feat: B组挖掘放宽单条件门槛(0.5pp进池)+4-6因子叠加组合——多因子才有大涨率提升(单因子仅1.8pp)

This commit is contained in:
xxm
2026-08-16 17:42:43 +08:00
parent 3491b84932
commit 084c4d9f8e
+1 -1
View File
@@ -164,7 +164,7 @@ def mine(market="a", regimes=None):
"avg60": avg, "excess_pp": extra,
"sim_trades": tn, "sim_win_rate": round(twr, 1), "sim_avg_pnl": round(tavg, 2),
"sim_tp": tp, "sim_sl": sl, "sim_maxh": mh,
"hypothesis": f"[{rg}] 由果及因: {list(cond.keys())} → 大涨率{rate}%(基线+{extra}pp)",
"hypothesis": f"[{rg}] 由果及因{nf}因子: {list(cond.keys())} → 大涨率{rate}%(基线+{extra}pp)",
}
out["candidates"].append(cand)
print(f" [{rg}] {list(cond.keys())} ✅大涨率{rate}% 模拟胜率{twr:.0f}%/均{tavg:.2f}%", flush=True)