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feat: 温区加权综合/普适——整体行综合/普适按温区时长占比加权各温区表现(业务:策略只在特定温区激活,评估限定温区范围),温区行用温区级组合

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hmo
2026-08-15 10:03:46 +08:00
parent 13790e0cb6
commit 7db2585c15
2 changed files with 48 additions and 7 deletions
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static/index.html
+7 -7
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@@ -2442,10 +2442,10 @@ function renderStrategyTable(strategies) {
const holdShow = rw && rw.avg_hold_days != null ? rw.avg_hold_days : (isOverall ? st.avg_hold_days : null);
const sharpeShow = rw && rw.sharpe_ratio != null ? rw.sharpe_ratio : (isOverall ? st.sharpe_ratio : null);
const pfShow = rw && rw.profit_factor != null ? rw.profit_factor : (isOverall ? st.profit_factor : null);
// 组合级列：整体行用整体组合；温区行用温区级组合（rw.portfolio）+ 温区级 composite + 温区级 universality
// 组合级列：整体行用温区加权综合（s.regime_weighted，2026-08-15 按温区时长占比加权各温区表现）；温区行用温区级组合（rw.portfolio）+ 温区级 composite + 温区级 universality
const rwPf = rw && rw.portfolio ? rw.portfolio : null;
const rwUniv = rw && rw.universality ? rw.universality : null;
// 温区级 composite（用温区 portfolio 的 cagr/total_return + 温区胜率/夏普/盈亏比/回撤，对齐整体综合分逻辑）
// 温区加权整体综合（regime_weighted.composite）；温区级 composite（用温区 portfolio 算）
let rgComposite = null;
if (rwPf) {
const rgRet = Math.min(rwPf.total_return_pct || 0, 100) / 100 * 30;
@@ -2455,13 +2455,13 @@ function renderStrategyTable(strategies) {
const rgDd = (1 - Math.min(rwPf.portfolio_max_dd_pct || 0, 50) / 50) * 15;
rgComposite = Math.round((rgRet + rgWr + rgSh + rgPfc + rgDd) * (s._confidence || 1));
}
const compositeShow = isOverall ? s._composite : rgComposite;
// 温区级 universality（温区内信号月份分散度 + 温区总月份占比）
const compositeShow = isOverall ? (s.regime_weighted && s.regime_weighted.composite != null ? s.regime_weighted.composite : s._composite) : rgComposite;
// 温区加权普适（用温区时长占比加权各温区月份分散度）；温区级普适（rw.universality）
const universalityShow = isOverall ? (st.universality || {}).score : (rwUniv ? rwUniv.score : null);
const retShow = isOverall ? (st.portfolio_full||{}).total_return_pct : (rwPf ? rwPf.total_return_pct : null);
const retShow = isOverall ? (s.regime_weighted && s.regime_weighted.total_return_pct != null ? s.regime_weighted.total_return_pct : (st.portfolio_full||{}).total_return_pct) : (rwPf ? rwPf.total_return_pct : null);
const capShow = isOverall ? (st.portfolio_full||pf).capital_final : (rwPf ? rwPf.capital_final : null);
const cagrShow = isOverall ? (st.portfolio_full||pf).cagr_pct : (rwPf ? rwPf.cagr_pct : null);
const ddShow = isOverall ? (st.portfolio_full||pf).portfolio_max_dd_pct : (rwPf ? rwPf.portfolio_max_dd_pct : null);
const cagrShow = isOverall ? (s.regime_weighted && s.regime_weighted.cagr_pct != null ? s.regime_weighted.cagr_pct : (st.portfolio_full||pf).cagr_pct) : (rwPf ? rwPf.cagr_pct : null);
const ddShow = isOverall ? (s.regime_weighted && s.regime_weighted.portfolio_max_dd_pct != null ? s.regime_weighted.portfolio_max_dd_pct : (st.portfolio_full||pf).portfolio_max_dd_pct) : (rwPf ? rwPf.portfolio_max_dd_pct : null);
const rowCls = 'border-b border-slate-800/50 hover:bg-slate-800/30 cursor-pointer' + (rgActive ? ' bg-emerald-900/20 border-l-2 border-l-emerald-400' : '');
ghtml += '<tr class="' + rowCls + '" onclick="showStrategyDetail(\'' + s.version + '\')">' +
'<td class="px-2 py-1.5 whitespace-nowrap">' +