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
# 超跌反转策略
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name: oversold_reversal
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display_name: 超跌反转
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description: 跌幅可控、流动性仍在、具备修复观察价值的反转候选
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version: "1.1"
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category: reversal
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tags: [reversal, oversold, repair]
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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: 80000000
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turnover_rate_min: 1.0
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change_pct_min: -8.0
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change_pct_max: -1.0
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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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price_min: 3
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price_max: 180
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tech_weight: 0.45
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factor_weights:
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reversal: 0.40
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stability: 0.20
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liquidity: 0.18
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value: 0.16
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activity: 0.06
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scoring_profile:
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reversal_ideal_change_pct: -3.5
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reversal_collapse_start_pct: -7.0
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reversal_collapse_penalty_slope: 12.0
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reversal_chase_start_pct: 0.0
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rsi_oversold_bonus: 14.0
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momentum_downside_start_pct: -4.0
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activity_ideal_volume_ratio: 1.6
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activity_ideal_turnover_rate: 3.0
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risk_profile:
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breakdown_change_pct: -8.5
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chase_change_pct: 5.0
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abnormal_volume_ratio: 5.0
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high_turnover_rate: 12.0
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weak_signal_score: 35.0
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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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地产链: [地产, 房地产, 建材, 家居, 物业]
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消费: [白酒, 食品, 家电, 零售, 消费]
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周期: [钢铁, 煤炭, 有色, 化工]
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金融: [券商, 银行, 保险]
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scorecard_profile:
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controlled_reversal_min: 70.0
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controlled_reversal_bonus: 2.0
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volume_spike_ratio: 5.5
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ranking_hints: |
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优先关注：
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1. 下跌幅度可控、不是基本面或退市风险驱动的连续杀跌
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2. 成交额和换手仍能支撑后续修复，避免流动性塌陷
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3. 若存在错杀、事件落地或板块修复线索，可提高优先级
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max_output: 5
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