feat: 列表双口径——新增全参与收益主列(单仓≥5万公平基线)，集中仓为辅列，v11.0现原形(全参与仅+28.9%)

2026-07-29 15:32:54 +08:00
parent 260354bdd3
commit 0bbc489a1b
2 changed files with 8 additions and 3 deletions
@@ -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'],