4ae8061172
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
52 lines
1.0 KiB
JSON
52 lines
1.0 KiB
JSON
{
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"tushare_token": "${TUSHARE_TOKEN}",
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"initial_cash": 100000,
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"strategy": "pure_signal",
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"pool": {
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"source": "hs300_zz500",
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"min_price": 3.0,
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"min_history_days": 60
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},
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"position": {
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"max_position_pct": 0.20,
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"max_holdings": 5,
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"top_n_buy": 3,
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"min_buy_amount": 5000
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},
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"exit": {
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"stop_loss_pct": -0.08,
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"take_profit_pct": 0.25,
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"trailing_stop_pct": 0.05
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},
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"fee": {
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"commission_rate": 0.0003,
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"min_commission": 5,
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"stamp_tax_rate": 0.001
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},
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"scan": {
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"interval_days": 10,
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"factor_pool_size": 50
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},
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"schedule": {
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"pre_market": "09:00",
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"market_open": "09:30",
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"check_interval_min": 30,
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"market_close": "15:00",
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"daily_report": "15:10",
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"weekly_review": "18:00",
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"weekly_day": "fri"
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},
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"notify": {
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"enabled": false,
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"webhook_url": "",
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"feishu_token": ""
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}
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}
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