From 0bbc489a1b99c8d83cafb35e9942f0fdb96d671d Mon Sep 17 00:00:00 2001
From: hmo <staymo7777@gmail.com>
Date: Wed, 29 Jul 2026 15:32:54 +0800
Subject: [PATCH] =?UTF-8?q?feat:=20=E5=88=97=E8=A1=A8=E5=8F=8C=E5=8F=A3?=
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---
 static/index.html | 7 +++++--
 strategy_lab.py   | 4 +++-
 2 files changed, 8 insertions(+), 3 deletions(-)

diff --git a/static/index.html b/static/index.html
index 7bba7b13..3025d3d2 100644
--- a/static/index.html
+++ b/static/index.html
@@ -1979,6 +1979,7 @@ function sortStrategies(strategies, key, dir) {
       case 'composite': return s._composite != null ? s._composite : -999;
       case 'universality': return (st.universality || {}).score || 0;
       case 'total_return': return pf.total_return_pct != null ? pf.total_return_pct : -999;
+      case 'full_return': return (st.portfolio_full || {}).total_return_pct != null ? st.portfolio_full.total_return_pct : -999;
       case 'capital_final': return pf.capital_final || 0;
       case 'cagr': return pf.cagr_pct != null ? pf.cagr_pct : -999;
       case 'trades': return st.total_trades || 0;
@@ -2084,7 +2085,8 @@ function renderStrategyTable(strategies) {
     th('sizing_slots', '仓位', 'text-center') +
     th('composite', '综合', 'text-right') +
     th('universality', '普适', 'text-right') +
-    th('total_return', '总收益', 'text-right') +
+    th('full_return', '全参与', 'text-right') +
+    th('total_return', '集中仓', 'text-right') +
     th('capital_final', '最终资产', 'text-right') +
     th('cagr', '年化', 'text-right') +
     th('trades', '交易数', 'text-right') +
@@ -2107,7 +2109,8 @@ function renderStrategyTable(strategies) {
       '<td class="text-center px-2 py-1.5 font-mono text-cyan-300">' + (st.sizing_slots ? st.sizing_slots + '仓' : '10仓') + '</td>' +
       cell('composite', s._composite, v => v, 'font-bold text-amber-300') +
       cell('universality_score', (st.universality || {}).score, v => v + '<span class="text-slate-500">/' + (st.universality || {}).months + '月</span>') +
-      cell('total_return_pct', pf.total_return_pct, v => v + '%', 'font-bold ' + retCls + ' ' + hl(pf.total_return_pct, best.total_return_pct)) +
+      cell('total_return_pct', (st.portfolio_full || {}).total_return_pct, v => v + '%', 'font-bold text-amber-300') +
+      cell('total_return_pct', pf.total_return_pct, v => v + '%', retCls + ' ' + hl(pf.total_return_pct, best.total_return_pct)) +
       cell('capital_final', pf.capital_final, v => '¥' + (v/10000).toFixed(0) + '万') +
       cell('cagr_pct', pf.cagr_pct, v => v + '%', hl(pf.cagr_pct, best.cagr_pct)) +
       cell('total_trades', st.total_trades, v => v) +
diff --git a/strategy_lab.py b/strategy_lab.py
index ecc8c231..a7525187 100644
--- a/strategy_lab.py
+++ b/strategy_lab.py
@@ -1012,11 +1012,13 @@ def run_backtest(strategy_version, start_date, end_date, capital=1000000, save=T
             i += step
 
     summary = calc_summary(trades, capital)
-    # 组合级资产模拟：用该策略自己的最优仓位模型（波段策略大仓少股，固定出场小仓多股）
     if summary:
+        # 集中仓位（该策略最优激进仓位）
         slots = STRATEGY_SIZING.get(strategy_version, 10)
         summary['portfolio'] = portfolio_sim(trades, capital, slots)
         summary['sizing_slots'] = slots
+        # 全参与可行仓位（公平基线：单仓≥5万地板，消除上车运气）
+        summary['portfolio_full'] = portfolio_sim_full(trades, capital)
     result = {
         'strategy': strat['version'],
         'strategy_name': strat['name'],