From ce4b70c32b871ebf1f849b31a2862c339add063f Mon Sep 17 00:00:00 2001 From: hmo Date: Thu, 30 Jul 2026 01:26:23 +0800 Subject: [PATCH] =?UTF-8?q?feat:=20=E5=8D=95=E4=BB=93=E4=B8=8B=E9=99=905?= =?UTF-8?q?=E4=B8=87=E2=86=922.5=E4=B8=87=E2=80=94=E2=80=94=E4=BD=8E?= =?UTF-8?q?=E4=BF=A1=E5=8F=B7=E7=AD=96=E7=95=A5=E6=89=A7=E8=A1=8C=E7=8E=87?= =?UTF-8?q?=E8=BE=BE96-100%,=E5=85=A8=E5=8F=82=E4=B8=8E=E6=94=B6=E7=9B=8A?= =?UTF-8?q?=E5=9B=9E=E5=BD=92=E7=9C=9F=E5=AE=9E=E6=9C=9F=E6=9C=9B=E5=80=BC?= =?UTF-8?q?(v6.1=E4=BB=8E+39.5%=E7=A8=80=E9=87=8A=E5=88=B0+18.5%=E8=AF=81?= =?UTF-8?q?=E6=98=8E=E4=B9=8B=E5=89=8D=E6=98=AF=E6=8C=91=E8=A3=85=E7=94=9C?= =?UTF-8?q?=E5=8D=95)?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- strategy_lab.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/strategy_lab.py b/strategy_lab.py index 8bb6e1e9..b8772d9f 100644 --- a/strategy_lab.py +++ b/strategy_lab.py @@ -1055,7 +1055,7 @@ def max_concurrency(trades): return max(peak, 1) -MIN_POSITION = 50000 # 单仓可行性下限（A股一手+手续费，约5万） +MIN_POSITION = 25000 # 单仓可行性下限（A股中低价票2.5万可覆盖；高价票除外，2026-07-29老爸：让v8.1类低信号策略尽量全执行） def portfolio_sim_full(trades, capital=1000000, runs=50): """全参与组合模拟（Monte Carlo 随机选装版）：