feat: V3动态阈值实施方案落地
核心逻辑: 1. config.yaml新增bond_threshold配置块 2. selectors.py新增动态阈值逻辑: - _get_dynamic_threshold(): 阈值=短债动量×ratio - _grouped_selection(): BOND不参与竞争,空余仓位填充短债 3. strategy.py传入bond_threshold_config 回测验证: - 最终净值: 292.56 - 累计收益: 29155.96% - 持仓3只: 92.3%(满仓率提升) - 短债填充: 27.7%时间启用(空余仓位) 信号特征: - 短债可重复出现表示仓位占比 - 例如 "NDX,931862.CSI,931862.CSI" → NDX 33%, 短债 67%
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@@ -71,7 +71,8 @@ class RotationStrategy(StrategyBase):
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group_mapping=self._group_mapping,
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min_score=self.min_score, # 从配置读取,支持动态调整阈值
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rebalance_days=self.rebalance_days,
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rebalance_threshold=self.rebalance_threshold
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rebalance_threshold=self.rebalance_threshold,
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bond_threshold_config=self.config.get('bond_threshold', {}) # V3动态阈值配置
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)
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@classmethod
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