fix: hk_mr1去掉ret60_max(面板无ret60列,bias60已覆盖)+hk_backtest删ret60分支
This commit is contained in:
@@ -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"]
|
||||
|
||||
@@ -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,
|
||||
},
|
||||
|
||||
Reference in New Issue
Block a user