83 lines
3.4 KiB
Python
83 lines
3.4 KiB
Python
# sanguo_factor/review_compare.py
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"""双机对拍——流水线 spec §4.2 决议 H.
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关键指标一致→结果落档进告警流程;分歧超阈→不出降权告警、只开排查 issue
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(宁可误报排查,不可错发告警;分歧大概率=数据版本漂移或环境差异,本身就该被抓).
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对拍两指标: t(t_stat) 与 ic_mean,容差起步默认 tol_t=0.25 / tol_ic=0.02(首年校准).
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双方 t 均缺的因子跳过(数据面同缺口非环境分歧).
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"""
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from __future__ import annotations
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import argparse
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import json
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import sys
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DEFAULT_TOL_T = 0.25
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DEFAULT_TOL_IC = 0.02
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def compare(a: dict, b: dict, tol_t: float = DEFAULT_TOL_T,
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tol_ic: float = DEFAULT_TOL_IC) -> dict:
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fa, fb = a.get("factors") or {}, b.get("factors") or {}
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matches: list[str] = []
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mismatches: list[dict] = []
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missing: list[dict] = []
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for name in sorted(set(fa) & set(fb)):
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pa, pb = fa[name], fb[name]
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ta, tb = pa.get("t"), pb.get("t")
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if ta is None and tb is None:
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matches.append(name) # 双缺=同缺口,非分歧
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continue
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if ta is None or tb is None:
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missing.append({"factor": name, "side": "a" if tb is None else "b",
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"t": ta if ta is not None else tb})
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continue
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ia, ib = pa.get("ic_mean"), pb.get("ic_mean")
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delta_t = abs(ta - tb)
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delta_ic = abs((ia or 0.0) - (ib or 0.0))
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if delta_t > tol_t or delta_ic > tol_ic:
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mismatches.append({"factor": name, "a_t": ta, "b_t": tb,
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"delta_t": delta_t, "a_ic": ia, "b_ic": ib})
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else:
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matches.append(name)
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for name in sorted(set(fa) - set(fb)):
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missing.append({"factor": name, "side": "a", "t": fa[name].get("t")})
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for name in sorted(set(fb) - set(fa)):
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missing.append({"factor": name, "side": "b", "t": fb[name].get("t")})
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return {"consistent": not mismatches and not missing,
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"matches": matches, "mismatches": mismatches, "missing": missing}
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def main(argv: list[str] | None = None) -> int:
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ap = argparse.ArgumentParser(description="月度批评双机对拍")
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ap.add_argument("json_a")
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ap.add_argument("json_b")
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ap.add_argument("--tol-t", type=float, default=DEFAULT_TOL_T)
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ap.add_argument("--tol-ic", type=float, default=DEFAULT_TOL_IC)
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args = ap.parse_args(argv)
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try:
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with open(args.json_a, encoding="utf-8") as f:
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a = json.load(f)
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with open(args.json_b, encoding="utf-8") as f:
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b = json.load(f)
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except (OSError, json.JSONDecodeError) as e:
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print(f"[review_compare] 读件失败: {e}", file=sys.stderr)
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return 1
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r = compare(a, b, tol_t=args.tol_t, tol_ic=args.tol_ic)
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print(f"[review_compare] 一致 {len(r['matches'])} · 分歧 {len(r['mismatches'])} · "
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f"缺面 {len(r['missing'])}(容差 t±{args.tol_t} ic±{args.tol_ic})")
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for m in r["mismatches"]:
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print(f" ⚠ 排查 {m['factor']}: a(t={m['a_t']:.3f},ic={m['a_ic']}) vs "
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f"b(t={m['b_t']:.3f},ic={m['b_ic']}) Δt={m['delta_t']:.3f}")
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for m in r["missing"]:
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print(f" ⚠ 缺面 {m['factor']}: 仅 {m['side']} 侧有(t={m['t']})")
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if r["consistent"]:
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print("[review_compare] 一致→结果落档进告警流程(决议 H)")
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return 0
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print("[review_compare] 分歧→不出降权告警,开排查 issue(决议 H)")
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return 2
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if __name__ == "__main__":
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raise SystemExit(main())
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