diff --git a/strategies/rotation/config.yaml b/strategies/rotation/config.yaml index c434aae..f491a12 100644 --- a/strategies/rotation/config.yaml +++ b/strategies/rotation/config.yaml @@ -47,9 +47,10 @@ code_list: name: "原油" etf: "160723.SZ" # 国内原油ETF market: "COMMODITY" - "CU.SHF": + # 使用 COMEX 铜期货替代上期所主力合约(数据更长) + "HG=F": # COMEX铜期货(2000年至今) name: "有色金属" - etf: "159980.SZ" + etf: "159980.SZ" # 国内有色金属ETF market: "COMMODITY" "931862.CSI": name: "30年国债"