fix: hk_pe_oversold_v2_gen max_hold回退40d(与DB一致,真实年化40d最优23.2%)

2026-08-17 23:13:18 +08:00
parent 2394c2c0f8
commit 9f4f8d625a
1 changed files with 1 additions and 1 deletions
@@ -104,7 +104,7 @@ if __name__ == "__main__":
                VALUES (?,?,?,?,?,?,?,?,?,?,?,?)""",
                (VERSION, "港股深跌破净升级", "低PE超卖池+深跌强化(mkt<-10),每日top8",
                 "由果及因: 港股池基线-0.30%不赚钱,alpha=深跌破净(sec+mkt<-10+pb<0.4: +19.5pp/77%); 每日top-N填洞",
-                 "港股超卖", json.dumps({"top_n": TOP_N, "entry": {"pe_q_max": 0.2, "rsi_max": 45, "bias60_max": 0, "mkt_ret20_max": -10}, "exit": {"tp": 25, "sl": 12, "max_hold": 20}}, ensure_ascii=False),
+                 "港股超卖", json.dumps({"top_n": TOP_N, "entry": {"pe_q_max": 0.2, "rsi_max": 45, "bias60_max": 0, "mkt_ret20_max": -10}, "exit": {"tp": 25, "sl": 12, "max_hold": 40}  # 真实年化40d最优(23.2%)}, ensure_ascii=False),
                 json.dumps(results, ensure_ascii=False), None, now, "hk", pt, None))
        s2 = results["summary"]; p = results["portfolio"] or {}
        _pt = p.get("positions_taken") or 0