From 0ef062353825445845c7194765e584fd895ecc78 Mon Sep 17 00:00:00 2001
From: aszerW <aszer27937@gmail.com>
Date: Mon, 25 May 2026 02:30:58 +0800
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- 先定义 common_dates = equity_curve.index
- 再执行 factor_df.reindex(common_dates, method='ffill')
- 修复境外市场放假时动量显示为 None 的问题
---
 framework_v2/scripts/export_backtest_detail.py | 8 +++++---
 1 file changed, 5 insertions(+), 3 deletions(-)

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