feat: RR阈值2.0→1.0(保底) + 存档RR分析结论

数据支撑: 123049笔回测 Pearson r=0.05, 分策略/分年规律相反, RR是风控非质量指标

deploy/profile-scripts/promote_candidates.py

@@ -120,8 +120,8 @@ def main():
             processed += 1
             continue
         # 超跌类策略豁免 RR 门槛（超跌反弹 RR 天然 <2，用策略自带参数即可，同 p_oversold 先例）
-        if _rr < 2.0 and cand_sector not in ("p_oversold", "b_td1_v3", "b_td1"):
-            print(f"  ⏭ {code} {name} RR={_rr:.2f}<2.0，不入自选")
+        if _rr < 1.0 and cand_sector not in ("p_oversold", "b_td1_v3", "b_td1"):
+            print(f"  ⏭ {code} {name} RR={_rr:.2f}<1.0（保底门槛），不入自选")
             processed += 1
             continue
         # 用候选自带参数（不再重锚定）
@@ -164,7 +164,7 @@ def main():
                 WHERE status='active' AND decision_type='自选策略'
                 AND code != ?
                 ORDER BY COALESCE(rr_ratio,0) ASC, updated_at ASC LIMIT 1""", (code,)).fetchone()
-            if weakest and (weakest[2] or 0) < 2.0:
+            if weakest and (weakest[2] or 0) < 1.0:
                 conn.execute(
                     "INSERT INTO watchlist_log (code, name, event, reason, old_signal, new_signal, price) "
                     "VALUES (?,?,?,?,?,?,?)",

deploy/profile-scripts/watchlist_auto_exit.py

@@ -77,8 +77,8 @@ def main(dry_run=False):
             _rr = conn.execute(
                 "SELECT rr_ratio FROM holding_strategies WHERE code=? AND status='active'",
                 (code,)).fetchone()
-            if _rr and _rr[0] is not None and 0 < _rr[0] < 2.0:
-                reasons.append(f"RR={_rr[0]}<2.0")
+            if _rr and _rr[0] is not None and 0 < _rr[0] < 1.0:
+                reasons.append(f"RR={_rr[0]}<1.0（保底）")
         except Exception:
             pass