From c1b3830063780d8f5a02728c734c9013912654b9 Mon Sep 17 00:00:00 2001
From: xxm <xxm@mofin.local>
Date: Sun, 16 Aug 2026 17:57:41 +0800
Subject: [PATCH] =?UTF-8?q?fix:=20=E9=80=89=E5=8F=82=E9=80=BB=E8=BE=91?=
 =?UTF-8?q?=E2=80=94=E2=80=94=E5=85=88=E8=83=9C=E7=8E=87=E2=89=A550%?=
 =?UTF-8?q?=E5=86=8D=E5=8F=96=E6=94=B6=E7=9B=8A=E6=9C=80=E9=AB=98(?=
 =?UTF-8?q?=E5=8E=9F=E5=8F=96=E6=94=B6=E7=9B=8A=E6=9C=80=E9=AB=98=E5=8F=AF?=
 =?UTF-8?q?=E8=83=BD=E9=80=89=E4=B8=AD=E4=BD=8E=E8=83=9C=E7=8E=87=E5=8F=82?=
 =?UTF-8?q?=E6=95=B0)?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

---
 evolution/b_group_miner.py | 10 ++++++----
 1 file changed, 6 insertions(+), 4 deletions(-)

diff --git a/evolution/b_group_miner.py b/evolution/b_group_miner.py
index e2c8d174..12527caa 100644
--- a/evolution/b_group_miner.py
+++ b/evolution/b_group_miner.py
@@ -151,12 +151,14 @@ def mine(market="a", regimes=None):
             verified = None
             if c is not None:
                 # 多参数模拟验证，取最优
-                best = None
+                # 先筛胜率≥50%的参数，再取其中收益最高（2026-08-16 修正：原取收益最高可能选中胜率<50%参数）
+                passed_params = []
                 for tp, sl, mh in [(20, 10, 40), (25, 10, 45), (30, 12, 50), (15, 8, 35)]:
                     r = _simulate_verify(market, rg, panel, c, tp, sl, mh)
-                    if r and (best is None or r[2] > best[2]):
-                        best = (tp, sl, mh, *r)
-                if best:
+                    if r and r[1] >= 50 and r[2] > 0:
+                        passed_params.append((tp, sl, mh, *r))
+                if passed_params:
+                    best = max(passed_params, key=lambda x: x[5])  # (tp,sl,mh,tn,twr,tavg) -> tavg=index5
                     tp, sl, mh, tn, twr, tavg = best
                     if twr >= 50 and tavg > 0:
                         cand = {