From 6460437bb489d92169b2b7e255c08e336ab982a8 Mon Sep 17 00:00:00 2001
From: hmo <staymo7777@gmail.com>
Date: Wed, 12 Aug 2026 13:34:06 +0800
Subject: [PATCH] =?UTF-8?q?fix:=20=E5=88=87=E7=AA=97=E5=8F=A3fallback?=
 =?UTF-8?q?=E8=A1=A5portfolio/portfolio=5Ffull=E7=BB=84=E5=90=88=E6=A8=A1?=
 =?UTF-8?q?=E6=8B=9F=E2=80=94=E2=80=94=E6=89=A7=E8=A1=8C=E6=95=B0positions?=
 =?UTF-8?q?=5Ftaken/=E5=85=A8=E5=8F=82=E4=B8=8Etotal=5Freturn/=E7=BB=BC?=
 =?UTF-8?q?=E5=90=88=E5=88=86ret=E5=88=86=E9=87=8F=E6=9C=89=E6=95=B0?=
 =?UTF-8?q?=E6=8D=AE(calc=5Fsummary=E7=BC=BA=E8=BF=99=E4=BA=9B=E5=AF=BC?=
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---
 strategy_lab.py | 12 +++++++++++-
 1 file changed, 11 insertions(+), 1 deletion(-)

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: