fix: 温区年化口径——线性放大改为按温区trades实际跨度复利年化(b_td1 1547%失真根因)

deploy/profile-scripts/regime_perf_by_period.py

@@ -147,9 +147,17 @@ def process_period(conn, market, period_tag):
             if not sim:
                 continue
             ret = sim.get("total_return_pct")
-            # 线性年化：收益 × (窗口总天数 / 该温区窗口内天数)
+            # 复利年化（2026-08-16 修正）：按该温区 trades 实际时间跨度
-            rd = reg_days.get(reg, 0)
+            # 原线性放大 ret×(total_days/rd) 对高频复利策略失真（b_td1 388%×4=1547%）
-            cagr = round(ret * (total_days / rd), 1) if ret is not None and rd > 0 and total_days > 0 else None
+            _eds = [t.get("entry_date") for t in reg_trades if t.get("entry_date")]
+            if ret is not None and _eds:
+                from datetime import datetime as _dt
+                _d0 = _dt.strptime(min(_eds), "%Y-%m-%d")
+                _d1 = _dt.strptime(max(_eds), "%Y-%m-%d")
+                span_days = max((_d1 - _d0).days, 30)
+                cagr = round(((1 + ret / 100) ** (365 / span_days) - 1) * 100, 1)
+            else:
+                cagr = None
             conn.execute(
                 """INSERT OR REPLACE INTO strategy_regime_perf_by_period
                    (strategy, market, regime, period_tag, trades, win_rate, avg_pnl, avg_hold_days,