更新策略生成三年收益目标
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@@ -118,7 +118,7 @@ pub struct StrategyAiOptimizeRequest {
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pub holding_count_contract: Option<StrategyAiHoldingCountContract>,
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}
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const DEFAULT_THREE_YEAR_RETURN_TARGET_PROMPT: &str = "默认收益目标:用户没有明确指定更高收益阈值时,三年回测区间策略总收益 >= 150% 即视为满足收益目标;达到该阈值后可以继续优化夏普、回撤、换手和稳定性,但不得把已达标策略判为失败或为了追更高收益破坏无未来数据、持仓数量和同条件对账合同。";
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const DEFAULT_THREE_YEAR_RETURN_TARGET_PROMPT: &str = "默认收益目标:用户没有明确指定更高收益阈值时,三年回测区间策略总收益严格 > 120% 才视为满足收益目标,120.00% 本身不算达标;达到该阈值后可以继续优化夏普、回撤、换手和稳定性,但不得把已达标策略判为失败或为了追更高收益破坏无未来数据、持仓数量和同条件对账合同。";
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const DEFAULT_RISK_POLICY_DSL_PROMPT: &str = "reject_st_selection=false、reject_st_buy=true、reject_star_st_selection=false、reject_star_st_buy=true、reject_paused_selection=false、reject_paused_buy=true、reject_paused_sell=true、reject_inactive_selection=false、reject_inactive_buy=true、reject_inactive_sell=true、reject_new_listing_selection=false、reject_new_listing_buy=true、reject_kcb_selection=false、reject_kcb_buy=true、reject_bjse_selection=false、reject_bjse_buy=true、reject_one_yuan_selection=false、reject_one_yuan_buy=true、respect_allow_buy_sell=true、reject_upper_limit_selection=false、reject_lower_limit_selection=false、reject_upper_limit_buy=true、reject_lower_limit_sell=true、forbid_same_day_rebuy_after_sell=true、blacklist_enabled=true、allow_market_orders=true、live_trading_enabled=false、volume_limit_enabled=true、liquidity_limit_enabled=true、volume_percent=0.25、commission_rate=0.0003、minimum_commission=5、stamp_tax_rate_before_change=0.001、stamp_tax_rate_after_change=0.0005、stamp_tax_change_date=\"2023-08-28\"";
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const DEFAULT_RISK_POLICY_DSL_CODE: &str = "reject_st_selection=false, reject_st_buy=true, reject_star_st_selection=false, reject_star_st_buy=true, reject_paused_selection=false, reject_paused_buy=true, reject_paused_sell=true, reject_inactive_selection=false, reject_inactive_buy=true, reject_inactive_sell=true, reject_new_listing_selection=false, reject_new_listing_buy=true, reject_kcb_selection=false, reject_kcb_buy=true, reject_bjse_selection=false, reject_bjse_buy=true, reject_one_yuan_selection=false, reject_one_yuan_buy=true, respect_allow_buy_sell=true, reject_upper_limit_selection=false, reject_lower_limit_selection=false, reject_upper_limit_buy=true, reject_lower_limit_sell=true, forbid_same_day_rebuy_after_sell=true, blacklist_enabled=true, allow_market_orders=true, live_trading_enabled=false, volume_limit_enabled=true, liquidity_limit_enabled=true, volume_percent=0.25, commission_rate=0.0003, minimum_commission=5, stamp_tax_rate_before_change=0.001, stamp_tax_rate_after_change=0.0005, stamp_tax_change_date=\"2023-08-28\"";
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@@ -640,7 +640,7 @@ mod tests {
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},
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);
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assert!(prompt.contains("三年回测区间策略总收益 >= 150% 即视为满足收益目标"));
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assert!(prompt.contains("三年回测区间策略总收益严格 > 120% 才视为满足收益目标"));
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assert!(prompt.contains("不得把已达标策略判为失败"));
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assert!(prompt.contains("Strategy Factory Source Lake 已注册 source rows 字段"));
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assert!(prompt.contains("不要回退 ficlaw-data"));
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@@ -673,7 +673,7 @@ mod tests {
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},
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);
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assert!(prompt.contains("三年回测区间策略总收益 >= 150% 即视为满足收益目标"));
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assert!(prompt.contains("三年回测区间策略总收益严格 > 120% 才视为满足收益目标"));
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assert!(prompt.contains("继续优化夏普、回撤、换手和稳定性"));
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assert!(prompt.contains("Strategy Factory Source Lake 已注册并完成 PIT/as-of 审计"));
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assert!(prompt.contains("不要回退 ficlaw-data"));
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