w-trade-solve 2.0.1 → 2.0.3

package/package.json

@@ -1,12 +1,12 @@
 {
   "name": "w-trade-solve",
-  "version": "2.0.1",
+  "version": "2.0.3",
   "main": "dist/w-trade-solve.umd.js",
   "dependencies": {
-    "w-data-tdprovide": "^1.0.6",
-    "w-optimization": "^1.0.24",
-    "w-trade-backtest": "^1.0.8",
-    "wsemi": "^1.8.70"
+    "w-data-tdprovide": "^1.0.8",
+    "w-optimization": "^1.0.26",
+    "w-trade-backtest": "^1.1.3",
+    "wsemi": "^1.8.75"
   },
   "devDependencies": {
     "w-package-tools": "^1.1.12"

package/src/estimKeys.mjs

@@ -14,6 +14,8 @@ import fsWriteJson from 'wsemi/src/fsWriteJson.mjs'
 import isearr from 'wsemi/src/isearr.mjs'
 import isestr from 'wsemi/src/isestr.mjs'
 import isnum from 'wsemi/src/isnum.mjs'
+import isbol from 'wsemi/src/isbol.mjs'
+import isfun from 'wsemi/src/isfun.mjs'
 import rang from 'wsemi/src/rang.mjs'
 import wround from 'wsemi/src/round.mjs'
 import omlRGA from 'w-optimization/src/omlRGA.mjs'
@@ -36,9 +38,9 @@ import genStrategyFileName from './genStrategyFileName.mjs'
  *
  * 設計變數為[止損比例, 止盈比例, ...各key之門檻]，止損與止盈由opt.thsSl與opt.thsTp給予之百分比清單離散取值
  * 各key門檻取值範圍為[-thLim,thLim]切為thLim*20段，並各自平移+vdir與-vdir(vdir=thLim*5)為兩組，使解值恆大於0代表'>'條件、恆小於0代表'<'條件，還原時再扣除平移值，故單一設計變數即同時涵蓋大於與小於兩種條件
- * 以w-optimization之最佳化函數求解，由opt.methodOml指定演算法，各次計算皆以w-trade-backtest之runStrategy回測並經calcFitness計算適應值
+ * 以w-optimization之最佳化函數求解，由opt.methodOml指定演算法，各次計算皆以w-trade-backtest之runStrategy回測並經calcFitness計算適應值；亦可由opt.funRunStrategyCustom注入自訂評估核心加速求解(如以w-trade-backtest之buildStrategyFastSession預算first-touch表與因子對位序列)，注入僅回傳精簡欄位之核心時可配合opt.useRunStrategyBeforeSave於存檔前重跑完整回測，使落地summary維持完整欄位口徑；存檔前重跑後檔內numTrade、levelNumTrade、tkid、fitness與檔名皆由重跑之summary重新衍生，確保檔名與檔案內容同源一致；重算檔名與原檔名不同(評估核心與重跑結果跨級距)時，對新檔名重做存在檢查、身分驗證與優劣比較，新檔名已有更佳者則放棄本次寫入
  * 各次計算結果若同時滿足交易次數、勝率與最終等效年化盈虧三門檻，則以genStrategyFileName產生檔名存入fdData；檔名為tkid(tid+交易次數級距)之純函數，故直接組出檔名查詢既有策略(O(1)，不列舉全庫)，同tkid已有策略時僅於最終等效年化盈虧更佳時原地覆寫，故同tkid恆僅一檔；覆寫前驗證舊檔內tkid、name與interval與本次一致，不一致代表雜湊碰撞，直接throw以避免無聲覆寫
- * 策略檔內容除策略本體(tid、sid、name、symbol、interval、keyOhlc、mode、conds、settings)與summary、fitness外，另落地tkid、levelNumTrade、keys與solve區塊(timeStart、timeEnd、methodOml、thNumTrade、thRWin、thREquivalentCumuProfitOrLossFinalNormYear、thsTp、thsSl、timeSolved)，使識別與求解條件欄位自足，不依賴檔名
+ * 策略檔內容除策略本體(tid、sid、name、symbol、interval、keyOhlc、mode、conds、settings)與summary、fitness外，另落地tkid、numTrade、levelNumTrade、keys與solve區塊(timeStart、timeEnd、methodOml、thNumTrade、thRWin、thREquivalentCumuProfitOrLossFinalNormYear、thsTp、thsSl、timeSolved)，使識別與求解條件欄位自足，不依賴檔名
  * opt除下列各欄位外，其餘欄位皆原樣傳遞至所選之最佳化函數，兩者欄位名稱無重疊，故可一併給予求解設定
  * 各演算法共通之設定為NContiguous(最佳解連續未更新次數上限，預設100)、NRepeat、NCore、ModeOutLimit、UseRepeat、UseImmigration、LocalSearchMethod與funGetBetter、funGenerationBefore、funGenerationAfter三接口；族群數與迴圈數之欄位名稱各演算法不同，RGA與DE為Np與Ng、PSO為Np與Nl、HS為Ns與Ni、ACO為Na與Nl；另各演算法有其專屬超參數，如PSO之psoC1Start、RGA之rgaCrossover、DE之deF、HS之hsHMCR與ACO之acoAlphaStart等
  * 預設之求解量甚大(單一key約需1萬7千次回測)，僅需快速試算時可調小族群數與NContiguous
@@ -64,6 +66,9 @@ import genStrategyFileName from './genStrategyFileName.mjs'
  * @param {Number} [opt.thNumTrade=1] 輸入策略須儲存之最少交易次數數值，預設1
  * @param {Number} [opt.thRWin=0.5] 輸入策略須儲存之最低勝率比例數值，預設0.5
  * @param {Number} [opt.thREquivalentCumuProfitOrLossFinalNormYear=0.15] 輸入策略須儲存之最低最終等效年化盈虧比例數值，預設0.15
+ * @param {Function} [opt.funRunStrategyCustom=null] 輸入自訂回測評估async函數，傳入{ott,strategy,funGetSeries}物件，須回傳{summary}且summary至少含numTrade、rWin、uEquityFinal與rEquivalentCumuProfitOrLossFinalNormYear四欄，各欄語義須與runStrategy等值，回傳之準確性由注入端負責；未給時採runStrategy，預設null
+ * @param {Boolean} [opt.useRunStrategyBeforeSave=false] 輸入存檔前是否重跑一次回測並以其summary重新衍生檔案內容與檔名布林值，注入僅回傳精簡欄位之評估核心時應設true以維持策略檔欄位口徑，求解搜索仍全程使用自訂函數不受影響，預設false
+ * @param {Function} [opt.funRunStrategyCustomBeforeSave=null] 輸入存檔前重跑用之自訂回測async函數，介面同opt.funRunStrategyCustom，僅於opt.useRunStrategyBeforeSave為true時生效，未給時採runStrategy，預設null
  * @param {Boolean} [opt.useShowLog=false] 輸入是否顯示求解過程log布林值，預設false
  * @returns {Promise} 回傳Promise，resolve為求解結果物件，含bestSolution(最佳解，內有ps設計變數陣列與fitness適應值)、stopMode(觸發停止之機制字串)、stopIteration(停止時之迴圈數)與stopExecutions(停止時之核心分析次數)等欄位
  * @example
@@ -152,6 +157,12 @@ let estimKeys = async (ott, name, symbol, interval, fdOhlc, fdParam, timeStart,
     if (!isnum(thREquivalentCumuProfitOrLossFinalNormYear)) {
         thREquivalentCumuProfitOrLossFinalNormYear = 0.15
     }
+    let funRunStrategyCustom = get(opt, 'funRunStrategyCustom', null)
+    let useRunStrategyBeforeSave = get(opt, 'useRunStrategyBeforeSave', null)
+    if (!isbol(useRunStrategyBeforeSave)) {
+        useRunStrategyBeforeSave = false
+    }
+    let funRunStrategyCustomBeforeSave = get(opt, 'funRunStrategyCustomBeforeSave', null)
     let useShowLog = get(opt, 'useShowLog', null)
 
     //provideData
@@ -254,6 +265,50 @@ let estimKeys = async (ott, name, symbol, interval, fdOhlc, fdParam, timeStart,
 
     }
 
+    //checkSavable, 檢查指定檔名處是否可寫入策略: 無檔案或舊檔非合法json回傳true(直接寫入);
+    //  舊檔身分(tkid/name/interval)與本次不一致代表雜湊碰撞, 直接throw以避免無聲覆寫;
+    //  新等效年化盈虧較佳時回傳true(原地覆寫), 否則回傳false(保留既有較佳者)
+    let checkSavable = (fpStrategy, fnStrategy, tkid, rEquivalentCumuProfitOrLossFinalNormYearNew) => {
+
+        //check, 無同檔名策略, 新出現須儲存
+        if (!fsIsFile(fpStrategy)) {
+            return true
+        }
+
+        //dataOld
+        let dOld = fsReadJson(fpStrategy) //回傳{success}或{error}, 讀取或解析失敗時為null
+        let dataOld = get(dOld, 'success', null)
+
+        //check, 舊檔非合法json, 直接覆寫
+        if (dataOld === null) {
+            return true
+        }
+
+        //覆寫前驗證舊檔身分與本次一致, 不一致代表雜湊碰撞, 直接throw以避免無聲覆寫
+        let tkidOld = get(dataOld, 'tkid', '')
+        let nameOld = get(dataOld, 'name', '')
+        let intervalOld = get(dataOld, 'interval', '')
+        if ((isestr(tkidOld) && tkidOld !== tkid) || (isestr(nameOld) && nameOld !== name) || (isestr(intervalOld) && intervalOld !== interval)) {
+            throw new Error(`hash collision: fnStrategy[${fnStrategy}], tkidOld[${tkidOld}] vs tkid[${tkid}], nameOld[${nameOld}] vs name[${name}], intervalOld[${intervalOld}] vs interval[${interval}]`)
+        }
+
+        //rEquivalentCumuProfitOrLossFinalNormYearOld
+        let rEquivalentCumuProfitOrLossFinalNormYearOld = p2r(get(dataOld, 'summary.rEquivalentCumuProfitOrLossFinalNormYear', ''))
+
+        //check, 出現更好的等效盈虧比例, 原地覆寫
+        if (rEquivalentCumuProfitOrLossFinalNormYearNew > rEquivalentCumuProfitOrLossFinalNormYearOld) {
+
+            if (useShowLog) {
+                console.log(`覆寫較差策略...`, `${rEquivalentCumuProfitOrLossFinalNormYearNew} > ${rEquivalentCumuProfitOrLossFinalNormYearOld}`, fpStrategy)
+            }
+
+            return true
+        }
+
+        //新等效盈虧未較佳, 不寫入
+        return false
+    }
+
     //ifun, fitnessMin
     let ifun = 0
     let fitnessMin = 1e20
@@ -342,63 +397,69 @@ let estimKeys = async (ott, name, symbol, interval, fdOhlc, fdParam, timeStart,
         }
 
         //runStrategy
-        let r = await runStrategy(ott, strategy, funGetSeries)
+        let r = null
+        if (isfun(funRunStrategyCustom)) {
+            r = await funRunStrategyCustom({ ott, strategy, funGetSeries })
+        }
+        else {
+            r = await runStrategy(ott, strategy, funGetSeries)
+        }
         // console.log(ifun, 'summary', r.summary)
 
-        //numTrade
-        let numTrade = cint(r.summary.numTrade)
+        //rEquivalentCumuProfitOrLossFinalNormYear
+        let rEquivalentCumuProfitOrLossFinalNormYear = p2r(r.summary.rEquivalentCumuProfitOrLossFinalNormYear)
 
         //rWin
         let rWin = p2r(r.summary.rWin)
 
-        // //rCumuProfitOrLossFinal
-        // let rCumuProfitOrLossFinal = p2r(r.summary.rCumuProfitOrLossFinal)
+        //genRes
+        let genRes = (r) => {
 
-        // //rTradeAllMax
-        // let rTradeAllMax = p2r(r.summary.rTradeAllMax)
-
-        // //rEquivalentCumuProfitOrLossFinal
-        // let rEquivalentCumuProfitOrLossFinal = p2r(r.summary.rEquivalentCumuProfitOrLossFinal)
-
-        //rEquivalentCumuProfitOrLossFinalNormYear
-        let rEquivalentCumuProfitOrLossFinalNormYear = p2r(r.summary.rEquivalentCumuProfitOrLossFinalNormYear)
+            //fitness
+            let fitness = calcFitness(strategy.settings, r.summary)
 
-        //fitness
-        let fitness = calcFitness(strategy.settings, r.summary)
+            //numTrade
+            let numTrade = cint(r.summary.numTrade)
 
-        //levelNumTrade
-        let levelNumTrade = calcLevelNumTrade(numTrade)
+            //levelNumTrade
+            let levelNumTrade = calcLevelNumTrade(numTrade)
 
-        //tkid
-        let tkid = `${tid}:${levelNumTrade}`
+            //tkid
+            let tkid = `${tid}:${levelNumTrade}`
 
-        //res, 除策略本體與summary、fitness外, 落地tkid、levelNumTrade、keys與solve使欄位自足, 識別與求解條件不依賴檔名
-        let res = {
+            return {
 
-            ...strategy,
+                ...strategy,
 
-            tkid,
-            levelNumTrade,
-            keys,
+                tkid,
+                numTrade,
+                levelNumTrade,
+                keys,
 
-            summary: r.summary,
+                summary: r.summary,
 
-            fitness,
+                fitness,
 
-            solve: {
-                timeStart,
-                timeEnd,
-                methodOml,
-                thNumTrade,
-                thRWin,
-                thREquivalentCumuProfitOrLossFinalNormYear,
-                thsTp,
-                thsSl,
-                timeSolved: ott().format('YYYY-MM-DDTHH:mm:ss'),
-            },
+                solve: {
+                    timeStart,
+                    timeEnd,
+                    methodOml,
+                    thNumTrade,
+                    thRWin,
+                    thREquivalentCumuProfitOrLossFinalNormYear,
+                    thsTp,
+                    thsSl,
+                    timeSolved: ott().format('YYYY-MM-DDTHH:mm:ss'),
+                },
 
+            }
         }
+
+        //res, 除策略本體與summary、fitness外, 落地tkid、levelNumTrade、keys與solve使欄位自足, 識別與求解條件不依賴檔名
+        let res = genRes(r)
         //  console.log(ifun, res)
+
+        //resBrief
         let resBrief = {
 
             '方向': res.mode,
@@ -421,20 +482,20 @@ let estimKeys = async (ott, name, symbol, interval, fdOhlc, fdParam, timeStart,
         // console.log(ifun, resBrief)
 
         //update fitnessMin
-        if (fitnessMin > fitness) {
+        if (fitnessMin > res.fitness) {
 
             if (useShowLog) {
                 console.log(ifun, '更新最佳解', resBrief)
             }
 
             //update
-            fitnessMin = fitness
+            fitnessMin = res.fitness
 
         }
 
         //儲存可用參數組
         if (
-            numTrade >= thNumTrade &&
+            res.numTrade >= thNumTrade &&
             rWin >= thRWin &&
             // rCumuProfitOrLossFinal > 0 &&
             // rTradeAllMax <= 0.8 &&
@@ -453,69 +514,52 @@ let estimKeys = async (ott, name, symbol, interval, fdOhlc, fdParam, timeStart,
             //fpStrategy
             let fpStrategy = path.resolve(fdData, fnStrategy)
 
-            //b
-            let b = false
+            //b, 檢查是否已有同tkid策略, 無檔案或舊檔非合法json即寫入, 已有者僅於新等效年化盈虧更佳時覆寫
+            let b = checkSavable(fpStrategy, fnStrategy, res.tkid, rEquivalentCumuProfitOrLossFinalNormYear)
 
-            //rEquivalentCumuProfitOrLossFinalNormYearNew
-            let rEquivalentCumuProfitOrLossFinalNormYearNew = rEquivalentCumuProfitOrLossFinalNormYear
+            //save
+            if (b) {
 
-            //檢查是否已有同tkid策略
-            if (fsIsFile(fpStrategy)) {
+                //useRunStrategyBeforeSave
+                if (useRunStrategyBeforeSave) {
 
-                //dataOld
-                let dOld = fsReadJson(fpStrategy) //回傳{success}或{error}, 讀取或解析失敗時為null
-                let dataOld = get(dOld, 'success', null)
+                    if (isfun(funRunStrategyCustomBeforeSave)) {
+                        r = await funRunStrategyCustomBeforeSave({ ott, strategy, funGetSeries })
+                    }
+                    else {
+                        r = await runStrategy(ott, strategy, funGetSeries)
+                    }
 
-                if (dataOld === null) {
+                    //res, 檔內全部衍生欄位由重跑之summary重新衍生, 確保檔案內容同源一致
+                    res = genRes(r)
 
-                    //舊檔非合法json, 直接覆寫
-                    b = true
+                    //fnStrategyRe, 以重跑之summary重算檔名, 使檔名級距與檔內同源
+                    let fnStrategyRe = genStrategyFileName(name, interval, mode, keys, strategy.settings, r.summary)
 
-                }
-                else {
-
-                    //覆寫前驗證舊檔身分與本次一致, 不一致代表雜湊碰撞, 直接throw以避免無聲覆寫
-                    let tkidOld = get(dataOld, 'tkid', '')
-                    let nameOld = get(dataOld, 'name', '')
-                    let intervalOld = get(dataOld, 'interval', '')
-                    if ((isestr(tkidOld) && tkidOld !== tkid) || (isestr(nameOld) && nameOld !== name) || (isestr(intervalOld) && intervalOld !== interval)) {
-                        throw new Error(`hash collision: fnStrategy[${fnStrategy}], tkidOld[${tkidOld}] vs tkid[${tkid}], nameOld[${nameOld}] vs name[${name}], intervalOld[${intervalOld}] vs interval[${interval}]`)
-                    }
-
-                    //rEquivalentCumuProfitOrLossFinalNormYearOld
-                    let rEquivalentCumuProfitOrLossFinalNormYearOld = p2r(get(dataOld, 'summary.rEquivalentCumuProfitOrLossFinalNormYear', ''))
+                    //check, 檔名有變代表評估核心與重跑結果跨級距, 新檔名須重做存在檢查/身分驗證/優劣比較, 不可沿用原檔名之通過結果
+                    if (fnStrategyRe !== fnStrategy) {
 
-                    //check, 出現更好的等效盈虧比例, 原地覆寫
-                    if (rEquivalentCumuProfitOrLossFinalNormYearNew > rEquivalentCumuProfitOrLossFinalNormYearOld) {
+                        //fnStrategy, fpStrategy
+                        fnStrategy = fnStrategyRe
+                        fpStrategy = path.resolve(fdData, fnStrategy)
 
-                        if (useShowLog) {
-                            console.log(`覆寫較差策略...`, `${rEquivalentCumuProfitOrLossFinalNormYearNew} > ${rEquivalentCumuProfitOrLossFinalNormYearOld}`, fpStrategy)
-                        }
-                        b = true
+                        //b, 以重跑之等效年化盈虧對新檔名重檢
+                        b = checkSavable(fpStrategy, fnStrategy, res.tkid, p2r(get(r, 'summary.rEquivalentCumuProfitOrLossFinalNormYear', '')))
 
                     }
 
                 }
 
-            }
-            else {
-
-                //新出現須儲存
-                b = true
-
-            }
-
-            //save
-            if (b) {
-
                 //fsWriteJson
-                fsWriteJson(fpStrategy, res, { useFormat: true })
+                if (b) {
+                    fsWriteJson(fpStrategy, res, { useFormat: true })
+                }
 
             }
 
         }
 
-        return fitness
+        return res.fitness
     }
 
     //oml

package/test/unit-estimKeys.test.mjs

@@ -4,7 +4,9 @@ import path from 'path'
 import estimKeys from '../src/estimKeys.mjs'
 import readStrategies from '../src/readStrategies.mjs'
 import genTid from '../src/genTid.mjs'
+import genStrategyFileName from '../src/genStrategyFileName.mjs'
 import calcLevelNumTrade from '../src/calcLevelNumTrade.mjs'
+import calcFitness from '../src/calcFitness.mjs'
 import ott from '../src/ott.mjs'
 import { buildFdTmp, buildFdData, name, symbol, interval } from './unit-setup.mjs'
 
@@ -16,7 +18,9 @@ import { buildFdTmp, buildFdData, name, symbol, interval } from './unit-setup.mj
 //    以opt.methodOml指定之演算法求解(預設PSO), 各次以runStrategy回測並經calcFitness計算適應值
 //    滿足thNumTrade、thRWin與thREquivalentCumuProfitOrLossFinalNormYear三門檻者, 以genStrategyFileName存入fdData
 //    檔名為tkid之純函數(雜湊格式), 同tkid已有策略時僅於等效年化盈虧更佳時原地覆寫, 故同tkid恆僅一檔
-//    策略檔內容除策略本體與summary、fitness外, 另落地tkid、levelNumTrade、keys與solve區塊使欄位自足
+//    策略檔內容除策略本體與summary、fitness外, 另落地tkid、numTrade、levelNumTrade、keys與solve區塊使欄位自足
+//    opt.funRunStrategyCustom可注入自訂評估核心(回傳{summary}), 求解全程改用之
+//    opt.useRunStrategyBeforeSave為true時存檔前重跑回測, 檔內numTrade/levelNumTrade/tkid/fitness皆由重跑之summary重新衍生(genRes同源)
 //    fdData不存在時自動建立
 
 
@@ -117,13 +121,15 @@ describe('estimKeys', function() {
             })
         })
 
-        it('策略檔內容欄位自足: 含tkid、levelNumTrade與keys, 識別不依賴檔名', function() {
+        it('策略檔內容欄位自足: 含tkid、numTrade、levelNumTrade與keys, 識別不依賴檔名', function() {
             let ss = readStrategies(d.fdData, { readContent: true })
             ss.forEach((s) => {
                 let c = s.data
+                assert.strictEqual(c.numTrade, Number(c.summary.numTrade))
                 assert.strictEqual(c.levelNumTrade, calcLevelNumTrade(Number(c.summary.numTrade)))
                 assert.strictEqual(c.tkid, `${c.tid}:${c.levelNumTrade}`)
                 assert.deepStrictEqual(c.keys, keys)
+                assert.strictEqual(c.fitness, calcFitness(c.settings, c.summary)) //fitness與summary同源
             })
         })
 
@@ -200,6 +206,191 @@ describe('estimKeys', function() {
 
     })
 
+    describe('自訂評估核心funRunStrategyCustom', function() {
+
+        let keys = ['btc_4hr_ma_1day']
+        let d = null
+
+        before(function() {
+            d = buildFdData(fdTmp, 'custom', keys, { n: 20 })
+        })
+
+        //optQuick: 縮小求解量之共用設定
+        let optQuick = {
+            ...optBase,
+            Np: 8,
+            NContiguous: 5,
+            UseRepeat: false,
+            UseImmigration: false,
+        }
+
+        //smStub: 過三門檻之固定精簡summary(含契約要求之numTrade/rWin/uEquityFinal/eqYr四欄)
+        let smStub = {
+            numTrade: 10,
+            rWin: '60.00%',
+            uEquityFinal: 1005,
+            rEquivalentCumuProfitOrLossFinalNormYear: '20.00%',
+            rTradeAllMax: '1.00%',
+        }
+
+        //call: 以獨立策略資料夾執行求解並讀回策略檔
+        let call = async (tag, extra = {}) => {
+            let fdData = path.resolve(fdTmp, 'custom', `s-${tag}`)
+            let m = await estimKeys(ott, name, symbol, interval, d.fdOhlc, d.fdParam, d.timeStart, d.timeEnd, 'long', keys, fdData, {
+                ...optQuick,
+                ...extra,
+            })
+            let ss = readStrategies(fdData, { readContent: true })
+            return { m, ss }
+        }
+
+        it('注入後求解全程改用自訂函數, 並收到{ott,strategy,funGetSeries}', async function() {
+            let nCall = 0
+            let gotShape = false
+            let { m, ss } = await call('inject', {
+                funRunStrategyCustom: async ({ ott, strategy, funGetSeries }) => {
+                    nCall++
+                    if (!gotShape) {
+                        gotShape = typeof ott === 'function' && typeof funGetSeries === 'function' && Array.isArray(strategy.conds) && strategy.mode === 'long'
+                    }
+                    return { summary: smStub }
+                },
+            })
+            assert.ok(nCall > 0, '自訂函數未被呼叫')
+            assert.strictEqual(nCall, m.stopExecutions, '自訂函數呼叫次數須等於核心分析次數')
+            assert.ok(gotShape, '自訂函數收到之引數形式非預期')
+            assert.strictEqual(ss.length, 1, 'stub固定summary故同tkid恆僅一檔')
+        })
+
+        it('預設不重跑, 存檔即為自訂函數之summary, 衍生欄位與之同源', async function() {
+            let { ss } = await call('nosave-rerun', {
+                funRunStrategyCustom: async () => {
+                    return { summary: smStub }
+                },
+            })
+            let c = ss[0].data
+            assert.deepStrictEqual(c.summary, smStub)
+            assert.strictEqual(c.numTrade, 10)
+            assert.strictEqual(c.levelNumTrade, calcLevelNumTrade(10))
+            assert.strictEqual(c.tkid, `${c.tid}:${calcLevelNumTrade(10)}`)
+            assert.strictEqual(c.fitness, calcFitness(c.settings, smStub))
+        })
+
+        it('useRunStrategyBeforeSave為true時存檔前重跑runStrategy, 落地完整官方summary且全部衍生欄位同源', async function() {
+            //stub僅首次評估放行門檻: 官方重跑之numTrade級距與stub可能不同, 若後續評估再查同檔會觸發tkid不一致throw(該防護屬預期行為), 故僅存檔一次
+            let nCall = 0
+            let { ss } = await call('save-rerun', {
+                funRunStrategyCustom: async () => {
+                    nCall++
+                    if (nCall === 1) {
+                        return { summary: smStub }
+                    }
+                    return { summary: { ...smStub, numTrade: 0 } } //不過thNumTrade門檻
+                },
+                useRunStrategyBeforeSave: true,
+            })
+            assert.ok(ss.length >= 1)
+            ss.forEach((s) => {
+                let c = s.data
+                //官方summary具stub沒有的完整欄位
+                assert.ok('rSharpe' in c.summary, '落地summary須為官方完整欄位')
+                assert.ok('rDrawdownMax' in c.summary)
+                //檔內衍生欄位由重跑之summary重新衍生(genRes同源)
+                assert.strictEqual(c.numTrade, Number(c.summary.numTrade))
+                assert.strictEqual(c.levelNumTrade, calcLevelNumTrade(Number(c.summary.numTrade)))
+                assert.strictEqual(c.tkid, `${c.tid}:${c.levelNumTrade}`)
+                assert.strictEqual(c.fitness, calcFitness(c.settings, c.summary))
+            })
+        })
+
+        it('funRunStrategyCustomBeforeSave給定時, 存檔前改用該函數', async function() {
+            let smSave = { ...smStub, rEquivalentCumuProfitOrLossFinalNormYear: '33.00%', numTrade: 12 }
+            let { ss } = await call('save-custom', {
+                funRunStrategyCustom: async () => {
+                    return { summary: smStub }
+                },
+                useRunStrategyBeforeSave: true,
+                funRunStrategyCustomBeforeSave: async () => {
+                    return { summary: smSave }
+                },
+            })
+            let c = ss[0].data
+            assert.deepStrictEqual(c.summary, smSave)
+            assert.strictEqual(c.numTrade, 12) //由重跑summary重新衍生
+            assert.strictEqual(c.fitness, calcFitness(c.settings, smSave))
+        })
+
+        it('重跑結果跨級距時, 檔名以重跑summary重算, 檔名與檔內同源', async function() {
+            //stub級距11(numTrade 10), 重跑回傳級距12(numTrade 30) → 檔案應落在級距12檔名
+            let smSave = { ...smStub, numTrade: 30, rEquivalentCumuProfitOrLossFinalNormYear: '33.00%' }
+            let nCall = 0
+            let { ss } = await call('save-relevel', {
+                funRunStrategyCustom: async () => {
+                    nCall++
+                    return { summary: nCall === 1 ? smStub : { ...smStub, numTrade: 0 } } //僅首次放行, 避免後續評估以級距11舊檔名再查
+                },
+                useRunStrategyBeforeSave: true,
+                funRunStrategyCustomBeforeSave: async () => {
+                    return { summary: smSave }
+                },
+            })
+            assert.strictEqual(ss.length, 1)
+            assert.match(ss[0].name, /^long_12_[0-9a-f]{16}\.json$/, `檔名 ${ss[0].name} 須為重跑之級距12`)
+            let c = ss[0].data
+            assert.strictEqual(c.numTrade, 30)
+            assert.strictEqual(c.levelNumTrade, 12)
+            assert.strictEqual(c.tkid, `${c.tid}:12`)
+        })
+
+        it('跨級距且新檔名已有更佳者時, 放棄本次寫入', async function() {
+            //預置級距12檔案(eqYr 50%), 重跑回傳級距12但eqYr 33%較差 → 不得覆寫
+            let fdData = path.resolve(fdTmp, 'custom', 's-relevel-keep')
+            fs.mkdirSync(fdData, { recursive: true })
+            let tid = genTid(name, '4hr', 'long', keys)
+            let smBetter = { numTrade: 30, rWin: '70.00%', uEquityFinal: 1010, rEquivalentCumuProfitOrLossFinalNormYear: '50.00%' }
+            let fnBetter = genStrategyFileName(name, '4hr', 'long', keys, {}, smBetter)
+            fs.writeFileSync(path.resolve(fdData, fnBetter), JSON.stringify({
+                tid,
+                tkid: `${tid}:12`,
+                name,
+                interval: '4hr',
+                summary: smBetter,
+            }), 'utf8')
+
+            let smSave = { ...smStub, numTrade: 30, rEquivalentCumuProfitOrLossFinalNormYear: '33.00%' }
+            let nCall = 0
+            await estimKeys(ott, name, symbol, interval, d.fdOhlc, d.fdParam, d.timeStart, d.timeEnd, 'long', keys, fdData, {
+                ...optQuick,
+                funRunStrategyCustom: async () => {
+                    nCall++
+                    return { summary: nCall === 1 ? smStub : { ...smStub, numTrade: 0 } }
+                },
+                useRunStrategyBeforeSave: true,
+                funRunStrategyCustomBeforeSave: async () => {
+                    return { summary: smSave }
+                },
+            })
+
+            let ss = readStrategies(fdData, { readContent: true })
+            assert.strictEqual(ss.length, 1, '不得產生新檔')
+            assert.strictEqual(ss[0].data.summary.rEquivalentCumuProfitOrLossFinalNormYear, '50.00%', '既有更佳者不得被覆寫')
+        })
+
+        it('未開useRunStrategyBeforeSave時, funRunStrategyCustomBeforeSave不生效', async function() {
+            let smSave = { ...smStub, rEquivalentCumuProfitOrLossFinalNormYear: '33.00%' }
+            let { ss } = await call('save-custom-off', {
+                funRunStrategyCustom: async () => {
+                    return { summary: smStub }
+                },
+                funRunStrategyCustomBeforeSave: async () => {
+                    return { summary: smSave }
+                },
+            })
+            assert.deepStrictEqual(ss[0].data.summary, smStub)
+        })
+
+    })
+
     describe('omlPSO設定傳遞', function() {
 
         //opt除estimKeys自身欄位外皆原樣傳遞至omlPSO, 兩者欄位名稱無重疊

package/toolg/gDistRollup.mjs

@@ -19,10 +19,12 @@ async function rp() {
         globals: {
             path: 'path',
             fs: 'fs',
+            crypto: 'crypto', //genStrategyFileName以md5產生雜湊檔名
         },
         external: [
             'path',
             'fs',
+            'crypto',
         ],
     })
         .catch((err) => {