # 更新当前状态
+        self.current_weights = dynamic_weights
+        self.current_market_state = market_state
+        self.current_confidence = confidence
+        
+        # 构建策略列表
+        strategies_with_weights = []
+        for strategy_name, weight in dynamic_weights.items():
+            if strategy_name in self.strategy_instances:
+                strategies_with_weights.append(
+                    (self.strategy_instances[strategy_name], weight)
+                )
+        
+        return strategies_with_weights
+    
+    def get_weight_info(self):
+        """
+        获取当前权重配置信息
+        """
+        return {
+            'market_state': self.current_market_state,
+            'confidence': self.current_confidence,
+            'weights': self.current_weights
+        }
+    
+    def get_strategy_instance(self, strategy_name):
+        """
+        获取指定策略的实例
+        """
+        return self.strategy_instances.get(strategy_name)
+    
+    def add_custom_strategy(self, strategy_name, strategy_instance, base_weight=1.0):
+        """
+        添加自定义策略
+        """
+        self.strategy_instances[strategy_name] = strategy_instance
+        logger.info(f"添加自定义策略: {strategy_name}, 基础权重: {base_weight}")
+    
+    def remove_strategy(self, strategy_name):
+        """
+        移除策略
+        """
+        if strategy_name in self.strategy_instances:
+            del self.strategy_instances[strategy_name]
+            logger.info(f"移除策略: {strategy_name}")
+    
+    def list_available_strategies(self):
+        """
+        列出所有可用策略
+        """
+        return list(self.strategy_instances.keys())