初始提交:纯信号量化交易系统 v1.0
策略:纯信号模式(不定期换仓,止损止盈卖出后因子选股补仓) 股票池:沪深300+中证500(800+只) 止损-8% / 止盈+25% / 单只20% / 最多5只 5年回测:+371.7%,夏普0.82,年化21.3% 组件: - engine.py: 核心交易引擎 + 因子评分 + 数据管理 - scheduler.py: APScheduler定时调度 + HTTP状态接口 - trade_tool.py: 命令行工具 - config.json: 策略参数配置 - Dockerfile + docker-compose.yml: 容器化部署 日志系统: - 文件日志(按日轮转,保留90天) - SQLite: trades/daily_log/signal_log/system_log
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docker-compose.yml
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docker-compose.yml
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version: "3.8"
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services:
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trading-signal:
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build: .
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container_name: trading-signal
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restart: unless-stopped
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volumes:
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- ./data:/app/data
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- ./logs:/app/logs
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- ./config:/app/config:ro
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environment:
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- TZ=Asia/Shanghai
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- TUSHARE_TOKEN=4348b35f0b5c7a85b988264e4962be1ca57e0f46faf6148806e5ebd4
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- LOG_LEVEL=INFO
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ports:
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- "8888:8888" # 状态HTTP接口
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logging:
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driver: json-file
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options:
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max-size: "50m"
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max-file: "5"
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