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
# 稳健价值策略
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name: quality_value
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display_name: 稳健价值
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description: 估值合理、流动性充足、波动不过热，并要求有温和活跃度确认的稳健候选
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version: "1.1"
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category: value
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tags: [value, quality, stability, 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: 80000000
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pe_ttm_min: 0
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pe_ttm_max: 25
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pb_min: 0
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pb_max: 4.0
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market_cap_min: 10000000000
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market_cap_max: 800000000000
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change_pct_min: -3.5
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change_pct_max: 5.0
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price_min: 3
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price_max: 180
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tech_weight: 0.15
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factor_weights:
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value: 0.32
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stability: 0.24
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liquidity: 0.18
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momentum: 0.08
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activity: 0.08
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reversal: 0.04
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size: 0.06
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scoring_profile:
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momentum_chase_start_pct: 3.0
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momentum_chase_penalty_slope: 16.0
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activity_ideal_volume_ratio: 1.4
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activity_ideal_turnover_rate: 2.5
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stability_hot_change_pct: 4.5
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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: 5.5
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abnormal_volume_ratio: 4.5
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high_turnover_rate: 10.0
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low_llm_confidence: 0.45
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portfolio_profile:
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max_same_bucket: 1
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concentration_penalty: 4.5
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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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公用事业: [电力, 燃气, 水务, 公用事业]
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scorecard_profile:
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value_quality_value_min: 72.0
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value_quality_stability_min: 68.0
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value_quality_bonus: 2.8
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volume_spike_ratio: 4.0
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ranking_hints: |
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优先关注：
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1. 估值合理且不是依赖单日情绪推动的标的
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2. 成交额足够、涨跌幅不过热，适合后续深度分析
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3. 兼顾行业地位、现金流质量、分红或经营稳定性线索
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max_output: 5
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