experiment(rotation): 同大类扩充与纳指vs标普替换对比实验
技术修复: - SOCKS5代理IPv6问题:socks5:// → socks5h:// (hybrid_source.py, yfinance_source.py) 目录整理: - scripts/ → 仅保留策略入口(daily_scheduler, run_rotation, run_cci_screener) - 实验脚本移至 tests/experiments/ - 工具脚本移至 tests/utils/ - 实验记录新增 docs/experiments/ - results/ 添加到 gitignore 实验结果: 实验001 - 同大类扩充(添加标普500): ├─ 累计收益: 1467.35% → 1176.26% (-291%) ├─ CAGR: 48.10% → 43.82% (-4.28%) ├─ 调仓次数: 459 → 501 (+42次) └─ 结论: 添加同大类标的不增加跨类分散,反而侵蚀收益 实验002 - 纳指vs标普替换对比: ├─ 累计收益: 1467.35% → 1118.77% (-348%) ├─ CAGR: 48.10% → 42.87% (-5.22%) ├─ Sharpe: 2.21 → 2.08 (-0.13) ├─ MaxDD: -17.33% → -15.14% (+2.18%) └─ 结论: 纳指100优于标普500,成长风格更适合动量策略 策略建议: - 保持纳指100作为美股大类代表 - 不添加同大类新标的(避免类内切换成本) - 新增标的应优先考虑新大类(增加跨类分散)
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@@ -72,7 +72,8 @@ class SSHTunnelManager:
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return False
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# 设置代理环境变量
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proxy_url = f"socks5://127.0.0.1:{self.local_port}"
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# 使用 socks5h:// 让代理服务器远程解析DNS,避免IPv6问题
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proxy_url = f"socks5h://127.0.0.1:{self.local_port}"
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os.environ["HTTP_PROXY"] = proxy_url
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os.environ["HTTPS_PROXY"] = proxy_url
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os.environ["ALL_PROXY"] = proxy_url
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