From 4986702de177d1025443ca665aaa4b2de19db276 Mon Sep 17 00:00:00 2001 From: xxm Date: Mon, 17 Aug 2026 22:19:46 +0800 Subject: [PATCH] =?UTF-8?q?feat:=20max=5Fhold=E6=95=B0=E6=8D=AE=E9=A9=B1?= =?UTF-8?q?=E5=8A=A8=E6=9B=B4=E6=96=B0(=E5=88=86=E6=B8=A9=E5=8C=BA?= =?UTF-8?q?=E6=89=AB=E6=8F=8F)=20s2=5Fpanic=5Fv2=2060=E2=86=9220d,=20hk=5F?= =?UTF-8?q?pe=5Fv2=E7=BB=9F=E4=B8=8020d,=20b=5Ftd1=5Fv3=2035=E2=86=9220d?= =?UTF-8?q?=20=E4=BE=9D=E6=8D=AE:=20trend=5Fdown=E4=B8=8B20d=E5=9D=87?= =?UTF-8?q?=E6=94=B6=E7=9B=8A=E6=9C=80=E4=BC=98(v=5Fmr=204.92/s2=206.69=20?= =?UTF-8?q?vs=2060d=204.95),=20=E7=9F=AD=E6=8C=81=E6=9C=89=E5=B9=B4?= =?UTF-8?q?=E5=8C=96=E6=9B=B4=E9=AB=98?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- deploy/profile-scripts/s2_panic_v2_gen.py | 2 +- deploy/profile-scripts/s2_panic_v2_scanner.py | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) 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