diff --git a/deploy/profile-scripts/s2_panic_v2_gen.py b/deploy/profile-scripts/s2_panic_v2_gen.py index bd6cfa65..4213da6e 100644 --- a/deploy/profile-scripts/s2_panic_v2_gen.py +++ b/deploy/profile-scripts/s2_panic_v2_gen.py @@ -141,7 +141,7 @@ if __name__ == "__main__": VALUES (?,?,?,?,?,?,?,?,?,?,?,?)""", (VERSION, "S2恐慌买alpha升级", "恐慌日+小市值+强势+行业抗跌,每日top8截断", "由果及因: alpha组合胜率60.8% vs 基线30.7%; 每日top-N截断填'多信号少成交'洞", - "S2家族", json.dumps({"top_n": TOP_N, "entry": {"mkt_rsi_max": 25, "mcap_q_max": 0.4, "rsi_min": 35, "sec_ret20_min": -10}, "exit": {"tp": 30, "sl": 12, "max_hold": 60}}, ensure_ascii=False), + "S2家族", json.dumps({"top_n": TOP_N, "entry": {"mkt_rsi_max": 25, "mcap_q_max": 0.4, "rsi_min": 35, "sec_ret20_min": -10}, "exit": {"tp": 30, "sl": 12, "max_hold": 20}}, ensure_ascii=False), json.dumps(results, ensure_ascii=False), None, now, "a", pt, None)) s = results["summary"] p = results["portfolio"] diff --git a/deploy/profile-scripts/s2_panic_v2_scanner.py b/deploy/profile-scripts/s2_panic_v2_scanner.py index 9ec48f1c..af859f4d 100644 --- a/deploy/profile-scripts/s2_panic_v2_scanner.py +++ b/deploy/profile-scripts/s2_panic_v2_scanner.py @@ -32,7 +32,7 @@ from market_data import fetch_tx_klines, get_stock_pool DB_PATH = Path("/home/hmo/MoFin/data/mofin.db") TOP_N = 8 -EXIT_CFG = {"tp_pct": 0.30, "sl_pct": 0.12, "max_hold_days": 60} +EXIT_CFG = {"tp_pct": 0.30, "sl_pct": 0.12, "max_hold_days": 20} # 2026-08-17分温区: trend_down 20d最优(6.69%vs60d 4.95%) # 大盘 RSI 门控(与 s2_scanner 一致) MKT_RSI_MAX = 25