diff --git a/strategies/rotation/config.yaml b/strategies/rotation/config.yaml index b742542..c434aae 100644 --- a/strategies/rotation/config.yaml +++ b/strategies/rotation/config.yaml @@ -38,13 +38,14 @@ code_list: market: "HK" # 商品 & 固收 - "AU.SHF": + # 使用 COMEX/WTI 期货替代上期所主力合约(数据更长) + "GC=F": # COMEX黄金期货(2000年至今) name: "黄金" - etf: "518880.SH" + etf: "518880.SH" # 国内黄金ETF market: "COMMODITY" - "CL.NYM": + "CL=F": # WTI原油期货(2000年至今) name: "原油" - etf: "160723.SZ" + etf: "160723.SZ" # 国内原油ETF market: "COMMODITY" "CU.SHF": name: "有色金属"