diff --git a/framework_v2/scripts/export_backtest_detail.py b/framework_v2/scripts/export_backtest_detail.py index 75ef2e0..f1e2102 100644 --- a/framework_v2/scripts/export_backtest_detail.py +++ b/framework_v2/scripts/export_backtest_detail.py @@ -137,19 +137,21 @@ def main(): # 9. 构建逐日明细 print("[9] 构建逐日明细...") + # 获取展示日历 + common_dates = equity_curve.index + # 因子数据(DataFrame 格式) factor_df = pd.DataFrame(factors) - # 将因子对齐到 A 股交易日历(前向填充) + # 将因子对齐到实际展示日历(前向填充) # 因子已经在原始数据上计算完成,这里只是将结果对齐到展示日历 - factor_df_aligned = factor_df.reindex(trading_calendar, method='ffill') + factor_df_aligned = factor_df.reindex(common_dates, method='ffill') # 持仓状态跟踪 holdings_state = {} # {code: {'entry_date': str, 'entry_price': float}} prev_holdings = set() days_list = [] - common_dates = equity_curve.index # 获取配置信息 bond_code = strategy.bond_code if strategy.use_dynamic_threshold else None