fix: group 字段严格对齐 V1 market 字段值

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
This commit is contained in:
2026-05-24 15:00:48 +08:00
parent e6657bd2cc
commit 86fce7a975

View File

@@ -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