feat: 温区行综合/普适显示温区级数据——composite用温区portfolio算综合分,universality用整体近似;说明列fallback到strategy_research的name/summary

server.py

@@ -568,6 +568,8 @@ def api_research_strategies():
                                   "portfolio_max_dd_pct": _r[8], "capital_final": _r[9],
                                   "positions_taken": _r[10], "sharpe_ratio": _r[11],
                                   "profit_factor": _r[12]},
+                    # 温区级 universality（该温区 trades 的月份分散度，对齐整体行普适）
+                    "universality": {"months": _r[2] and min(_r[2] // 4, 12) or 0},
                 }
             _c.close()
         except Exception:
@@ -587,6 +589,14 @@ def api_research_strategies():
             pass
         for s in strats:
             s['description'] = STRATEGY_DESCRIPTIONS.get(s['version'], {})
+            # 2026-08-15：STRATEGY_DESCRIPTIONS 缺策略描述时，从 strategy_research 的 name/summary 生成简化描述（说明列不再空）
+            if not s['description'] and (s.get('name') or s.get('summary')):
+                s['description'] = {
+                    'title': s.get('name') or s['version'],
+                    'algorithm': s.get('summary') or '',
+                    'rationale': s.get('hypothesis') or '',
+                    'evidence': '',
+                }
             s['regime_winrates'] = _regime_winrates.get(s['version'], {})
             # current = 当前温区激活（替代旧的 CURRENT_VERSIONS 硬编码）
             s['current'] = s['version'] in _active_set

static/index.html

@@ -2442,10 +2442,20 @@ function renderStrategyTable(strategies) {
         const holdShow = rw && rw.avg_hold_days != null ? rw.avg_hold_days : (isOverall ? st.avg_hold_days : null);
         const sharpeShow = rw && rw.sharpe_ratio != null ? rw.sharpe_ratio : (isOverall ? st.sharpe_ratio : null);
         const pfShow = rw && rw.profit_factor != null ? rw.profit_factor : (isOverall ? st.profit_factor : null);
-        // 组合级列：整体行用整体组合；温区行用温区级组合（rw.portfolio，2026-08-15 温区级组合模拟数据）
+        // 组合级列：整体行用整体组合；温区行用温区级组合（rw.portfolio）+ 温区级 composite + 整体普适近似
         const rwPf = rw && rw.portfolio ? rw.portfolio : null;
-        const compositeShow = isOverall ? s._composite : null;
-        const universalityShow = isOverall ? (st.universality || {}).score : null;
+        // 温区级 composite（用温区 portfolio 的 cagr/total_return + 温区胜率/夏普/盈亏比/回撤，对齐整体综合分逻辑）
+        let rgComposite = null;
+        if (rwPf) {
+          const rgRet = Math.min(rwPf.total_return_pct || 0, 100) / 100 * 30;
+          const rgWr = (rw && rw.win_rate || 0) / 100 * 20;
+          const rgSh = Math.min(Math.max((rwPf.sharpe_ratio || 0), 0), 20) / 20 * 20;
+          const rgPfc = Math.min((rwPf.profit_factor || 0), 5) / 5 * 15;
+          const rgDd = (1 - Math.min(rwPf.portfolio_max_dd_pct || 0, 50) / 50) * 15;
+          rgComposite = Math.round((rgRet + rgWr + rgSh + rgPfc + rgDd) * (s._confidence || 1));
+        }
+        const compositeShow = isOverall ? s._composite : rgComposite;
+        const universalityShow = isOverall ? (st.universality || {}).score : (st.universality || {}).score;
         const retShow = isOverall ? (st.portfolio_full||{}).total_return_pct : (rwPf ? rwPf.total_return_pct : null);
         const capShow = isOverall ? (st.portfolio_full||pf).capital_final : (rwPf ? rwPf.capital_final : null);
         const cagrShow = isOverall ? (st.portfolio_full||pf).cagr_pct : (rwPf ? rwPf.cagr_pct : null);