From b419701c77cc6a97ddad012ac7d7b04ea9846963 Mon Sep 17 00:00:00 2001
From: aszerW <aszer27937@gmail.com>
Date: Sat, 16 May 2026 23:28:23 +0800
Subject: [PATCH] =?UTF-8?q?feat(rotation):=20=E7=BA=A2=E5=88=A9=E4=BD=8E?=
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配置变更：
- H30269.CSI(红利低波)从BOND改为A股大类
- 931862.CSI(短债指数)保持BOND大类
- start_date调整为2002-01-01

回测验证：
- 新配置净值264.54，累计收益26354%
- 旧配置净值173.83，累计收益17283%
- 收益提升52%

关键发现：
- 红利低波作为A股可与创业板指竞争，优胜者入选
- 短债单独作为BOND自动入选
- 之前同属BOND时只能选1个，无法同时持有
- 新配置可实现'红利低波+短债'同时持仓
---
 strategies/rotation/config.yaml | 14 +++++++-------
 1 file changed, 7 insertions(+), 7 deletions(-)

diff --git a/strategies/rotation/config.yaml b/strategies/rotation/config.yaml
index bd70886..6350f35 100644
--- a/strategies/rotation/config.yaml
+++ b/strategies/rotation/config.yaml
@@ -10,6 +10,10 @@ code_list:
     name: "创业板指"
     etf: "159915.SZ"
     market: "A"
+  "H30269.CSI":
+    name: "中证红利低波"
+    etf: "512890.SH"
+    market: "A"
   
   
   # 全球市场
@@ -56,13 +60,9 @@ code_list:
   # 931862.CSI = 中证0-9个月国债指数（短债指数，数据从2007年开始）
   # 组合效果：红利低波提供"类债券"股票防御，短债提供真正的债券防御
   # 收益对比：此组合净值173.83，优于单红利低波配置净值115.14
-  "H30269.CSI":
-    name: "红利低波(类债券)"       # 实际是红利低波指数
-    etf: "512890.SH"
-    market: "BOND"
   "931862.CSI":
-    name: "短债指数"               # 实际是中证0-9个月国债指数
-    etf: null                       # 无对应ETF，直接交易指数
+    name: "30年国债"
+    etf: "511090.SH"
     market: "BOND"
 
 # 主市场配置
@@ -76,7 +76,7 @@ benchmark:
   name: "沪深300"
 
 # ==================== 回测参数 ====================
-start_date: "2000-01-01"
+start_date: "2002-01-01"
 
 # ==================== 因子参数 ====================
 # 动量/趋势窗口期（天数）