# 均衡多因子策略
name: balanced_alpha
display_name: 均衡多因子
description: 综合估值、资金、动量、稳定性的通用候选发现策略
version: "1.1"
category: framework
tags: [multi_factor, balanced, llm_friendly]

screening:
  enabled: true
  market_scope: [cn]
  hard_filters:
    exclude_st: true
    amount_min: 100000000
    market_cap_min: 5000000000
    pe_ttm_min: 0
    pe_ttm_max: 80
    pb_min: 0
    pb_max: 8.0
    change_pct_min: -4.0
    change_pct_max: 8.5
    price_min: 3
    price_max: 220
  tech_weight: 0.35
  factor_weights:
    value: 0.22
    liquidity: 0.18
    momentum: 0.20
    activity: 0.15
    stability: 0.12
    reversal: 0.05
    theme_heat: 0.05
    size: 0.03
  scoring_profile:
    momentum_chase_start_pct: 5.5
    momentum_chase_penalty_slope: 12.0
    activity_ideal_volume_ratio: 2.0
    activity_ideal_turnover_rate: 4.0
    stability_hot_change_pct: 7.0
  risk_profile:
    chase_change_pct: 8.0
    abnormal_volume_ratio: 6.0
    high_turnover_rate: 15.0
  portfolio_profile:
    max_same_bucket: 1
    concentration_penalty: 4.0
    buckets:
      金融: [券商, 银行, 保险]
      消费: [白酒, 食品, 家电, 零售, 消费]
      AI算力: [AI算力, 算力, 数据中心, 服务器, 光模块]
      新能源: [新能源, 光伏, 锂电, 电池, 储能]
      周期: [钢铁, 煤炭, 有色, 化工]
      公用事业: [电力, 燃气, 水务, 环保, 公用事业]
  scorecard_profile:
    value_quality_bonus: 2.2
    capital_confirmed_bonus: 1.8
    volume_spike_ratio: 5.5
    hot_money_penalty: 2.2
  ranking_hints: |
    优先关注：
    1. 多个维度都不差的候选，而不是单一指标极端突出
    2. LLM 需要比较候选的风格差异，避免最终名单过度集中在同一逻辑
    3. 对估值、资金、趋势、风险之间的冲突给出清楚解释
  max_output: 5