fix: MC年化硬编码^0.5虚高——改用实际区间年数(5年策略年化从21.8%修正到真实~8.9%)

strategy_lab.py

@@ -1123,10 +1123,18 @@ def portfolio_sim_full(trades, capital=1000000, runs=50):
     mean_ret = sum(rets) / len(rets)
     mean_dd = sum(dds) / len(dds)
     std = (sum((x - mean_ret) ** 2 for x in rets) / len(rets)) ** 0.5
+    # 年化用实际区间年数（修复硬编码^0.5=2年的虚高问题）
+    _dts = sorted({t['entry_date'] for t in trades if t.get('entry_date')})
+    if _dts:
+        from datetime import datetime as _dt2
+        _span_days = (_dt2.strptime(_dts[-1], '%Y-%m-%d') - _dt2.strptime(_dts[0], '%Y-%m-%d')).days
+        _years = max(_span_days / 365.0, 0.5)
+    else:
+        _years = 2.0
     return {
         'capital_final': round(sum(finals) / len(finals), 0),
         'total_return_pct': round(mean_ret, 1),
-        'cagr_pct': round((((1 + mean_ret / 100) ** 0.5) - 1) * 100, 1),
+        'cagr_pct': round((((1 + mean_ret / 100) ** (1 / _years)) - 1) * 100, 1),
         'portfolio_max_dd_pct': round(mean_dd, 1),
         'positions_taken': round(sum(taken) / len(taken)),
         'positions_skipped': len(trades) - round(sum(taken) / len(taken)),
@@ -1154,9 +1162,22 @@ def portfolio_sim(trades, capital=1000000, max_positions=10, cost=True, random_s
     if not trades:
         return {}
     # 交易日历（用大盘指数日期）
-    cal = sorted(_MKT_CTX.keys())
-    if not cal:
+    # 日历从 stock_daily 实际交易日生成（覆盖策略完整区间，不被全局_MKT_CTX的2年限制截断）
+    _dates = sorted({t['entry_date'] for t in trades if t.get('entry_date')})
+    if not _dates:
         return {}
+    _min_d, _max_d = _dates[0], _dates[-1]
+    # 日历缓存（避免每策略x50次MC重复扫stock_daily）
+    global _CAL_CACHE
+    if '_CAL_CACHE' not in globals() or _CAL_CACHE.get('range') != (_min_d, _max_d):
+        _c = sqlite3.connect(DB_PATH)
+        _CAL_CACHE = {'range': (_min_d, _max_d), 'cal': [r[0] for r in _c.execute(
+            "SELECT DISTINCT date FROM stock_daily WHERE date>=? AND date<=? ORDER BY date",
+            (_min_d, _max_d)).fetchall()]}
+        _c.close()
+    cal = _CAL_CACHE['cal']
+    if not cal:
+        cal = _dates
     cal_idx = {d: i for i, d in enumerate(cal)}
     def add_days(d, n):
         i = cal_idx.get(d)