fix: 切窗口fallback补portfolio/portfolio_full组合模拟——执行数positions_taken/全参与total_return/综合分ret分量有数据(calc_summary缺这些导致0/1和0x0.00矛盾)

2026-08-12 13:34:06 +08:00
parent 2c8aa5ca5d
commit 6460437bb4
1 changed files with 11 additions and 1 deletions
@@ -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: