# 资金热度策略
name: capital_heat
display_name: 资金热度
description: 资金活跃、量价同步但未极端过热的短线候选
version: "1.1"
category: momentum
tags: [momentum, capital_flow, short_term]

screening:
  enabled: true
  market_scope: [cn]
  hard_filters:
    exclude_st: true
    amount_min: 300000000
    turnover_rate_min: 2.0
    volume_ratio_min: 1.5
    change_pct_min: 1.0
    change_pct_max: 9.5
    price_min: 3
    price_max: 220
  tech_weight: 0.65
  factor_weights:
    momentum: 0.32
    activity: 0.28
    liquidity: 0.16
    theme_heat: 0.10
    stability: 0.10
    reversal: 0.04
  scoring_profile:
    momentum_chase_start_pct: 6.5
    momentum_chase_penalty_slope: 12.0
    activity_ideal_volume_ratio: 2.8
    activity_high_volume_ratio: 7.0
    activity_ideal_turnover_rate: 6.0
    activity_high_turnover_rate: 18.0
    stability_hot_change_pct: 8.5
    theme_heat_overheat_score: 92.0
    theme_heat_overheat_penalty_slope: 0.35
  risk_profile:
    chase_change_pct: 9.3
    abnormal_volume_ratio: 8.0
    high_turnover_rate: 22.0
    weak_signal_score: 40.0
  portfolio_profile:
    max_same_bucket: 1
    concentration_penalty: 5.0
    buckets:
      金融: [券商, 银行, 保险]
      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]
      机器人: [机器人, 减速器, 执行器, 伺服]
  scorecard_profile:
    capital_confirmed_bonus: 2.4
    volume_spike_ratio: 8.0
    hot_money_activity_min: 95.0
    hot_money_penalty: 1.5
  ranking_hints: |
    优先关注：
    1. 资金热度和价格表现同步，而不是单纯尾盘异动
    2. 涨幅尚未透支，量比和换手率处在可持续区间
    3. 板块或主题有扩散迹象，避免孤立脉冲
  max_output: 5