From e866e822995a9bf187a09d47539a2fef75075e9d Mon Sep 17 00:00:00 2001
From: Justin Gu <97915@qq.com>
Date: Thu, 3 Sep 2026 03:27:04 +0800
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---
 src/easy_tdx/backtest/strategies/presets.py | 123 ++++++++++++++++++++
 tests/unit/test_optimizer.py                |  49 ++++++++
 2 files changed, 172 insertions(+)

diff --git a/src/easy_tdx/backtest/strategies/presets.py b/src/easy_tdx/backtest/strategies/presets.py
index 2f360f5..655cb2f 100644
--- a/src/easy_tdx/backtest/strategies/presets.py
+++ b/src/easy_tdx/backtest/strategies/presets.py
@@ -98,6 +98,129 @@ STRATEGY_PRESETS: dict[str, dict[str, list[Any]]] = {
         # capital 仅作粗档扫描（1千万/1亿/10亿股），覆盖小盘→大盘
         "capital": [1e7, 1e8, 1e9, 1e10],
     },  # 4
+    # ── V1.30.2 存量指标补齐 ────────────────────────────────────────────────
+    "psy_reversal": {
+        "n": [12, 20],
+        "oversold": [20, 25, 30],
+    },  # 6
+    "mtm_cross": {
+        "n": [6, 12, 24],
+    },  # 3
+    "roc_zero": {
+        "n": [6, 12, 24],
+    },  # 3
+    "expma_cross": {
+        "n1": [5, 10, 12],
+        "n2": [26, 50, 60],
+    },  # 9（n1<n2 全部有效）
+    "dfma_cross": {
+        "n1": [5, 10],
+        "n2": [30, 50],
+    },  # 4
+    "cr_reversal": {
+        "n": [20, 26],
+        "oversold": [30, 40],
+    },  # 4
+    "xsii_breakout": {
+        "n": [80, 102, 120],
+    },  # 3
+    "obv_cross": {
+        "m": [10, 20, 30, 60],
+    },  # 4
+    "vr_reversal": {
+        "m1": [20, 26],
+        "oversold": [40, 50],
+    },  # 4
+    "mass_cross": {
+        "n2": [20, 25, 30],
+    },  # 3（n1 用默认 9）
+    "mfi_reversal": {
+        "n": [14, 20],
+        "oversold": [15, 20],
+    },  # 4
+    "brar_reversal": {
+        "m1": [26],
+        "oversold": [30, 40, 50],
+    },  # 3
+    "asi_cross": {
+        "m2": [7, 10, 14],
+    },  # 3（m1 用默认 26）
+    "zhuoyao_trend": {
+        "n2": [40, 60, 90],
+        "n3": [10, 20],
+    },  # 6（n3<n2 全部有效）
+    "bias_signal_cross": {
+        "p": [5, 10],
+        "m": [20, 30, 60],
+    },  # 6
+    "sar_follow": {
+        "af_step": [0.01, 0.02, 0.03],
+    },  # 3
+    "vwap_cross": {
+        "n": [10, 20, 30],
+    },  # 3
+    "aroon_cross": {
+        "n": [14, 21, 25],
+    },  # 3
+    "fk_reversal": {},  # 无参数策略：单点（默认参数）
+    # ── V1.30.2 新指标首发 ──────────────────────────────────────────────────
+    "supertrend": {
+        "n": [7, 10, 14],
+        "m": [2.0, 3.0, 4.0],
+    },  # 9
+    "kama_cross": {
+        "n": [10, 20, 30],
+    },  # 3（fast/slow 用默认 2/30）
+    "hma_cross": {
+        "fast": [10, 16],
+        "slow": [30, 50],
+    },  # 4
+    "chandelier": {
+        "n": [15, 22, 30],
+        "k": [2.5, 3.0],
+    },  # 6（m 用默认 22）
+    "ichimoku_cross": {
+        "p1": [9, 20],
+        "p2": [26, 40],
+    },  # 4（p1<p2<p3=52 全部有效）
+    "uos_reversal": {
+        "oversold": [25, 30, 35],
+    },  # 3（周期用默认 7/14/28）
+    "cmo_reversal": {
+        "n": [14, 20],
+        "threshold": [40.0, 50.0, 60.0],
+    },  # 6
+    "tsi_cross": {
+        "r": [13, 25],
+        "m": [7, 13],
+    },  # 4（s 用默认 13）
+    "fisher_cross": {
+        "n": [5, 9, 13],
+    },  # 3
+    "squeeze_breakout": {
+        "kc": [1.2, 1.5, 2.0],
+    },  # 3（n=20/bb=2.0 用默认）
+    "chop_trend": {
+        "n_ma": [20, 30],
+        "trend_th": [35.0, 38.2],
+    },  # 4
+    "ad_cross": {
+        "m": [10, 20, 30, 60],
+    },  # 4
+    "cmf_zero": {
+        "n": [14, 20, 30],
+    },  # 3
+    "efi_zero": {
+        "n": [10, 13, 20],
+    },  # 3
+    "bbp_reversal": {
+        "n": [10, 20],
+        "p": [1.5, 2.0],
+    },  # 4
+    "bbw_squeeze": {
+        "n": [20, 30],
+        "n_ma": [20, 30],
+    },  # 4
 }
 
 
diff --git a/tests/unit/test_optimizer.py b/tests/unit/test_optimizer.py
index f008fa3..c1a4d0f 100644
--- a/tests/unit/test_optimizer.py
+++ b/tests/unit/test_optimizer.py
@@ -166,3 +166,52 @@ class TestParamGridOptimizer:
         )
         with pytest.raises(KeyError):
             opt.run()
+
+
+class TestStrategyPresets:
+    """预设网格与策略注册表的一致性。
+
+    「一键寻优所有策略」只遍历 STRATEGY_PRESETS（backtest.py optimize-all），
+    未登记的策略会被静默跳过——v1.30.2 曾因此只寻优 19/54 个策略。
+    这里双向锁定：每个已注册策略必须有预设，且网格合法。
+    """
+
+    def test_every_registered_strategy_has_preset(self) -> None:
+        """注册表与 STRATEGY_PRESETS 键集一一对应（双向：不多不少）。"""
+        from easy_tdx.backtest.strategies import (
+            builtin,  # noqa: F401  # 触发注册
+            get_registry,
+        )
+        from easy_tdx.backtest.strategies.presets import STRATEGY_PRESETS
+
+        names = set(get_registry().names())
+        missing = names - set(STRATEGY_PRESETS)
+        extra = set(STRATEGY_PRESETS) - names
+        assert not missing, f"这些策略无预设网格，会被一键寻优静默跳过: {sorted(missing)}"
+        assert not extra, f"这些预设指向未注册的策略: {sorted(extra)}"
+
+    def test_preset_values_within_param_bounds(self) -> None:
+        """预设取值必须在参数 schema 边界内（否则寻优端点 422）。"""
+        from easy_tdx.backtest.strategies import (
+            builtin,  # noqa: F401  # 触发注册
+            get_registry,
+        )
+        from easy_tdx.backtest.strategies.presets import STRATEGY_PRESETS
+
+        registry = get_registry()
+        for name, grid in STRATEGY_PRESETS.items():
+            params = {p.name: p for p in registry.get(name).params}
+            for pname, values in grid.items():
+                assert pname in params, f"{name}: 预设参数 {pname} 不在 schema 中"
+                for v in values:
+                    params[pname].validate(v)  # 越界抛 ValueError
+
+    def test_preset_grid_size_within_limit(self) -> None:
+        """单策略笛卡尔积 ≤ 200（ParamGridOptimizer.MAX_GRID_POINTS）。"""
+        import math
+
+        from easy_tdx.backtest.strategies.presets import STRATEGY_PRESETS
+
+        for name, grid in STRATEGY_PRESETS.items():
+            size = math.prod(len(v) for v in grid.values()) if grid else 1
+            assert size <= 200, f"{name}: 预设网格 {size} 点超上限"