feat: max_hold数据驱动更新(分温区扫描) s2_panic_v2 60→20d, hk_pe_v2统一20d, b_td1_v3 35→20d

依据: trend_down下20d均收益最优(v_mr 4.92/s2 6.69 vs 60d 4.95), 短持有年化更高
2026-08-17 22:19:46 +08:00
parent e805af09cf
commit 4986702de1
2 changed files with 2 additions and 2 deletions
@@ -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