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
68 lines
2.0 KiB
YAML
68 lines
2.0 KiB
YAML
# 双低选股策略（低 PE + 低 PB）
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name: dual_low
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display_name: 双低选股
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description: 偏稳健的低估值筛选策略，叠加当日活跃度与形态确认，避免长期只命中静态低估值票
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version: "1.2"
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category: value
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tags: [value, defensive, low_valuation, dynamic_signal]
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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: 50000000
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pe_ttm_min: 0
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pe_ttm_max: 15
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pb_min: 0
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pb_max: 2.0
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market_cap_min: 5000000000
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market_cap_max: 300000000000
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price_min: 3
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price_max: 80
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change_pct_min: -4.5
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change_pct_max: 4.5
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tech_weight: 0.2
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factor_weights:
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value: 0.34
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stability: 0.20
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liquidity: 0.14
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momentum: 0.10
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activity: 0.10
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reversal: 0.06
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size: 0.06
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scoring_profile:
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momentum_chase_start_pct: 2.5
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momentum_chase_penalty_slope: 18.0
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momentum_downside_start_pct: -2.5
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activity_ideal_volume_ratio: 1.2
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activity_ideal_turnover_rate: 2.0
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activity_high_volume_ratio: 4.0
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activity_high_turnover_rate: 8.0
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stability_hot_change_pct: 4.0
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stability_high_turnover_rate: 8.0
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stability_high_volume_ratio: 4.0
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risk_profile:
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chase_change_pct: 5.0
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abnormal_volume_ratio: 4.0
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high_turnover_rate: 8.0
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low_llm_confidence: 0.45
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portfolio_profile:
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max_same_bucket: 2
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concentration_penalty: 3.0
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buckets:
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金融: [券商, 银行, 保险]
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地产链: [地产, 房地产, 建材, 家居, 物业]
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周期: [钢铁, 煤炭, 有色, 化工]
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scorecard_profile:
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value_quality_value_min: 72.0
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value_quality_stability_min: 65.0
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value_quality_bonus: 3.0
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volume_spike_ratio: 4.0
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ranking_hints: |
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优先考虑：
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1. 低 PE / 低 PB 仍是基础，但不要只因为便宜反复选择同一批银行、地产、周期股
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2. 优先选择当日成交活跃度适中、没有追高或破位风险的低估值修复候选
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3. 行业地位、现金流、分红稳定性和近期催化能解释估值修复逻辑
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max_output: 5
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