From 3d9929904ba3f238c3fd389ec06c0b4840e933b9 Mon Sep 17 00:00:00 2001 From: aszerW Date: Mon, 25 May 2026 23:22:40 +0800 Subject: [PATCH] =?UTF-8?q?config(rotation):=20=E6=9B=B4=E6=96=B0=E5=9B=9E?= =?UTF-8?q?=E6=B5=8B=E9=85=8D=E7=BD=AE=20-=20=E5=85=B3=E9=97=AD=E6=BA=A2?= =?UTF-8?q?=E4=BB=B7=E8=BF=87=E6=BB=A4=E5=B9=B6=E4=BD=BF=E7=94=A8=E6=9C=80?= =?UTF-8?q?=E6=96=B0=E6=95=B0=E6=8D=AE?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit - 注释掉 end_date，使用最新数据进行回测 - 关闭溢价率过滤 (premium_control.enabled: false) - 溢价过滤逻辑未实现 (TODO)，配置无效 - 避免误导，显式关闭该功能 --- framework_v2/strategies/rotation/config_simple.yaml | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/framework_v2/strategies/rotation/config_simple.yaml b/framework_v2/strategies/rotation/config_simple.yaml index 854da22..996cc95 100644 --- a/framework_v2/strategies/rotation/config_simple.yaml +++ b/framework_v2/strategies/rotation/config_simple.yaml @@ -117,7 +117,7 @@ benchmark: # ============================================================ backtest: start_date: "2020-01-10" # 与 V1 保持一致（第一个完整交易日） - end_date: "2026-05-22" # 与 V1 保持一致 + # end_date: "2026-05-22" # 与 V1 保持一致 # ============================================================ # 因子配置 @@ -157,7 +157,7 @@ rebalance: # 溢价控制配置 # ============================================================ premium_control: - enabled: true # 启用溢价控制 + enabled: false # 启用溢价控制 default_threshold: 0.10 # 默认溢价阈值 10% mode: "filter" # filter(完全排除) 或 penalize(降权) penalty_factor: 0.5 # 降权模式下的惩罚系数