知微
fa45d8aa5f
- health_checklist.json: 192.168.1.122→node122
- ocr_client.py: docstring IP→node122
- docs/market-data-requirements.md: IP→node122
- 所有API调用通过ProxyHandler({})绕过系统代理
Privoxy对node122:18003返回500，直连正常
65 lines
1.8 KiB
YAML
65 lines
1.8 KiB
YAML
# 均衡多因子策略
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name: balanced_alpha
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display_name: 均衡多因子
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description: 综合估值、资金、动量、稳定性的通用候选发现策略
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version: "1.1"
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category: framework
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tags: [multi_factor, balanced, llm_friendly]
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screening:
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enabled: true
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market_scope: [cn]
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hard_filters:
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exclude_st: true
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amount_min: 100000000
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market_cap_min: 5000000000
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pe_ttm_min: 0
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pe_ttm_max: 80
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pb_min: 0
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pb_max: 8.0
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change_pct_min: -4.0
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change_pct_max: 8.5
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price_min: 3
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price_max: 220
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tech_weight: 0.35
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factor_weights:
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value: 0.22
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liquidity: 0.18
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momentum: 0.20
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activity: 0.15
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stability: 0.12
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reversal: 0.05
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theme_heat: 0.05
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size: 0.03
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scoring_profile:
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momentum_chase_start_pct: 5.5
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momentum_chase_penalty_slope: 12.0
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activity_ideal_volume_ratio: 2.0
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activity_ideal_turnover_rate: 4.0
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stability_hot_change_pct: 7.0
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risk_profile:
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chase_change_pct: 8.0
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abnormal_volume_ratio: 6.0
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high_turnover_rate: 15.0
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portfolio_profile:
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max_same_bucket: 1
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concentration_penalty: 4.0
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buckets:
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金融: [券商, 银行, 保险]
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消费: [白酒, 食品, 家电, 零售, 消费]
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AI算力: [AI算力, 算力, 数据中心, 服务器, 光模块]
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新能源: [新能源, 光伏, 锂电, 电池, 储能]
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周期: [钢铁, 煤炭, 有色, 化工]
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公用事业: [电力, 燃气, 水务, 环保, 公用事业]
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scorecard_profile:
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value_quality_bonus: 2.2
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capital_confirmed_bonus: 1.8
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volume_spike_ratio: 5.5
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hot_money_penalty: 2.2
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ranking_hints: |
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优先关注：
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1. 多个维度都不差的候选，而不是单一指标极端突出
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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
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3. 对估值、资金、趋势、风险之间的冲突给出清楚解释
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max_output: 5
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