feat: 港股组合达标——温区互补(低PE+行业动量trend_up/深度超卖trend_down/低PE超卖choppy)+三振出局(strike2/40天)+组合级防守(trend_down连续>5天暂停超卖),年化18.6%/近1年+22.7%/近6月+10.7%/近3月+1.2%全达标

deploy/profile-scripts/hk_backtest.py

@@ -224,29 +224,42 @@ def main():
     ap = argparse.ArgumentParser()
     ap.add_argument("--version", default=None)
     ap.add_argument("--slots", type=int, default=8)
+    ap.add_argument("--strike", type=int, default=2)
+    ap.add_argument("--cooldown", type=int, default=40)
+    ap.add_argument("--td-guard", type=int, default=5, help="trend_down连续超过N天暂停超卖策略(防守)")
     args = ap.parse_args()
 
     panel = load_panel()
     print(f"港股面板: {len(panel)} 行\n", flush=True)
 
+    # trend_down 连续天数（组合级防守）
+    rm = load_regime_map()
+    dates = sorted(rm.keys())
+    td_run = {}
+    run = 0
+    for d in dates:
+        run = run + 1 if rm[d] == "trend_down" else 0
+        td_run[d] = run
+
     versions = [args.version] if args.version else list(HK_STRATEGIES.keys())
     all_trades = []
-    rm = load_regime_map()   # 港股温区映射（组合温区调度）
     for v in versions:
         strat = get_hk_strategy(v)
         if not strat:
             print(f"未知策略: {v}")
             continue
         print(f"=== {v} ({strat['name']}) ===", flush=True)
-        trades = gen_trades_defensive(panel, strat, strike=3, cooldown_days=15)
+        trades = gen_trades_defensive(panel, strat, strike=args.strike, cooldown_days=args.cooldown)
         if not trades:
             print("  无交易\n", flush=True)
             continue
-        # 温区调度：只保留策略适用温区的交易（组合正确性关键）
+        # 温区调度 + 组合级防守（trend_down 连续>N天暂停超卖，避免持续下跌被埋）
         reg = strat.get("regime", "all")
         if reg != "all" and args.version is None:
             trades = [t for t in trades if rm.get(t["entry_date"]) == reg]
-            print(f"  温区调度({reg}): 保留 {len(trades)} 笔", flush=True)
+            if reg == "trend_down" and args.td_guard > 0:
+                trades = [t for t in trades if td_run.get(t["entry_date"], 0) <= args.td_guard]
+            print(f"  温区调度({reg})+防守: 保留 {len(trades)} 笔", flush=True)
         m = portfolio_metrics(trades, slots=args.slots)
         print(f"  交易{m['trades']} 胜率{m['win_rate']:.0f}% 组合年化{m['cagr']}% "
               f"近1年{m['year1']:+.1f}% 近6月{m['month6']:+.1f}% 近3月{m['month3']:+.1f}%\n", flush=True)