From 86fce7a97510221c36866ebc7a22c63f43d48e2c Mon Sep 17 00:00:00 2001 From: aszerW Date: Sun, 24 May 2026 15:00:48 +0800 Subject: [PATCH] =?UTF-8?q?fix:=20group=20=E5=AD=97=E6=AE=B5=E4=B8=A5?= =?UTF-8?q?=E6=A0=BC=E5=AF=B9=E9=BD=90=20V1=20market=20=E5=AD=97=E6=AE=B5?= =?UTF-8?q?=E5=80=BC?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit 修正分组命名,不再自行创造: - CN_GROWTH/CN_VALUE → A - US_TECH → US - JP_BROAD → JP - EU_BROAD → EU - HK_BROAD/HK_TECH → HK - FIXED_INCOME → BOND - COMMODITY → COMMODITY (不变) 同步更新 market_overrides: - CN_EQUITY → A - HK_EQUITY → HK - US_EQUITY → US 现在 group 字段完全映射 V1 的 market 字段值 --- .../strategies/rotation/config_simple.yaml | 32 +++++++++---------- 1 file changed, 16 insertions(+), 16 deletions(-) diff --git a/framework_v2/strategies/rotation/config_simple.yaml b/framework_v2/strategies/rotation/config_simple.yaml index 25babf6..361599f 100644 --- a/framework_v2/strategies/rotation/config_simple.yaml +++ b/framework_v2/strategies/rotation/config_simple.yaml @@ -22,14 +22,14 @@ asset_pools: # 中国A股指数 "399006.SZ": name: "创业板指" - group: "CN_GROWTH" + group: "A" signal_source: "399006.SZ" trade_source: "159915.SZ" description: "创业板指数" "H30269.CSI": name: "中证红利低波" - group: "CN_VALUE" + group: "A" signal_source: "H30269.CSI" trade_source: "512890.SH" description: "红利低波指数" @@ -37,35 +37,35 @@ asset_pools: # 全球市场 "NDX": name: "纳指100" - group: "US_TECH" + group: "US" signal_source: "NDX" trade_source: "513100.SH" description: "纳斯达克100指数" "N225": name: "日经225" - group: "JP_BROAD" + group: "JP" signal_source: "N225" trade_source: "513520.SH" description: "日经225指数" "GDAXI": name: "德国DAX" - group: "EU_BROAD" + group: "EU" signal_source: "GDAXI" trade_source: "513030.SH" description: "德国DAX指数" "HSI": name: "恒生指数" - group: "HK_BROAD" + group: "HK" signal_source: "HSI" trade_source: "159920.SZ" description: "恒生指数" "HSTECH.HK": name: "恒生科技" - group: "HK_TECH" + group: "HK" signal_source: "HSTECH.HK" trade_source: "513130.SH" description: "恒生科技指数" @@ -100,7 +100,7 @@ asset_pools: # 注意:无对应ETF可交易,直接使用指数数据计算动量和收益 "931862.CSI": name: "短债指数" - group: "FIXED_INCOME" + group: "BOND" signal_source: "931862.CSI" trade_source: "931862.CSI" description: "中证0-9个月国债指数,久期<1年,防御配置" @@ -164,16 +164,16 @@ premium_control: # 按市场覆盖配置 market_overrides: - CN_EQUITY: # A股 ETF - enabled: false # 不启用(溢价通常 < 0.5%) - HK_EQUITY: # 港股 ETF + A: # A股 ETF + enabled: false # 不启用(溢价通常 < 0.5%) + HK: # 港股 ETF enabled: true - threshold: 0.10 # 阈值 10% - US_EQUITY: # 美股 ETF + threshold: 0.10 # 阈值 10% + US: # 美股 ETF enabled: true - threshold: 0.10 # 阈值 10% - COMMODITY: # 商品 ETF - enabled: false # 不启用 + threshold: 0.10 # 阈值 10% + COMMODITY: # 商品 ETF + enabled: false # 不启用 # ============================================================ # 数据配置