feat: v8筹码结构出场 — 趋势持有(破MA10/出货识别)+波段先出再进，v8.1收益率+12.6%超v7.1达57%，v8.0盈亏比5.06/均亏仅-2.81%
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+104
@@ -218,6 +218,30 @@ STRATEGIES.update({
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entry_overrides={"vol_ratio_min": 0.9, "vol_ratio_max": 2.0,
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"flow_5d_min": -2.5, "sector_slope_max": 1.0},
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exit_overrides={"tp_pct": None, "staged_tp": [[0.5, 0.08], [0.5, 0.15]], "sl_atr": 1.5, "max_hold_days": 20}),
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# G组: 筹码/结构出场（趋势持有与波段）
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"v8.0": _v40_branch("v8.0", "趋势持有",
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"v7.1入场；出场改结构驱动：破MA10两日/破MA20/横盘出货识别，无固定目标，最长40天",
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"用户经验：拉伸段不必早出场，固定15%目标截断利润。让利润奔跑至结构破位或高位放量滞涨(出货)信号出现",
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entry_overrides={"vol_ratio_min": 0.9, "vol_ratio_max": 2.0, "sector_slope_max": 1.0,
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"hl_only": True, "rsi_delta_min": 6},
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exit_overrides={"tp_pct": None, "exit_mode": "structure", "sl_atr": 1.5, "max_hold_days": 40}),
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"v8.1": _v40_branch("v8.1", "波段先出再进",
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"v7.1入场；跌破MA10先出，10日内收回MA10且创新高再进，各段复合计算，最长60天",
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"用户经验：调整时先出再进可避开回撤段——破MA10锁定利润，结构恢复再进场吃下一波",
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entry_overrides={"vol_ratio_min": 0.9, "vol_ratio_max": 2.0, "sector_slope_max": 1.0,
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"hl_only": True, "rsi_delta_min": 6},
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exit_overrides={"tp_pct": None, "exit_mode": "swing", "sl_atr": 1.5, "max_hold_days": 60, "reentry_days": 10}),
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"v8.2": _v40_branch("v8.2", "趋势持有(宽入场)",
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"v6.1入场；出场同v8.0结构驱动——消融对比：结构出场本身贡献多少",
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"对照实验：v6.1固定15%目标 vs v8.2结构持有，同入场下隔离出场模式的贡献",
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entry_overrides={"vol_ratio_min": 0.9, "vol_ratio_max": 2.0, "sector_slope_max": 1.0},
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exit_overrides={"tp_pct": None, "exit_mode": "structure", "sl_atr": 1.5, "max_hold_days": 40}),
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"v8.3": _v40_branch("v8.3", "波段40天",
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"v8.1持仓期60→40天，检验长尾巴交易的必要性",
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"v8.1平均持仓58天接近上限，若40天版收益率不降说明长尾可砍、资金周转更优",
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entry_overrides={"vol_ratio_min": 0.9, "vol_ratio_max": 2.0, "sector_slope_max": 1.0,
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"hl_only": True, "rsi_delta_min": 6},
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exit_overrides={"tp_pct": None, "exit_mode": "swing", "sl_atr": 1.5, "max_hold_days": 40, "reentry_days": 10}),
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})
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@@ -589,6 +613,86 @@ def run_backtest(strategy_version, start_date, end_date, capital=1000000, save=T
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exit_reason = 'staged_end' if any(realized) else 'keep'
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pnl = realized_pnl * 100
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exit_price = close * (1 + realized_pnl)
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elif exit_cfg.get('exit_mode') == 'structure':
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# ── 趋势持有（筹码视角）：无固定目标，破位/出货才走 ──
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below_ma10 = 0
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dist_lookback = exit_cfg.get('dist_gain', 12) # 涨幅超此值才识别出货
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for k, fb in enumerate(future):
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fh, fl, fc = fb.get('high') or 0, fb.get('low') or 0, fb.get('close') or 0
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fv = fb.get('volume') or 0
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fma10, fma20 = fb.get('ma10') or 0, fb.get('ma20') or 0
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if fl <= stop:
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exit_price, exit_reason, hold_days = fc, 'stop', k+1
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break
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# 横盘出货识别：涨幅>12%后，5日振幅<4% 且 均量>前20日均量1.3倍
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if k >= 5 and (fc - close)/close*100 > dist_lookback:
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recent = future[k-4:k+1]
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lo = min(x.get('low') or 1e9 for x in recent)
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hi = max(x.get('high') or 0 for x in recent)
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amp = (hi - lo)/lo*100 if lo > 0 else 99
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avg_vol = sum(x.get('volume') or 0 for x in recent)/5
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base_win = bars[max(0, i-19):i+1]
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base_vol = sum(x.get('volume') or 0 for x in base_win)/len(base_win) if base_win else 0
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if amp < 4 and base_vol > 0 and avg_vol > 1.3*base_vol:
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exit_price, exit_reason, hold_days = fc, 'distribution', k+1
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break
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# 结构破位：连续2日收破MA10，或单日收破MA20
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if fma10 > 0 and fc < fma10:
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below_ma10 += 1
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if below_ma10 >= 2:
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exit_price, exit_reason, hold_days = fc, 'ma10_break', k+1
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break
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else:
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below_ma10 = 0
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if fma20 > 0 and fc < fma20:
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exit_price, exit_reason, hold_days = fc, 'ma20_break', k+1
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break
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if exit_price is None:
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exit_price = future[-1].get('close') if future else close
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exit_reason, hold_days = 'keep', len(future)
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pnl = (exit_price - close) / close * 100 if close > 0 else 0
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elif exit_cfg.get('exit_mode') == 'swing':
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# ── 波段操作（先出再进）：破MA10出，10日内收回MA10且创新高再进 ──
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reentry_window = exit_cfg.get('reentry_days', 10)
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legs = []
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in_pos = True
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entry_p = close
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stop_cur = stop
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wait = 0
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exit_reason = 'keep'
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for k, fb in enumerate(future):
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fh, fl, fc = fb.get('high') or 0, fb.get('low') or 0, fb.get('close') or 0
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fma10 = fb.get('ma10') or 0
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if in_pos:
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if fl <= stop_cur:
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legs.append(fc/entry_p - 1)
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exit_reason = 'stop'
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in_pos = False
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break
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if fma10 > 0 and fc < fma10:
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legs.append(fc/entry_p - 1)
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in_pos = False
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wait = reentry_window
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exit_reason = 'swing_out'
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else:
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wait -= 1
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if wait < 0:
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break
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prev_high = future[k-1].get('high') or 0 if k > 0 else 0
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# 重新站上MA10且当天创新高 → 结构恢复，再进场
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if fma10 > 0 and fc > fma10 and fh > prev_high:
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in_pos = True
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entry_p = fc
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stop_cur = fc - atr_val * exit_cfg.get('sl_atr', 1.5) if atr_val > 0 else fc * 0.93
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exit_reason = 'swing_re'
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if in_pos:
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legs.append((future[-1].get('close') if future else entry_p)/entry_p - 1)
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total_ret = 1.0
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for l in legs:
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total_ret *= (1 + l)
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pnl = (total_ret - 1) * 100
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exit_price = close * total_ret
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hold_days = len(future) if future else 0
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else:
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exit_price = exit_reason = None
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hold_days = 0
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