# 简单轮动策略配置
# 
# 配置版本: 1.0.0
# 最后更新: 2024-04-16
# 策略名称: simple_rotation
# 描述: 基于动量因子的简单 ETF 轮动策略

# ============================================================
# 元数据
# ============================================================
metadata:
  version: "1.0.0"
  strategy: "simple_rotation"
  description: "简单轮动策略 - 等权分配 + Top-N 选择"
  last_updated: "2024-04-16"

# ============================================================
# 资产池配置（简化版：只选 3 个标的）
# ============================================================
asset_pools:
  equity:
    "399006.SZ":
      name: "创业板指"
      etf: "159915.SZ"
      market: "CN_EQUITY"
      description: "创业板指数"
    
    "NDX":
      name: "纳指100"
      etf: "513100.SH"
      market: "US_EQUITY"
      description: "纳斯达克100指数"
  
  commodity: {}
  fixed_income: {}

# ============================================================
# 基准配置
# ============================================================
benchmark:
  code: "000300.SH"
  name: "沪深300"

# ============================================================
# 回测配置
# ============================================================
backtest:
  start_date: "2023-01-01"
  end_date: "2024-12-31"

# ============================================================
# 因子配置
# ============================================================
factor:
  type: "weighted_momentum"     # 加权动量
  n_days: 25                    # 25 天窗口

# ============================================================
# 轮动配置
# ============================================================
rotation:
  select_num: 2                 # 选择 Top-2
  threshold:
    mode: "fixed"
    fixed_value: 0.0            # 无阈值过滤

# ============================================================
# 调仓配置
# ============================================================
rebalance:
  min_hold_days: 1
  score_threshold: 0.0
  trade_cost: 0.001             # 0.1% 交易成本

# ============================================================
# 溢价控制（禁用）
# ============================================================
premium_control:
  enabled: false

# ============================================================
# 数据配置
# ============================================================
data:
  sources:
    - type: "flask_api"
      enabled: true
      url: "${FLASK_API_URL}"
      timeout: 120
  
  use_cache: true
  cache_dir: "data_cache"