Improve jq microcap execution semantics

This commit is contained in:
boris
2026-04-18 18:02:50 +08:00
parent 9f4165e689
commit 0e2c25e4c4
26 changed files with 5058 additions and 362 deletions

View File

@@ -0,0 +1,36 @@
{
"strategyId": "jq-microcap",
"benchmark": {
"instrumentId": "000852.SH",
"fallbackInstrumentId": "000852.SH"
},
"signalSymbol": "000001.SH",
"engineConfig": {
"templateId": "joinquant-microcap-original",
"signalSymbol": "000001.SH",
"rankLimit": 40,
"refreshRate": 15,
"rsiRate": 1.0001,
"dynamicRange": {
"baseIndexLevel": 2000.0,
"baseCapFloor": 7.0,
"capSpan": 10.0,
"xs": 0.008
},
"stockMaFilter": {
"shortDays": 5,
"midDays": 10,
"longDays": 20,
"rsiRate": 1.0001
},
"indexThrottle": {
"shortDays": 5,
"longDays": 10,
"rsiRate": 1.0001,
"defensiveExposure": 0.5
},
"stopLossMultiplier": 0.93,
"takeProfitMultiplier": 1.07,
"skipWindows": []
}
}