diff --git a/strategy_lab.py b/strategy_lab.py index f5243415..fa08c81b 100644 --- a/strategy_lab.py +++ b/strategy_lab.py @@ -2122,7 +2122,17 @@ def list_strategies(period_tag=None): sliced = [t for t in trades if t.get('entry_date', '') >= cutoff] if not sliced: continue - sliced_summaries[v] = (calc_summary(sliced, 1000000), len(sliced), period_tag) + # 2026-08-12 补充:除 calc_summary 基础指标外,还要算组合模拟 portfolio/portfolio_full—— + # 否则执行数(positions_taken)=0、全参与(total_return)=—、综合分 ret 分量=0(老莫发现矛盾) + _summary = calc_summary(sliced, 1000000) + try: + for _t in sliced: + _t.setdefault('boost', 1.0) + _summary['portfolio'] = portfolio_sim(sliced, 1000000, max_positions=10) # 10槽组合 + _summary['portfolio_full'] = portfolio_sim(sliced, 1000000, max_positions=100) # 全参与近似 + except Exception: + pass + sliced_summaries[v] = (_summary, len(sliced), period_tag) conn.close() out = [] for r in rows: