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
# 放量突破选股策略
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name: volume_breakout
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display_name: 放量突破
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description: 成交量放大突破关键阻力位，趋势启动信号
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version: "1.2"
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category: trend
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tags: [momentum, volume, breakout]
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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: 100000000
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turnover_rate_min: 3.0
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volume_ratio_min: 2.0
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change_pct_min: 2.0
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change_pct_max: 9.9
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require_price_above_ma20: true
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signal_score_min: 60
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macd_status_whitelist: [bullish, neutral]
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breakout_20d_pct_min: -1.0
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range_20d_pct_max: 35.0
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volume_ratio_20d_min: 1.3
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body_pct_min: 0.5
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consolidation_days_20d_min: 8
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tech_weight: 0.6
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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: 0.22
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theme_heat: 0.08
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stability: 0.10
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scoring_profile:
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momentum_chase_start_pct: 7.0
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momentum_chase_penalty_slope: 11.0
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activity_ideal_volume_ratio: 3.0
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activity_high_volume_ratio: 9.0
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activity_ideal_turnover_rate: 6.0
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activity_high_turnover_rate: 20.0
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stability_hot_change_pct: 8.8
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risk_profile:
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chase_change_pct: 9.8
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abnormal_volume_ratio: 9.0
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high_turnover_rate: 24.0
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weak_signal_score: 45.0
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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: 2.2
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volume_spike_ratio: 9.0
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hot_money_activity_min: 96.0
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hot_money_penalty: 1.4
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ranking_hints: |
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优先关注：
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1. 突破前有明显横盘整理（至少 10 个交易日）
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2. 突破当日量比和换手同步放大，且日 K 信号仍健康
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3. 突破后股价至少站上 MA20，优先考虑均线结构更顺的候选
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4. 板块有联动效应更佳
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max_output: 5
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