strategy-pivot-designer

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Original

English

🇨🇳

Translation

Chinese

Strategy Pivot Designer

策略转向设计器

Overview

概述

Detect when a strategy's backtest iteration loop has stalled and propose structurally different strategy architectures. This skill acts as the feedback loop for the Edge pipeline (hint-extractor -> concept-synthesizer -> strategy-designer -> candidate-agent), breaking out of local optima by redesigning the strategy's skeleton rather than tweaking parameters.

检测策略回测迭代循环何时陷入停滞，并提出结构不同的策略架构。该技能作为Edge流水线（hint-extractor -> concept-synthesizer -> strategy-designer -> candidate-agent）的反馈环节，通过重新设计策略框架而非调整参数来跳出局部最优困境。

When to Use

适用场景

Backtest scores have plateaued despite multiple refinement iterations.
A strategy shows signs of overfitting (high in-sample, low robustness).
Transaction costs defeat the strategy's thin edge.
Tail risk or drawdown exceeds acceptable thresholds.
You want to explore fundamentally different strategy architectures for the same market hypothesis.

尽管经过多次优化迭代，回测得分仍进入平台期。
策略出现过拟合迹象（样本内表现优异，鲁棒性差）。
交易成本抵消了策略的微薄优势。
尾部风险或回撤超过可接受阈值。
你希望针对同一市场假设探索本质不同的策略架构。

Prerequisites

前置条件

Python 3.9+
```
PyYAML
```
Iteration history JSON (accumulated backtest-expert evaluations)
Source strategy draft YAML (from edge-strategy-designer)

Python 3.9+
```
PyYAML
```
迭代历史JSON文件（累积的backtest-expert评估结果）
源策略草稿YAML文件（来自edge-strategy-designer）

Output

输出结果

```
pivot_drafts/research_only/*.yaml
```
— strategy_draft compatible YAML proposals
```
pivot_drafts/exportable/*.yaml
```
— export-ready drafts + ticket YAML for candidate-agent
```
pivot_report_*.md
```
— human-readable pivot analysis
```
pivot_manifest_*.json
```
— metadata for all generated files
```
pivot_diagnosis_*.json
```
— stagnation detection results

```
pivot_drafts/research_only/*.yaml
```
— 与strategy_draft兼容的YAML方案
```
pivot_drafts/exportable/*.yaml
```
— 可导出的草稿 + 用于candidate-agent的工单YAML
```
pivot_report_*.md
```
— 人类可读的转向分析报告
```
pivot_manifest_*.json
```
— 所有生成文件的元数据
```
pivot_diagnosis_*.json
```
— 停滞检测结果

Workflow

工作流程

Accumulate backtest evaluation results into an iteration history file using
```
--append-eval
```
.
Run stagnation detection on the history to identify triggers (plateau, overfitting, cost defeat, tail risk).
If stagnation detected, generate pivot proposals using three techniques: assumption inversion, archetype switch, objective reframe.
Review ranked proposals (scored by quality potential + novelty).
For exportable proposals, ticket YAML is ready for edge-candidate-agent pipeline.
For research_only proposals, manual strategy design needed before pipeline integration.
Feed the selected pivot draft back into backtest-expert for the next iteration cycle.

使用
```
--append-eval
```
参数将回测评估结果累积到迭代历史文件中。
对历史数据运行停滞检测，识别触发因素（平台期、过拟合、成本抵消、尾部风险）。
如果检测到停滞，使用三种技术生成转向方案：假设反转、原型切换、目标重构。
查看排名后的方案（按质量潜力+新颖性评分）。
对于可导出的方案，工单YAML已准备好用于edge-candidate-agent流水线。
对于research_only方案，在集成到流水线前需要手动设计策略。
将选定的转向草稿反馈回backtest-expert，进入下一个迭代周期。

Quick Commands

快速命令

Append a backtest evaluation to history (creates history if new):

bash

python3 skills/strategy-pivot-designer/scripts/detect_stagnation.py \
  --append-eval reports/backtest_eval_2026-02-10_120000.json \
  --history reports/iteration_history.json \
  --strategy-id draft_edge_concept_breakout_behavior_riskon_core \
  --changes "Widened stop_loss from 5% to 7%"

Detect stagnation:

bash

python3 skills/strategy-pivot-designer/scripts/detect_stagnation.py \
  --history reports/iteration_history.json \
  --output-dir reports/

Generate pivot proposals:

bash

python3 skills/strategy-pivot-designer/scripts/generate_pivots.py \
  --diagnosis reports/pivot_diagnosis_*.json \
  --strategy reports/edge_strategy_drafts/draft_*.yaml \
  --max-pivots 3 \
  --output-dir reports/

将回测评估结果追加到历史文件中（若历史文件不存在则创建）：

bash

python3 skills/strategy-pivot-designer/scripts/detect_stagnation.py \
  --append-eval reports/backtest_eval_2026-02-10_120000.json \
  --history reports/iteration_history.json \
  --strategy-id draft_edge_concept_breakout_behavior_riskon_core \
  --changes "Widened stop_loss from 5% to 7%"

检测停滞情况：

bash

python3 skills/strategy-pivot-designer/scripts/detect_stagnation.py \
  --history reports/iteration_history.json \
  --output-dir reports/

生成转向方案：

bash

python3 skills/strategy-pivot-designer/scripts/generate_pivots.py \
  --diagnosis reports/pivot_diagnosis_*.json \
  --strategy reports/edge_strategy_drafts/draft_*.yaml \
  --max-pivots 3 \
  --output-dir reports/

strategy-pivot-designer

Original

Translation

Strategy Pivot Designer

策略转向设计器

Overview

概述

When to Use

适用场景

Prerequisites

前置条件

Output

输出结果

Workflow

工作流程

Quick Commands

快速命令

Resources

相关资源