feat: mr_scanner(v_weak)max_hold 40→20d + accumulation补持有期定义(分温区trend_down 20d)

2026-08-17 22:22:01 +08:00
parent 4986702de1
commit bdd318a896
2 changed files with 2 additions and 1 deletions
@@ -153,6 +153,7 @@ def detect_accumulation(code, info):
        entry_high = round(price * 1.02, 2)
        stop_loss = round(price * 0.92, 2)
        take_profit = round(price * 1.15, 2)
+        # 2026-08-17: max_hold 补定义（此前无持有期）——分温区扫描 trend_down 20d 最优
        
        return {
            "score": score,
@@ -57,7 +57,7 @@ WEAK_CFG = {
    "vol_shrink_max": 1.0,  # 缩量 vol5/vol20 < 1.0（抛压衰竭，入场重评确认）
    "require_yang": True, # 信号日收阳（资金进场，入场重评确认）
 }
-EXIT_CFG = {"tp_pct": 0.30, "sl_pct": 0.12, "max_hold_days": 40}
+EXIT_CFG = {"tp_pct": 0.30, "sl_pct": 0.12, "max_hold_days": 20}  # 2026-08-17分温区: 均值回归族trend_down 20d最优(v_mr实证)

 TOP_N = 10