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删除隐藏兼容模式并统一撮合风控

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This commit is contained in:
boris
2026-08-01 12:37:31 +08:00
parent ca9732ecb2
commit d21680ed4f
8 changed files with 441 additions and 949 deletions
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crates/fidc-core/src/strategy.rs
+4 -33
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@@ -1655,6 +1655,7 @@ pub struct OmniMicroCapConfig {
pub stock_long_ma_days: usize,
pub stock_volume_short_ma_days: usize,
pub stock_volume_long_ma_days: usize,
pub stock_volume_filter_enabled: bool,
pub rsi_rate: f64,
pub trade_rate: f64,
pub stop_loss_ratio: f64,
@@ -1684,6 +1685,7 @@ impl OmniMicroCapConfig {
stock_long_ma_days: 20,
stock_volume_short_ma_days: 5,
stock_volume_long_ma_days: 60,
stock_volume_filter_enabled: true,
rsi_rate: 1.0001,
trade_rate: 0.5,
stop_loss_ratio: 0.93,
@@ -1695,35 +1697,6 @@ impl OmniMicroCapConfig {
}
}
pub fn aiquant_v104() -> Self {
Self {
strategy_name: "aiquant-v1.0.4".to_string(),
refresh_rate: 120,
stocknum: 5,
xs: 4.0 / 500.0,
base_index_level: 2000.0,
base_cap_floor: 7.0,
cap_span: 10.0,
padding_ratio: 1.2,
min_padding: 29.5,
max_padding: 50.0,
benchmark_signal_symbol: "000852.SH".to_string(),
benchmark_short_ma_days: 5,
benchmark_long_ma_days: 20,
stock_short_ma_days: 5,
stock_mid_ma_days: 10,
stock_long_ma_days: 30,
stock_volume_short_ma_days: 5,
stock_volume_long_ma_days: 60,
rsi_rate: 1.0001,
trade_rate: 0.5,
stop_loss_ratio: 0.92,
take_profit_ratio: 1.16,
skip_month_day_ranges: Vec::new(),
risk_config: FidcRiskControlConfig::default(),
}
}
fn in_skip_window(&self, date: NaiveDate) -> bool {
let year = date.year() as u32;
let month = date.month();
@@ -2433,10 +2406,7 @@ impl OmniMicroCapStrategy {
return false;
}
if self.config.strategy_name.contains("aiquant")
|| self.config.strategy_name.contains("AiQuant")
|| self.config.strategy_name.contains("omni")
{
if self.config.stock_volume_filter_enabled {
let Some(volume_ma5) = ctx.data.market_decision_volume_moving_average(
date,
symbol,
@@ -3018,6 +2988,7 @@ mod tests {
default_cfg.stock_short_ma_days = 1;
default_cfg.stock_mid_ma_days = 2;
default_cfg.stock_long_ma_days = 3;
default_cfg.stock_volume_filter_enabled = false;
let default_strategy = OmniMicroCapStrategy::new(default_cfg.clone());
let (default_selected, _) = default_strategy
.select_symbols(&ctx, dates[2], 0.0, 100.0)