/**
* 风险与回报分布分析器
*/
import type {
RiskRewardAnalysis,
OutcomeDistribution,
StrategySpace,
VariablesAndConstraints,
} from "../types/index.js";
/** 结果分布模板 */
interface DistributionTemplate {
strategyType: string;
distributions: Array<{
probability: number;
template: string;
}>;
}
/** 各策略类型的结果分布模板 */
const DISTRIBUTION_TEMPLATES: DistributionTemplate[] = [
{
strategyType: "aggressive",
distributions: [
{ probability: 20, template: "目标达成，收益符合或超出预期" },
{ probability: 35, template: "部分达成，结果低于预期但有所收获" },
{ probability: 30, template: "遇到较大阻力，需要调整计划或延长周期" },
{ probability: 15, template: "执行失败，需要承受损失并重新规划" },
],
},
{
strategyType: "conservative",
distributions: [
{ probability: 25, template: "等待期间情况明朗，获得更好的行动时机" },
{ probability: 30, template: "情况未明显变化，继续处于等待状态" },
{ probability: 25, template: "窗口期收窄，后续行动成本上升" },
{ probability: 20, template: "机会丧失，需要转向其他路径" },
],
},
{
strategyType: "hedge",
distributions: [
{ probability: 20, template: "主路径成功，备选路径平稳退出" },
{ probability: 35, template: "两条路径都有进展，需要做出最终选择" },
{ probability: 30, template: "精力分散，两条路径进展都不理想" },
{ probability: 15, template: "资源耗尽，被迫放弃其中一条或两条路径" },
],
},
{
strategyType: "exit",
distributions: [
{ probability: 30, template: "成功转向，新方向发展良好" },
{ probability: 35, template: "转向后需要较长适应期，短期内有阵痛" },
{ probability: 20, template: "新方向也遇到挑战，需要再次调整" },
{ probability: 15, template: "产生后悔情绪，对放弃的路径念念不忘" },
],
},
];
/**
* 根据不确定性调整概率分布
*/
function adjustForUncertainties(
distributions: OutcomeDistribution[],
uncertainties: string[]
): OutcomeDistribution[] {
// 不确定性越高，极端结果（好和坏）的概率越分散
const uncertaintyLevel = Math.min(uncertainties.length / 4, 1);
return distributions.map((d, index) => {
// 中间结果概率降低，极端结果概率提高
const isMiddle = index === 1 || index === 2;
const adjustment = isMiddle ? -5 * uncertaintyLevel : 2.5 * uncertaintyLevel;
return {
...d,
probability: Math.max(5, Math.min(50, d.probability + adjustment)),
};
});
}
/**
* 标准化概率分布，确保总和为100
*/
function normalizeProbabilities(
distributions: OutcomeDistribution[]
): OutcomeDistribution[] {
const total = distributions.reduce((sum, d) => sum + d.probability, 0);
return distributions.map((d) => ({
...d,
probability: Math.round((d.probability / total) * 100),
}));
}
/**
* 分析风险与回报分布
*/
export function analyzeRisk(
strategySpace: StrategySpace,
variables: VariablesAndConstraints
): RiskRewardAnalysis[] {
return strategySpace.strategies.map((strategy) => {
// 获取对应策略类型的分布模板
const template = DISTRIBUTION_TEMPLATES.find(
(t) => t.strategyType === strategy.type
);
if (!template) {
// 默认分布
return {
strategyId: strategy.id,
strategyName: strategy.name,
distributions: [
{ probability: 25, description: "结果好于预期" },
{ probability: 50, description: "结果符合预期" },
{ probability: 25, description: "结果低于预期" },
],
};
}
// 生成基础分布
let distributions: OutcomeDistribution[] = template.distributions.map((d) => ({
probability: d.probability,
description: d.template,
}));
// 根据不确定性调整
distributions = adjustForUncertainties(distributions, variables.uncertainties);
// 标准化概率
distributions = normalizeProbabilities(distributions);
return {
strategyId: strategy.id,
strategyName: strategy.name,
distributions,
};
});
}
