Improve jq microcap execution semantics
This commit is contained in:
36
data/demo/聚宽微盘股策略.engine_spec.json
Normal file
36
data/demo/聚宽微盘股策略.engine_spec.json
Normal 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": []
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user