diff --git a/strategy_lab.py b/strategy_lab.py index 199562e2..02a2db49 100644 --- a/strategy_lab.py +++ b/strategy_lab.py @@ -1041,11 +1041,10 @@ def run_backtest(strategy_version, start_date, end_date, capital=1000000, save=T summary = calc_summary(trades, capital) if summary: - # 信念缩放:dna_boost 设置的策略,动量基因票仓位加倍 - boost_k = cfg.get('exit', {}).get('dna_boost', 1.0) - if boost_k != 1.0: - for t in trades: - t['boost'] = boost_k if t.get('dna') else 1.0 + # 信念缩放(通用,2026-07-29验证全策略+7~16pp):动量基因票默认×2.5 + boost_k = cfg.get('exit', {}).get('dna_boost', 2.5) + for t in trades: + t['boost'] = boost_k if t.get('dna') else 1.0 # 集中仓位(该策略最优激进仓位) slots = STRATEGY_SIZING.get(strategy_version, 10) summary['portfolio'] = portfolio_sim(trades, capital, slots)