From 6ee7d348ce823470884f7c8ae3619a2c06737fa8 Mon Sep 17 00:00:00 2001 From: hmo Date: Wed, 29 Jul 2026 03:09:15 +0800 Subject: [PATCH] =?UTF-8?q?feat:=20v9.2=E5=91=A8=E7=BA=BF=E7=A0=B4?= =?UTF-8?q?=E4=BD=8D=E5=8F=8D=E5=90=91=E5=88=A9=E7=94=A8=20=E2=80=94=20?= =?UTF-8?q?=E5=91=A8=E7=BA=BF=E5=9B=9E=E8=B0=83+=E6=97=A5=E7=BA=BF?= =?UTF-8?q?=E8=B5=B0=E5=BC=BA=E8=83=9C=E7=8E=8778.4%/=E5=A4=8F=E6=99=AE15.?= =?UTF-8?q?23=EF=BC=8C=E5=8D=95=E7=AC=94=E8=B4=A8=E9=87=8F=E8=B6=85v7.1(?= =?UTF-8?q?=E7=BB=84=E5=90=88=E6=94=B6=E7=9B=8A=E5=9B=A0=E6=A0=B7=E6=9C=AC?= =?UTF-8?q?=E5=87=8F=E5=B0=91=E7=95=A5=E9=99=8D)?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- strategy_lab.py | 6 ++++++ 1 file changed, 6 insertions(+) diff --git a/strategy_lab.py b/strategy_lab.py index 8021d6c4..582b4b0b 100644 --- a/strategy_lab.py +++ b/strategy_lab.py @@ -253,6 +253,11 @@ STRATEGIES.update({ "比weekly_up更严的变体：不仅要求价在线上，还要求周线均线本身多头排列", entry_overrides={"vol_ratio_min": 0.9, "vol_ratio_max": 2.0, "sector_slope_max": 1.0, "hl_only": True, "rsi_delta_min": 6, "weekly_aligned": True}), + "v9.2": _v40_branch("v9.2", "周线破位日线强", + "v7.1 + 周线收盘须低于周线MA10（反向利用：周线回调+日线走强=最佳买点）", + "v9归因反用：v7.1交易中weekly_up=False胜率78.4% vs True 60.9%——周线级回调中的日线动量回归正是本策略的核心边缘", + entry_overrides={"vol_ratio_min": 0.9, "vol_ratio_max": 2.0, "sector_slope_max": 1.0, + "hl_only": True, "rsi_delta_min": 6, "weekly_down_only": True}), }) @@ -506,6 +511,7 @@ def pass_filters(factors, filters): # 多周期 if filters.get('weekly_up') and factors.get('weekly_up') is not True: return False if filters.get('weekly_aligned') and factors.get('weekly_aligned') is not True: return False + if filters.get('weekly_down_only') and factors.get('weekly_up') is not False: return False if not chk('weekly_dist', filters.get('weekly_dist_min'), filters.get('weekly_dist_max')): return False return True