feat: 通用DNA信念仓位——全策略动量基因票默认x2.5(实证全策略+7~16pp)

2026-07-30 03:11:50 +08:00
parent 4ac9aa9a44
commit ecdbd81eae
1 changed files with 4 additions and 5 deletions
@@ -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)