From ecdbd81eae7384c908ba41bd82a2c120c30bd5fa Mon Sep 17 00:00:00 2001 From: hmo Date: Thu, 30 Jul 2026 03:11:50 +0800 Subject: [PATCH] =?UTF-8?q?feat:=20=E9=80=9A=E7=94=A8DNA=E4=BF=A1=E5=BF=B5?= =?UTF-8?q?=E4=BB=93=E4=BD=8D=E2=80=94=E2=80=94=E5=85=A8=E7=AD=96=E7=95=A5?= =?UTF-8?q?=E5=8A=A8=E9=87=8F=E5=9F=BA=E5=9B=A0=E7=A5=A8=E9=BB=98=E8=AE=A4?= =?UTF-8?q?x2.5(=E5=AE=9E=E8=AF=81=E5=85=A8=E7=AD=96=E7=95=A5+7~16pp)?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- strategy_lab.py | 9 ++++----- 1 file changed, 4 insertions(+), 5 deletions(-) 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)