From 216795708c98b795dba29066cf701236689fa87a Mon Sep 17 00:00:00 2001 From: hmo Date: Sat, 15 Aug 2026 02:58:33 +0800 Subject: [PATCH] =?UTF-8?q?refactor:=20=E6=B8=AF=E8=82=A1=E7=AD=96?= =?UTF-8?q?=E7=95=A5=E4=BB=8Estrategy=5Flab=E7=8B=AC=E7=AB=8B=E2=80=94?= =?UTF-8?q?=E2=80=94=E5=9B=9E=E6=BB=9Amr=E6=A1=86=E6=9E=B6=E6=94=B9?= =?UTF-8?q?=E5=8A=A8(=E6=81=A2=E5=A4=8DA=E8=82=A1=E8=A1=8C=E4=B8=BA)+?= =?UTF-8?q?=E7=A7=BB=E9=99=A4hk=5Fmr1=E5=AE=9A=E4=B9=89,=E6=B8=AF=E8=82=A1?= =?UTF-8?q?=E7=AD=96=E7=95=A5=E8=B5=B0=E7=8B=AC=E7=AB=8B=E6=A8=A1=E5=9D=97?= =?UTF-8?q?,=E9=9B=B6=E5=B9=B2=E6=89=B0A=E8=82=A1?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- strategy_lab.py | 22 ---------------------- 1 file changed, 22 deletions(-) diff --git a/strategy_lab.py b/strategy_lab.py index 79836635..2fc67738 100644 --- a/strategy_lab.py +++ b/strategy_lab.py @@ -377,28 +377,6 @@ STRATEGIES.update({ "eval_step": 1, }, }, - # ── 港股专用策略（港股通大盘蓝筹，2026-08-14 港股归因研发）── - "hk_mr1": { - "version": "hk_mr1", - "name": "港股深度超卖反弹v1（trend_down主战场）", - "summary": "港股原生MR：深度超卖(RSI<25)+深度超跌(bias60<-15)+中期深跌(ret60<-25)+止跌回升+放量确认", - "hypothesis": "港股通归因（604只×7.5年）：RSI<25胜率55.6%/20日均+3.09%，bias60[-30,-20]+3.01%。港股大盘蓝筹只有极端超卖才反弹，阈值比A股深。温区门控：trend_down温区55%胜率+3.59%，其他温区平庸——只在港股trend_down启用", - "parent": "v_weak", - "config": { - "entry": {"min_score": 0, "min_momentum": 0, "filters": {}, "mr": { - "bias_max": -15, # 深度超跌（港股稳健区间-15~-20） - "rsi_max": 25, # 深度超卖（港股归因：RSI<25胜率55.6%） - "ret_max": -25, # 中期深跌 - "mom20_max": 5, # 低动量 - "amount_max": None, # 不限小盘（港股通大盘蓝筹） - "rsi_delta_min": 2, # 止跌回升确认 - "mkt_mode": "any", # 温区门控由 strategy_router 按 hk trend_down 负责 - }}, - "exit": {"tp_pct": 0.25, "sl_pct": 0.15, "max_hold_days": 30}, # 港股无涨跌停波动大，放宽止损 - "sizing": {"kelly": False}, - "eval_step": 1, - }, - }, })