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feat: v9.2周线破位反向利用 — 周线回调+日线走强胜率78.4%/夏普15.23，单笔质量超v7.1(组合收益因样本减少略降)

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hmo
2026-07-29 03:09:15 +08:00
parent effed7d7cd
commit 6ee7d348ce
1 changed files with 6 additions and 0 deletions
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strategy_lab.py
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@@ -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", "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, 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}), "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 # 多周期
if filters.get('weekly_up') and factors.get('weekly_up') is not True: return False 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_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 if not chk('weekly_dist', filters.get('weekly_dist_min'), filters.get('weekly_dist_max')): return False
return True return True