From 7862ea17ea21a28a4e8cb580491f47c982190abf Mon Sep 17 00:00:00 2001
From: hmo <staymo7777@gmail.com>
Date: Fri, 14 Aug 2026 22:31:24 +0800
Subject: [PATCH] =?UTF-8?q?feat:=20=E6=B8=AF=E8=82=A1=E7=AD=96=E7=95=A5hk?=
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---
 strategy_lab.py | 22 ++++++++++++++++++++++
 1 file changed, 22 insertions(+)

diff --git a/strategy_lab.py b/strategy_lab.py
index 2fc67738..79836635 100644
--- a/strategy_lab.py
+++ b/strategy_lab.py
@@ -377,6 +377,28 @@ STRATEGIES.update({
             "eval_step": 1,
         },
     },
+    # ── 港股专用策略（港股通大盘蓝筹，2026-08-14 港股归因研发）──
+    "hk_mr1": {
+        "version": "hk_mr1",
+        "name": "港股深度超卖反弹v1（trend_down主战场）",
+        "summary": "港股原生MR：深度超卖(RSI<25)+深度超跌(bias60<-15)+中期深跌(ret60<-25)+止跌回升+放量确认",
+        "hypothesis": "港股通归因（604只×7.5年）：RSI<25胜率55.6%/20日均+3.09%，bias60[-30,-20]+3.01%。港股大盘蓝筹只有极端超卖才反弹，阈值比A股深。温区门控：trend_down温区55%胜率+3.59%，其他温区平庸——只在港股trend_down启用",
+        "parent": "v_weak",
+        "config": {
+            "entry": {"min_score": 0, "min_momentum": 0, "filters": {}, "mr": {
+                "bias_max": -15,                     # 深度超跌（港股稳健区间-15~-20）
+                "rsi_max": 25,                       # 深度超卖（港股归因：RSI<25胜率55.6%）
+                "ret_max": -25,                      # 中期深跌
+                "mom20_max": 5,                      # 低动量
+                "amount_max": None,                  # 不限小盘（港股通大盘蓝筹）
+                "rsi_delta_min": 2,                  # 止跌回升确认
+                "mkt_mode": "any",                   # 温区门控由 strategy_router 按 hk trend_down 负责
+            }},
+            "exit": {"tp_pct": 0.25, "sl_pct": 0.15, "max_hold_days": 30},  # 港股无涨跌停波动大，放宽止损
+            "sizing": {"kelly": False},
+            "eval_step": 1,
+        },
+    },
 })