fix: 温区年化改线性放大(收益×窗口天数/温区天数)——消除复利爆炸(v_lurk_bull 5笔同日→463万%年化)

server.py

@@ -130,6 +130,22 @@ def _compute_regime_winrates_cached(pt, _approx_univ):
             if not _trades:
                 continue
             _rmap = _rmap_a if _mkt != 'hk' else _rmap_hk
+            # ── 温区天数（该策略 trades 窗口内，线性年化用）──
+            _pt_days = {"total": 0, "regimes": {}}
+            try:
+                _eds = [t.get("entry_date", "") for t in _trades if t.get("entry_date")]
+                _eds = [d for d in _eds if d in _rmap]
+                if _eds:
+                    _d_min, _d_max = min(_eds), max(_eds)
+                    _cnt = {}
+                    _tot = 0
+                    for _d, _reg in _rmap.items():
+                        if _d_min <= _d <= _d_max:
+                            _tot += 1
+                            _cnt[_reg] = _cnt.get(_reg, 0) + 1
+                    _pt_days = {"total": _tot, "regimes": _cnt}
+            except Exception:
+                pass
             _by_regime = _dd(list)
             for _t in _trades:
                 _ed = _t.get("entry_date", "")
@@ -143,8 +159,14 @@ def _compute_regime_winrates_cached(pt, _approx_univ):
                 if not _sim:
                     continue
                 _wr_v = _extra.get("win_rate")
-                _cagr_v = _sim.get("cagr_pct")
+                # 2026-08-15 温区年化线性放大：收益 × (窗口总天数/该温区天数)，消除复利爆炸
                 _ret_v = _sim.get("total_return_pct")
+                _reg_days = (_pt_days.get("regimes") or {}).get(_reg, 0)
+                _pt_total = _pt_days.get("total", 0)
+                if _ret_v is not None and _reg_days > 0 and _pt_total > 0:
+                    _cagr_v = round(_ret_v * (_pt_total / _reg_days), 1)
+                else:
+                    _cagr_v = None
                 _dd_v = _sim.get("portfolio_max_dd_pct")
                 _cf_v = _sim.get("capital_final")
                 _pt_v = _sim.get("positions_taken")