feat: v7家族 — 分批止盈引擎+亏损尸检因子(hl结构/RSI增量)，v7.1双赢73%/+8.01%，v7.2达79.7%胜率，v7.3达85.7%/回撤9.68%

static/index.html

@@ -2059,7 +2059,7 @@ function showStrategyResult(data) {
       '<th class="text-left px-2 py-1">代码</th><th class="text-left px-2 py-1">名称</th><th class="text-left px-2 py-1">入场</th>' +
       '<th class="text-right px-2 py-1">买入</th><th class="text-right px-2 py-1">卖出</th><th class="text-right px-2 py-1">收益</th>' +
       '<th class="text-center px-2 py-1">结果</th><th class="text-right px-2 py-1">持仓</th><th class="text-right px-2 py-1">评分</th></tr></thead><tbody>';
-    const reasonMap = { target: '🎯止盈', stop: '🛑止损', keep: '⏳到期' };
+    const reasonMap = { target: '🎯止盈', stop: '🛑止损', keep: '⏳到期', staged_end: '🪜分批', trail: '📈跟踪' };
     for (const t of trades) {
       const pc = (t.profit_pct || 0) >= 0 ? 'text-green-400' : 'text-red-400';
       html += '<tr class="border-b border-slate-800/40">' +

strategy_lab.py

@@ -195,6 +195,29 @@ STRATEGIES.update({
         "资金流(37.5%→55-78%)与板块(27.3%→80%)两个独立维度的负向排除叠加，期望在v4.0f基础上再提升胜率且不显著减样本",
         entry_overrides={"vol_ratio_min": 0.9, "vol_ratio_max": 2.0,
                          "flow_5d_min": -2.5, "sector_slope_max": 1.0}),
+    # F组: 出场优化 + 尸检因子（基于 v6.1）
+    "v7.0": _v40_branch("v7.0", "分批止盈",
+        "v6.1入场不变；出场改50%@+8%落袋+50%@+15%，止损不变",
+        "亏损尸检：12笔亏损9笔为止损出局——先到+8%落袋一半可将部分止损单转为盈利单；牺牲部分大赢换取胜率",
+        entry_overrides={"vol_ratio_min": 0.9, "vol_ratio_max": 2.0, "sector_slope_max": 1.0},
+        exit_overrides={"tp_pct": None, "staged_tp": [[0.5, 0.08], [0.5, 0.15]], "sl_atr": 1.5, "max_hold_days": 20}),
+    "v7.1": _v40_branch("v7.1", "尸检因子过滤",
+        "v6.1 + 必须hl结构(更高低点) + RSI增量≥6(动量加速)",
+        "亏损尸检：盈利组100%具备hl结构而亏损组仅75%；盈利组RSI增量11.3 vs 亏损组6.1——动量加速度区分输赢",
+        entry_overrides={"vol_ratio_min": 0.9, "vol_ratio_max": 2.0, "sector_slope_max": 1.0,
+                         "hl_only": True, "rsi_delta_min": 6}),
+    "v7.2": _v40_branch("v7.2", "尸检+分批",
+        "v7.1入场 + 分批止盈出场（双管齐下）",
+        "入场端尸检因子过滤+出场端分批止盈，两个独立改进点叠加",
+        entry_overrides={"vol_ratio_min": 0.9, "vol_ratio_max": 2.0, "sector_slope_max": 1.0,
+                         "hl_only": True, "rsi_delta_min": 6},
+        exit_overrides={"tp_pct": None, "staged_tp": [[0.5, 0.08], [0.5, 0.15]], "sl_atr": 1.5, "max_hold_days": 20}),
+    "v7.3": _v40_branch("v7.3", "资金+板块+分批",
+        "v6.2入场(资金+板块双滤) + 分批止盈出场",
+        "v6.2的82.1%胜率入场叠加分批止盈，目标在不损胜率前提下改善盈亏结构",
+        entry_overrides={"vol_ratio_min": 0.9, "vol_ratio_max": 2.0,
+                         "flow_5d_min": -2.5, "sector_slope_max": 1.0},
+        exit_overrides={"tp_pct": None, "staged_tp": [[0.5, 0.08], [0.5, 0.15]], "sl_atr": 1.5, "max_hold_days": 20}),
 })
 
 
@@ -372,9 +395,11 @@ def pass_filters(factors, filters):
     # 趋势变化
     if not chk('ma20_slope', filters.get('ma20_slope_min'), filters.get('ma20_slope_max')): return False
     if not chk('macd_hist_delta', filters.get('macd_hist_delta_min'), filters.get('macd_hist_delta_max')): return False
+    if not chk('rsi_delta', filters.get('rsi_delta_min'), filters.get('rsi_delta_max')): return False
     if filters.get('adx_rising') and not factors.get('adx_rising'): return False
     if filters.get('trend_only') and not factors.get('trend_aligned'): return False
     if filters.get('hh_only') and not factors.get('hh_structure'): return False
+    if filters.get('hl_only') and not factors.get('hl_structure'): return False
     if filters.get('no_new_high') and factors.get('near_high_20d'): return False
     # 大盘
     if filters.get('mkt_above_ma20') and factors.get('mkt_above_ma20') is not True: return False
@@ -529,32 +554,65 @@ def run_backtest(strategy_version, start_date, end_date, capital=1000000, save=T
 
                     max_hold = exit_cfg.get('max_hold_days', 20)
                     trail_atr = exit_cfg.get('trail_atr')
+                    staged_tp = exit_cfg.get('staged_tp')  # [[frac, pct], ...] 分批止盈
                     future = bars[i+1:i+1+max_hold]
                     exit_price = exit_reason = None
                     hold_days = 0
                     highest_close = close
-                    for k, fb in enumerate(future):
-                        fh, fl, fc = fb.get('high') or 0, fb.get('low') or 0, fb.get('close') or 0
-                        if target and fh >= target:
-                            exit_price, exit_reason, hold_days = target, 'target', k+1
-                            break
-                        # 移动止损线：随最高收盘价上移，从不下移
-                        eff_stop = stop
-                        if trail_atr and atr_val > 0:
-                            highest_close = max(highest_close, fc)
-                            eff_stop = max(stop, highest_close - atr_val * trail_atr)
-                        if fl <= eff_stop:
-                            if trail_atr and eff_stop > stop:
-                                exit_price, exit_reason = eff_stop, 'trail'
-                            else:
-                                exit_price, exit_reason = (eff_stop if trail_atr else fc), 'stop'
-                            hold_days = k + 1
-                            break
-                    if exit_price is None:
-                        exit_price = future[-1].get('close') if future else close
-                        exit_reason, hold_days = 'keep', len(future)
 
-                    pnl = (exit_price - close) / close * 100 if close > 0 else 0
+                    if staged_tp:
+                        # ── 分批止盈模拟：按目标分批落袋，止损约束剩余仓位 ──
+                        remaining = 1.0
+                        realized_pnl = 0.0
+                        realized = [False] * len(staged_tp)
+                        for k, fb in enumerate(future):
+                            fh, fl, fc = fb.get('high') or 0, fb.get('low') or 0, fb.get('close') or 0
+                            # 保守假设：同日先触止损
+                            if fl <= stop:
+                                realized_pnl += remaining * ((fc - close) / close)
+                                remaining = 0
+                                exit_reason, hold_days = 'stop', k + 1
+                                break
+                            for si, (frac, tp) in enumerate(staged_tp):
+                                if not realized[si] and fh >= close * (1 + tp):
+                                    realized_pnl += frac * tp
+                                    remaining -= frac
+                                    realized[si] = True
+                            if remaining <= 1e-9:
+                                exit_reason, hold_days = 'target', k + 1
+                                break
+                        if remaining > 1e-9:
+                            last_c = future[-1].get('close') if future else close
+                            realized_pnl += remaining * ((last_c - close) / close)
+                            hold_days = len(future)
+                            if exit_reason is None:
+                                exit_reason = 'staged_end' if any(realized) else 'keep'
+                        pnl = realized_pnl * 100
+                        exit_price = close * (1 + realized_pnl)
+                    else:
+                        exit_price = exit_reason = None
+                        hold_days = 0
+                        for k, fb in enumerate(future):
+                            fh, fl, fc = fb.get('high') or 0, fb.get('low') or 0, fb.get('close') or 0
+                            if target and fh >= target:
+                                exit_price, exit_reason, hold_days = target, 'target', k+1
+                                break
+                            # 移动止损线：随最高收盘价上移，从不下移
+                            eff_stop = stop
+                            if trail_atr and atr_val > 0:
+                                highest_close = max(highest_close, fc)
+                                eff_stop = max(stop, highest_close - atr_val * trail_atr)
+                            if fl <= eff_stop:
+                                if trail_atr and eff_stop > stop:
+                                    exit_price, exit_reason = eff_stop, 'trail'
+                                else:
+                                    exit_price, exit_reason = (eff_stop if trail_atr else fc), 'stop'
+                                hold_days = k + 1
+                                break
+                        if exit_price is None:
+                            exit_price = future[-1].get('close') if future else close
+                            exit_reason, hold_days = 'keep', len(future)
+                        pnl = (exit_price - close) / close * 100 if close > 0 else 0
                     trades.append({
                         'code': code, 'name': name,
                         'entry_date': date,