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
66 lines
1.9 KiB
YAML
66 lines
1.9 KiB
YAML
# 缩量回踩选股策略
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name: shrink_pullback
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display_name: 缩量回踩
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description: 上升趋势中缩量回踩均线支撑，趋势延续的入场机会
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version: "1.1"
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category: trend
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tags: [trend, pullback, daily_k]
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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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require_ma_bullish: true
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require_price_above_ma20: true
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signal_score_min: 65
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volume_ratio_20d_max: 1.5
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pullback_to_ma20_pct_min: -2.0
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pullback_to_ma20_pct_max: 8.0
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volatility_20d_pct_max: 45.0
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max_drawdown_20d_pct_min: -12.0
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atr_20_pct_max: 6.5
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tech_weight: 0.5
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factor_weights:
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momentum: 0.32
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stability: 0.22
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activity: 0.18
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liquidity: 0.15
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value: 0.08
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reversal: 0.05
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scoring_profile:
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momentum_60d_overheat_pct: 35.0
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momentum_chase_start_pct: 5.0
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momentum_chase_penalty_slope: 14.0
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activity_ideal_volume_ratio: 1.0
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activity_ideal_turnover_rate: 2.5
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activity_high_volume_ratio: 4.5
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stability_hot_change_pct: 5.5
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stability_high_volatility_pct: 40.0
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stability_max_drawdown_floor_pct: -10.0
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stability_high_atr_pct: 5.5
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risk_profile:
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chase_change_pct: 6.5
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abnormal_volume_ratio: 4.5
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high_turnover_rate: 12.0
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weak_signal_score: 60.0
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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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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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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: 1.4
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volume_spike_ratio: 4.5
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ranking_hints: |
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在满足缩量回踩特征的候选中，优先关注：
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1. 回调幅度适中、趋势结构未破坏
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2. 缩量明显，洗盘而非出货
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3. 近期无重大利空
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max_output: 5
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