fix: run_mr_backtest tp_pct=None兜底默认0.18; evolution_api baseline改为v_weak/v_oversold, get_health_trend默认v_weak
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@@ -40,9 +40,9 @@ def get_evolution_dashboard():
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""").fetchall():
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evolution.append(dict(r))
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# 当前策略基线
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# 当前策略基线(2026-08-11: 改为当前实盘 v_weak + 新策略 v_oversold)
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baseline = {}
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for v in ['v_next4', 'v_next3', 'v8.1']:
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for v in ['v_weak', 'v_oversold']:
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r = conn.execute("""
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SELECT results_json FROM strategy_research
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WHERE version=? AND period_tag='5y' ORDER BY id DESC LIMIT 1
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@@ -174,7 +174,7 @@ def get_combo_dashboard():
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}
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def get_health_trend(version='v_next4', days=30):
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def get_health_trend(version='v_weak', days=30):
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"""健康度趋势"""
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conn = sqlite3.connect(DB)
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conn.row_factory = sqlite3.Row
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+2
-2
@@ -2299,8 +2299,8 @@ def run_mr_backtest(strategy_version, start_date, end_date, capital=913000,
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skip_stats['next_open'] += 1; i += 1; continue
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# ── 出场(均值回归:让利润跑向止盈,无 MA20 截断)──
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tp_pct = exit_cfg.get('tp_pct', 0.18)
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sl_pct = exit_cfg.get('sl_pct', 0.08)
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tp_pct = exit_cfg.get('tp_pct', 0.18) or 0.18 # None 时用默认 0.18
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sl_pct = exit_cfg.get('sl_pct', 0.08) or 0.08
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max_hold = exit_cfg.get('max_hold_days', 25)
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target = ep * (1 + tp_pct)
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stop = ep * (1 - sl_pct)
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