fix(portfolio): value_selection选股定序—_get_stock_list list(set交集)改sorted():set迭代序受PYTHONHASHSEED每进程随机化→跨进程回测trades/stocks_selected乱序(TET Phase2老vs老对照36a3a843/afe189ea实锤,issue#19);sorted恢复可复现性,选股集合不变;328测试绿 [vps]

2026-08-15 12:03:29 +08:00
parent 701c0d90ad
commit fa04475693
1 changed files with 4 additions and 1 deletions
@@ -280,7 +280,10 @@ class ValueSelectionStrategy:
            cfg.earnings_growth_low, cfg.earnings_growth_high,
        )

-        out = list(l1 & l2 & l3 & l4 & l5 & l6)
+        # sorted 定序:set 迭代顺序受 PYTHONHASHSEED 每进程随机化 → 跨进程
+        # 回测 trades/stocks_selected 乱序(2026-08-15 TET Phase2 老vs老对照实锤);
+        # sorted 恢复可复现性,选股集合与顺序无关的下游语义不变
+        out = sorted(l1 & l2 & l3 & l4 & l5 & l6)
        logger.info(
            "[%s] L1=%d L2=%d L3=%d L4=%d L5=%d L6=%d → final=%d",
            date_str, len(l1), len(l2), len(l3), len(l4), len(l5), len(l6),