From c051d942e676a3e4aa8ca6922a2839252f052478 Mon Sep 17 00:00:00 2001 From: hmo Date: Sat, 15 Aug 2026 03:07:33 +0800 Subject: [PATCH] =?UTF-8?q?fix:=20hk=5Fmr1=E5=8E=BB=E6=8E=89ret60=5Fmax(?= =?UTF-8?q?=E9=9D=A2=E6=9D=BF=E6=97=A0ret60=E5=88=97,bias60=E5=B7=B2?= =?UTF-8?q?=E8=A6=86=E7=9B=96)+hk=5Fbacktest=E5=88=A0ret60=E5=88=86?= =?UTF-8?q?=E6=94=AF?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- deploy/profile-scripts/hk_backtest.py | 2 -- deploy/profile-scripts/hk_strategies.py | 3 +-- 2 files changed, 1 insertion(+), 4 deletions(-) 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, },