fix: 选参逻辑——先胜率≥50%再取收益最高(原取收益最高可能选中低胜率参数)

2026-08-16 17:57:41 +08:00
parent 64db8a1ca5
commit c1b3830063
1 changed files with 6 additions and 4 deletions
@@ -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 = {