diff --git a/deploy/profile-scripts/hk_backtest.py b/deploy/profile-scripts/hk_backtest.py index d950ddd2..d2c4626c 100644 --- a/deploy/profile-scripts/hk_backtest.py +++ b/deploy/profile-scripts/hk_backtest.py @@ -44,8 +44,6 @@ def gen_trades(panel, strat): cond &= panel["rsi"] < e["rsi_max"] if "bias60_max" in e: cond &= panel["bias60"] < e["bias60_max"] - if "ret60_max" in e: - cond &= panel["ret60"] < e["ret60_max"] if "rsi_delta_min" in e: # 面板无rsi_delta,用rsi与前5日差值近似(面板已有rsi) cond &= panel["rsi"] - panel.groupby("code")["rsi"].shift(5) >= e["rsi_delta_min"] diff --git a/deploy/profile-scripts/hk_strategies.py b/deploy/profile-scripts/hk_strategies.py index 185c7ac7..a6787802 100644 --- a/deploy/profile-scripts/hk_strategies.py +++ b/deploy/profile-scripts/hk_strategies.py @@ -34,8 +34,7 @@ HK_STRATEGIES = { "summary": "RSI<25+bias60<-15+ret60<-25+止跌回升+放量。港股归因:深度超卖RSI<25胜率55.6%,trend_down温区55%胜率+3.59%", "entry": { "rsi_max": 25, - "bias60_max": -15, - "ret60_max": -25, + "bias60_max": -15, # 深度超跌(60日乖离,覆盖ret60超跌) "rsi_delta_min": 2, "vol_ratio_min": 1.5, },