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
64 lines
1.8 KiB
YAML
64 lines
1.8 KiB
YAML
# 资金热度策略
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name: capital_heat
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display_name: 资金热度
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description: 资金活跃、量价同步但未极端过热的短线候选
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version: "1.1"
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category: momentum
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tags: [momentum, capital_flow, short_term]
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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: 300000000
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turnover_rate_min: 2.0
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volume_ratio_min: 1.5
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change_pct_min: 1.0
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change_pct_max: 9.5
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price_min: 3
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price_max: 220
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tech_weight: 0.65
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factor_weights:
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momentum: 0.32
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activity: 0.28
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liquidity: 0.16
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theme_heat: 0.10
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stability: 0.10
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reversal: 0.04
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scoring_profile:
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momentum_chase_start_pct: 6.5
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momentum_chase_penalty_slope: 12.0
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activity_ideal_volume_ratio: 2.8
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activity_high_volume_ratio: 7.0
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activity_ideal_turnover_rate: 6.0
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activity_high_turnover_rate: 18.0
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stability_hot_change_pct: 8.5
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theme_heat_overheat_score: 92.0
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theme_heat_overheat_penalty_slope: 0.35
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risk_profile:
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chase_change_pct: 9.3
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abnormal_volume_ratio: 8.0
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high_turnover_rate: 22.0
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weak_signal_score: 40.0
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portfolio_profile:
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max_same_bucket: 1
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concentration_penalty: 5.0
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buckets:
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金融: [券商, 银行, 保险]
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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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机器人: [机器人, 减速器, 执行器, 伺服]
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scorecard_profile:
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capital_confirmed_bonus: 2.4
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volume_spike_ratio: 8.0
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hot_money_activity_min: 95.0
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hot_money_penalty: 1.5
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ranking_hints: |
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优先关注：
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1. 资金热度和价格表现同步，而不是单纯尾盘异动
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2. 涨幅尚未透支，量比和换手率处在可持续区间
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3. 板块或主题有扩散迹象，避免孤立脉冲
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max_output: 5
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