From 3a445b8b60ca1c3a74b10d20e1c20d3327f78f04 Mon Sep 17 00:00:00 2001 From: xxm Date: Sun, 16 Aug 2026 15:06:19 +0800 Subject: [PATCH] =?UTF-8?q?docs:=20spec=E8=AE=B0=E5=BD=95B=E7=BB=84?= =?UTF-8?q?=E9=AA=8C=E8=AF=81=E9=97=A8=E6=A7=9B=E6=95=99=E8=AE=AD=E2=80=94?= =?UTF-8?q?=E2=80=94=E5=A5=BD=E6=9E=9C=E7=8E=87=E2=89=A0=E8=83=BD=E8=B5=9A?= =?UTF-8?q?=E9=92=B1,=E9=A1=BB=E6=A8=A1=E6=8B=9F=E4=BA=A4=E6=98=93?= =?UTF-8?q?=E9=AA=8C=E8=AF=81(=E8=83=9C=E7=8E=87=E2=89=A550%/=E6=94=B6?= =?UTF-8?q?=E7=9B=8A>0)?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- specs/strategy.json | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/specs/strategy.json b/specs/strategy.json index d845d1d0..654bac67 100644 --- a/specs/strategy.json +++ b/specs/strategy.json @@ -124,7 +124,8 @@ "手动可用性（data/strategy_availability.json）：新策略按标准A初始化（长期合格默认可用）；未标记策略默认可用；激活只能是可用策略", "候选池：A股=regime_perf 有记录的策略；港股=HK_STRATEGIES 定义的策略", "1m/6m 周期温区数据映射到 1y 预计算表（_pt_chain）；list_strategies 切窗版本集=静态字典∪strategy_research DISTINCT version（DB-only 策略如 s2_panic/v_lurk_*/v_mr* 不丢）", - "回测数据截止 2026-07-24，窗口派生锚定数据末端（非今天）" + "回测数据截止 2026-07-24，窗口派生锚定数据末端（非今天）", + "B组候选验证门槛（2026-08-16 教训）：由果及因扫描的好果率提升（如60日前20%占比34.5%）≠策略能赚钱——必须通过模拟交易验证（tp10%/sl5%/maxh20，胜率≥50%且均收益>0）才算候选，否则标注为扫描噪声剔除" ], "must_not": [ "不要在策略代码里硬编码 deprecated 集合（必须从 strategy_research.deprecated 读）",