fix: B组trades补profit_pct+hold_days字段,兼容portfolio_sim温区预计算(否则KeyError被吞)

2026-08-16 18:40:51 +08:00
parent 5daca7fa6b
commit ad859d3297
1 changed files with 6 additions and 1 deletions
@@ -112,17 +112,22 @@ def _simulate_verify(market, regime, panel, cond, tp=20, sl=10, maxh=40):
            if ep <= 0:
                continue
            res = None
-            for _, fb in fut.iterrows():
+            hold_days = maxh
+            for j, (_, fb) in enumerate(fut.iterrows()):
                if fb["close"] <= ep * (1 - sl / 100):
                    res = -sl
+                    hold_days = j + 1
                    break
                if fb["close"] >= ep * (1 + tp / 100):
                    res = tp
+                    hold_days = j + 1
                    break
            if res is None:
                res = (fut.iloc[-1]["close"] / ep - 1) * 100
+                hold_days = len(fut)
            trades.append(res)
            trade_details.append({"entry_date": str(g.loc[i, "date"]), "pnl_pct": round(res, 2),
+                                  "profit_pct": round(res, 2), "hold_days": hold_days,
                                  "code": str(code)})
    if not trades:
        return None