{
  "strategy_id": "benchmark-native-factor-overlay",
  "strategy_version_id": "1.0.0",
  "user_id": "2d84120b-567a-417e-b6a4-6ffedceb132f",
  "runtime": {
    "start_date": "2025-09-08",
    "end_date": "2025-09-12",
    "frequency": "1d",
    "source_table": "strategy_factory_source_lake.daily_source_rows_v1",
    "signal_symbol": "000300.SH",
    "benchmark_symbol": "000300.SH",
    "initial_cash": 10000000.0,
    "backtestDataBundleId": "bt_bundle_85825809f940ce489825",
    "backtestDataBundleHash": "c83203674aa4ba23eed0bbc043c2a53f13bcbc37f45c395b3fb8d560a4d14991"
  },
  "execution": {
    "matchingType": "current_bar_close",
    "rebalanceCashMode": "sell_then_buy",
    "sellThenBuyDelaySlippageRate": 0,
    "slippageModel": "price_ratio",
    "slippageValue": 0.002,
    "commissionRate": 0.0001,
    "minimumCommission": 0.0,
    "stampTaxRateBeforeChange": 0.001,
    "stampTaxRateAfterChange": 0.0005,
    "stampTaxChangeDate": "2023-08-28",
    "volumeLimit": true,
    "liquidityLimit": false,
    "volumePercent": 0.25,
    "riskPolicy": {
      "allowMarketOrders": true,
      "blacklistEnabled": true,
      "blacklistedSymbols": [],
      "commissionRate": 0.0001,
      "forbidSameDayRebuyAfterSell": false,
      "liquidityLimitEnabled": false,
      "liveTradingEnabled": false,
      "maxOrderNotional": 100000000,
      "maxOrderQuantity": 1000000,
      "maxSymbolPosition": 10000000,
      "minimumCommission": 0,
      "rejectBjseBuy": true,
      "rejectBjseSelection": false,
      "rejectInactiveBuy": true,
      "rejectInactiveSelection": false,
      "rejectInactiveSell": true,
      "rejectKcbBuy": false,
      "rejectKcbSelection": false,
      "rejectLowerLimitSelection": false,
      "rejectLowerLimitSell": true,
      "rejectNewListingBuy": true,
      "rejectNewListingSelection": false,
      "rejectOneYuanBuy": true,
      "rejectOneYuanSelection": false,
      "rejectPausedBuy": true,
      "rejectPausedSelection": false,
      "rejectPausedSell": true,
      "rejectStBuy": true,
      "rejectStSelection": false,
      "rejectStarStBuy": true,
      "rejectStarStSelection": false,
      "rejectUpperLimitBuy": true,
      "rejectUpperLimitSelection": false,
      "respectAllowBuySell": true,
      "stampTaxChangeDate": "2023-08-28",
      "stampTaxRateAfterChange": 0.0005,
      "stampTaxRateBeforeChange": 0.001,
      "volumeLimitEnabled": true,
      "volumePercent": 0.25
    }
  },
  "strategy_source": {
    "source_type": "platform-strategy",
    "language": "engine-script",
    "parser": "omniquant-engine-script-v2",
    "source_code": "strategy(\"许总_组合_backtest\") {\n  mode(\"rotation\")\n  market(\"CN_A\")\n  benchmark(\"000300.SH\")\n  signal(\"000300.SH\")\n  rebalance.every_days(1).at([\"09:30\"])\n  universe.include([\"688116.SH\", \"603200.SH\", \"300395.SZ\", \"600732.SH\", \"000063.SZ\", \"002625.SZ\", \"300811.SZ\", \"002851.SZ\", \"000988.SZ\", \"002281.SZ\", \"300205.SZ\", \"002239.SZ\", \"600079.SH\", \"600276.SH\", \"600909.SH\", \"002169.SZ\", \"603156.SH\", \"002654.SZ\", \"000999.SZ\", \"601066.SH\", \"603345.SH\", \"000333.SZ\", \"603726.SH\", \"688012.SH\"])\n  selection.limit(24)\n  selection.candidate_limit(24)\n  selection.market_cap_band(field=\"close\", lower=0, upper=1000000000000)\n  filter.stock_expr((close > 0)) && (ths_up_days_stock >= 1)\n  ordering.rank_expr((((((symbol == \"688116.SH\" || symbol == \"603200.SH\") || symbol == \"300395.SZ\") || ((symbol == \"600732.SH\" || symbol == \"000063.SZ\") || symbol == \"002625.SZ\")) || (((symbol == \"300811.SZ\" || symbol == \"002851.SZ\") || symbol == \"000988.SZ\") || ((symbol == \"002281.SZ\" || symbol == \"300205.SZ\") || symbol == \"002239.SZ\"))) || ((((symbol == \"600079.SH\" || symbol == \"600276.SH\") || symbol == \"600909.SH\") || ((symbol == \"002169.SZ\" || symbol == \"603156.SH\") || symbol == \"002654.SZ\")) || (((symbol == \"000999.SZ\" || symbol == \"601066.SH\") || symbol == \"603345.SH\") || ((symbol == \"000333.SZ\" || symbol == \"603726.SH\") || symbol == \"688012.SH\")))) ? (((((symbol == \"688116.SH\" || symbol == \"603200.SH\") || symbol == \"300395.SZ\") || ((symbol == \"600732.SH\" || symbol == \"000063.SZ\") || symbol == \"002625.SZ\")) || (((symbol == \"300811.SZ\" || symbol == \"002851.SZ\") || symbol == \"000988.SZ\") || ((symbol == \"002281.SZ\" || symbol == \"300205.SZ\") || symbol == \"002239.SZ\"))) ? ((((symbol == \"688116.SH\" || symbol == \"603200.SH\") || symbol == \"300395.SZ\") || ((symbol == \"600732.SH\" || symbol == \"000063.SZ\") || symbol == \"002625.SZ\")) ? (((symbol == \"688116.SH\" || symbol == \"603200.SH\") || symbol == \"300395.SZ\") ? ((symbol == \"688116.SH\" || symbol == \"603200.SH\") ? (symbol == \"688116.SH\" ? (0) : (1)) : (2)) : ((symbol == \"600732.SH\" || symbol == \"000063.SZ\") ? (symbol == \"600732.SH\" ? (3) : (4)) : (5))) : (((symbol == \"300811.SZ\" || symbol == \"002851.SZ\") || symbol == \"000988.SZ\") ? ((symbol == \"300811.SZ\" || symbol == \"002851.SZ\") ? (symbol == \"300811.SZ\" ? (6) : (7)) : (8)) : ((symbol == \"002281.SZ\" || symbol == \"300205.SZ\") ? (symbol == \"002281.SZ\" ? (9) : (10)) : (11)))) : ((((symbol == \"600079.SH\" || symbol == \"600276.SH\") || symbol == \"600909.SH\") || ((symbol == \"002169.SZ\" || symbol == \"603156.SH\") || symbol == \"002654.SZ\")) ? (((symbol == \"600079.SH\" || symbol == \"600276.SH\") || symbol == \"600909.SH\") ? ((symbol == \"600079.SH\" || symbol == \"600276.SH\") ? (symbol == \"600079.SH\" ? (12) : (13)) : (14)) : ((symbol == \"002169.SZ\" || symbol == \"603156.SH\") ? (symbol == \"002169.SZ\" ? (15) : (16)) : (17))) : (((symbol == \"000999.SZ\" || symbol == \"601066.SH\") || symbol == \"603345.SH\") ? ((symbol == \"000999.SZ\" || symbol == \"601066.SH\") ? (symbol == \"000999.SZ\" ? (18) : (19)) : (20)) : ((symbol == \"000333.SZ\" || symbol == \"603726.SH\") ? (symbol == \"000333.SZ\" ? (21) : (22)) : (23))))) : 24, \"asc\")\n  risk.index_exposure(max(0.0, 0.9000000000 - 0.0000 / max(total_equity, 1.0)))\n  allocation.buy_scale((((((symbol == \"688116.SH\" || symbol == \"603200.SH\") || symbol == \"300395.SZ\") || ((symbol == \"600732.SH\" || symbol == \"000063.SZ\") || symbol == \"002625.SZ\")) || (((symbol == \"300811.SZ\" || symbol == \"002851.SZ\") || symbol == \"000988.SZ\") || ((symbol == \"002281.SZ\" || symbol == \"300205.SZ\") || symbol == \"002239.SZ\"))) || ((((symbol == \"600079.SH\" || symbol == \"600276.SH\") || symbol == \"600909.SH\") || ((symbol == \"002169.SZ\" || symbol == \"603156.SH\") || symbol == \"002654.SZ\")) || (((symbol == \"000999.SZ\" || symbol == \"601066.SH\") || symbol == \"603345.SH\") || ((symbol == \"000333.SZ\" || symbol == \"603726.SH\") || symbol == \"688012.SH\")))) ? (((((symbol == \"688116.SH\" || symbol == \"603200.SH\") || (symbol == \"300395.SZ\" || symbol == \"600732.SH\")) || ((symbol == \"000063.SZ\" || symbol == \"002625.SZ\") || (symbol == \"300811.SZ\" || symbol == \"002851.SZ\"))) || (((symbol == \"000988.SZ\" || symbol == \"002281.SZ\") || (symbol == \"300205.SZ\" || symbol == \"002239.SZ\")) || ((symbol == \"600079.SH\" || symbol == \"600276.SH\") || (symbol == \"600909.SH\" || symbol == \"002169.SZ\")))) ? (1.0008000000) : (0.9984000000)) : 0.0)\n  risk.stop_loss(holding_return <= -0.0800000000)\n  risk.take_profit(holding_return >= 0.1600000000)\n  risk.reference_price_mode(\"position_average_entry_price\")\n  trading.daily_top_up(true)\n  trading.daily_position_target_adjust(true)\n  trading.target_portfolio_daily(true)\n  trading.rebalance_existing_positions(true)\n  trading.hold_until_exit(true)\n  trading.retry_empty_rebalance(true)\n  trading.release_slot_on_exit_signal(true)\n  trading.redistribute_target_weights_after_exit(true)\n  trading.reenter_exited_targets(true)\n  execution.matching_type(\"current_bar_close\")\n}"
  },
  "strategy_spec": {
    "benchmark": {
      "fallbackInstrumentId": "000300.SH",
      "instrumentId": "000300.SH",
      "note": "必须使用真实指数链路；若 000852.SH 不可用，应直接报错而不是退化到其他标的。"
    },
    "engineConfig": {
      "benchmarkSymbol": "000300.SH",
      "commissionRate": 0.0001,
      "dividendReinvestment": false,
      "dynamicRange": {
        "baseCapFloor": 7,
        "baseIndexLevel": 2000,
        "capSpan": 1000000000000,
        "xs": 0.008
      },
      "frequency": "1d",
      "indexThrottle": {
        "defensiveExposure": 0.5,
        "fullExposure": 1,
        "longDays": 10,
        "rsiRate": 1.0001,
        "shortDays": 5
      },
      "liquidityLimit": false,
      "matchingType": "current_bar_close",
      "minimumCommission": 0.0,
      "rankLimit": 24,
      "rebalanceCashMode": "sell_then_buy",
      "rebalanceSchedule": {
        "frequency": "daily",
        "time": "09:30"
      },
      "refreshRate": 1,
      "riskPolicy": {
        "allowMarketOrders": true,
        "blacklistEnabled": true,
        "blacklistedSymbols": [],
        "commissionRate": 0.0001,
        "forbidSameDayRebuyAfterSell": false,
        "liquidityLimitEnabled": false,
        "liveTradingEnabled": false,
        "maxOrderNotional": 100000000,
        "maxOrderQuantity": 1000000,
        "maxSymbolPosition": 10000000,
        "minimumCommission": 0,
        "rejectBjseBuy": true,
        "rejectBjseSelection": false,
        "rejectInactiveBuy": true,
        "rejectInactiveSelection": false,
        "rejectInactiveSell": true,
        "rejectKcbBuy": false,
        "rejectKcbSelection": false,
        "rejectLowerLimitSelection": false,
        "rejectLowerLimitSell": true,
        "rejectNewListingBuy": true,
        "rejectNewListingSelection": false,
        "rejectOneYuanBuy": true,
        "rejectOneYuanSelection": false,
        "rejectPausedBuy": true,
        "rejectPausedSelection": false,
        "rejectPausedSell": true,
        "rejectStBuy": true,
        "rejectStSelection": false,
        "rejectStarStBuy": true,
        "rejectStarStSelection": false,
        "rejectUpperLimitBuy": true,
        "rejectUpperLimitSelection": false,
        "respectAllowBuySell": true,
        "stampTaxChangeDate": "2023-08-28",
        "stampTaxRateAfterChange": 0.0005,
        "stampTaxRateBeforeChange": 0.001,
        "volumeLimitEnabled": true,
        "volumePercent": 0.25
      },
      "rsiRate": 1.0001,
      "sellThenBuyDelaySlippageRate": 0,
      "signalSymbol": "000300.SH",
      "skipWindows": [],
      "slippageModel": "price_ratio",
      "slippageValue": 0.002,
      "stampTaxChangeDate": "2023-08-28",
      "stampTaxRateAfterChange": 0.0005,
      "stampTaxRateBeforeChange": 0.001,
      "stockMaFilter": {
        "longDays": 20,
        "midDays": 10,
        "rsiRate": 1.0001,
        "shortDays": 5,
        "volumeLongDays": 60,
        "volumeShortDays": 5
      },
      "stopLossMultiplier": 0.93,
      "strictValueBudget": true,
      "takeProfitMultiplier": 1.07,
      "templateId": "许总_组合_backtest",
      "volumeLimit": true,
      "volumePercent": 0.25
    },
    "execution": {
      "commissionRate": 0.0001,
      "executionGranularity": "daily_or_minute_bar",
      "extractor": "omniquant-engine-script-v2",
      "frequency": "1d",
      "liquidityLimit": false,
      "matchingType": "current_bar_close",
      "minimumCommission": 0.0,
      "priceSource": "current_bar_close_or_next_bar_open_or_minute_bar",
      "rebalanceCashMode": "sell_then_buy",
      "riskPolicy": {
        "allowMarketOrders": true,
        "blacklistEnabled": true,
        "blacklistedSymbols": [],
        "commissionRate": 0.0001,
        "forbidSameDayRebuyAfterSell": false,
        "liquidityLimitEnabled": false,
        "liveTradingEnabled": false,
        "maxOrderNotional": 100000000,
        "maxOrderQuantity": 1000000,
        "maxSymbolPosition": 10000000,
        "minimumCommission": 0,
        "rejectBjseBuy": true,
        "rejectBjseSelection": false,
        "rejectInactiveBuy": true,
        "rejectInactiveSelection": false,
        "rejectInactiveSell": true,
        "rejectKcbBuy": false,
        "rejectKcbSelection": false,
        "rejectLowerLimitSelection": false,
        "rejectLowerLimitSell": true,
        "rejectNewListingBuy": true,
        "rejectNewListingSelection": false,
        "rejectOneYuanBuy": true,
        "rejectOneYuanSelection": false,
        "rejectPausedBuy": true,
        "rejectPausedSelection": false,
        "rejectPausedSell": true,
        "rejectStBuy": true,
        "rejectStSelection": false,
        "rejectStarStBuy": true,
        "rejectStarStSelection": false,
        "rejectUpperLimitBuy": true,
        "rejectUpperLimitSelection": false,
        "respectAllowBuySell": true,
        "stampTaxChangeDate": "2023-08-28",
        "stampTaxRateAfterChange": 0.0005,
        "stampTaxRateBeforeChange": 0.001,
        "volumeLimitEnabled": true,
        "volumePercent": 0.25
      },
      "selectionGranularity": "strategy_factory_source_lake.daily_source_rows_v1",
      "sellThenBuyDelaySlippageRate": 0,
      "slippageModel": "price_ratio",
      "slippageValue": 0.002,
      "sourceKind": "platform-strategy",
      "sourceLanguage": "engine-script",
      "stampTaxChangeDate": "2023-08-28",
      "stampTaxRateAfterChange": 0.0005,
      "stampTaxRateBeforeChange": 0.001,
      "strictValueBudget": true,
      "volumeLimit": true,
      "volumePercent": 0.25
    },
    "factorRefs": [
      "close",
      "ths_up_days_stock"
    ],
    "factorValueBindings": [],
    "market": "CN_A",
    "metadata": {
      "backtestDataBundle": {
        "sourceTable": "strategy_factory_source_lake.daily_source_rows_v1",
        "backtestDataBundleId": "bt_bundle_85825809f940ce489825",
        "backtestDataBundleHash": "c83203674aa4ba23eed0bbc043c2a53f13bcbc37f45c395b3fb8d560a4d14991"
      },
      "backtestDataBundleHash": "c83203674aa4ba23eed0bbc043c2a53f13bcbc37f45c395b3fb8d560a4d14991",
      "backtestDataBundleId": "bt_bundle_85825809f940ce489825",
      "sourceTable": "strategy_factory_source_lake.daily_source_rows_v1",
      "strategyExecutionContract": {
        "commissionRate": "0.0001",
        "dynamicSlippageImpact": "0",
        "dynamicSlippageMax": "0",
        "dynamicSlippageVolatility": "0",
        "frequency": "1d",
        "hash": "fnv1a-66a4a68e",
        "liquidityLimitEnabled": false,
        "matchingType": "current_bar_close",
        "minimumCommission": "0",
        "rebalanceCashMode": "sell_then_buy",
        "riskPolicy": {
          "allowMarketOrders": true,
          "blacklistEnabled": true,
          "blacklistedSymbols": [],
          "commissionRate": 0.0001,
          "forbidSameDayRebuyAfterSell": false,
          "liquidityLimitEnabled": false,
          "liveTradingEnabled": false,
          "maxOrderNotional": 100000000,
          "maxOrderQuantity": 1000000,
          "maxSymbolPosition": 10000000,
          "minimumCommission": 0,
          "rejectBjseBuy": true,
          "rejectBjseSelection": false,
          "rejectInactiveBuy": true,
          "rejectInactiveSelection": false,
          "rejectInactiveSell": true,
          "rejectKcbBuy": false,
          "rejectKcbSelection": false,
          "rejectLowerLimitSelection": false,
          "rejectLowerLimitSell": true,
          "rejectNewListingBuy": true,
          "rejectNewListingSelection": false,
          "rejectOneYuanBuy": true,
          "rejectOneYuanSelection": false,
          "rejectPausedBuy": true,
          "rejectPausedSelection": false,
          "rejectPausedSell": true,
          "rejectStBuy": true,
          "rejectStSelection": false,
          "rejectStarStBuy": true,
          "rejectStarStSelection": false,
          "rejectUpperLimitBuy": true,
          "rejectUpperLimitSelection": false,
          "respectAllowBuySell": true,
          "stampTaxChangeDate": "2023-08-28",
          "stampTaxRateAfterChange": 0.0005,
          "stampTaxRateBeforeChange": 0.001,
          "volumeLimitEnabled": true,
          "volumePercent": 0.25
        },
        "sellThenBuyDelaySlippageRate": "0",
        "slippageMode": "fixed",
        "slippageRate": "0.002",
        "stampTaxChangeDate": "2023-08-28",
        "stampTaxRateAfterChange": "0.0005",
        "stampTaxRateBeforeChange": "0.001",
        "version": "fidc-strategy-execution-v1",
        "volumeLimitEnabled": true,
        "volumePercent": "0.25"
      },
      "strategyExecutionContractHash": "fnv1a-66a4a68e",
      "strategyExecutionContractVersion": "fidc-strategy-execution-v1",
      "strategyRiskPolicyVersion": "fidc-risk-policy-v2"
    },
    "mode": "rotation",
    "rebalance": {
      "dailyApproximation": "日线回测按 matching_type 撮合；分钟线回测按交易时刻分钟价格撮合",
      "frequencyDays": 1,
      "schedule": {
        "frequency": "daily",
        "time": "09:30"
      },
      "tradeTimes": [
        "09:30"
      ]
    },
    "risk": {
      "indexThrottleExpr": "max(0.0, 0.9000000000 - 0.0000 / max(total_equity, 1.0))",
      "stopLossExpr": "holding_return <= -0.0800000000",
      "stopTakeReferencePriceMode": "position_average_entry_price",
      "takeProfitExpr": "holding_return >= 0.1600000000"
    },
    "runtimeExpressions": {
      "allocation": {
        "buyScaleExpr": "(((((symbol == \"688116.SH\" || symbol == \"603200.SH\") || symbol == \"300395.SZ\") || ((symbol == \"600732.SH\" || symbol == \"000063.SZ\") || symbol == \"002625.SZ\")) || (((symbol == \"300811.SZ\" || symbol == \"002851.SZ\") || symbol == \"000988.SZ\") || ((symbol == \"002281.SZ\" || symbol == \"300205.SZ\") || symbol == \"002239.SZ\"))) || ((((symbol == \"600079.SH\" || symbol == \"600276.SH\") || symbol == \"600909.SH\") || ((symbol == \"002169.SZ\" || symbol == \"603156.SH\") || symbol == \"002654.SZ\")) || (((symbol == \"000999.SZ\" || symbol == \"601066.SH\") || symbol == \"603345.SH\") || ((symbol == \"000333.SZ\" || symbol == \"603726.SH\") || symbol == \"688012.SH\")))) ? (((((symbol == \"688116.SH\" || symbol == \"603200.SH\") || (symbol == \"300395.SZ\" || symbol == \"600732.SH\")) || ((symbol == \"000063.SZ\" || symbol == \"002625.SZ\") || (symbol == \"300811.SZ\" || symbol == \"002851.SZ\"))) || (((symbol == \"000988.SZ\" || symbol == \"002281.SZ\") || (symbol == \"300205.SZ\" || symbol == \"002239.SZ\")) || ((symbol == \"600079.SH\" || symbol == \"600276.SH\") || (symbol == \"600909.SH\" || symbol == \"002169.SZ\")))) ? (1.0008000000) : (0.9984000000)) : 0.0"
      },
      "ordering": {
        "rankBy": "market_cap",
        "rankExpr": "(((((symbol == \"688116.SH\" || symbol == \"603200.SH\") || symbol == \"300395.SZ\") || ((symbol == \"600732.SH\" || symbol == \"000063.SZ\") || symbol == \"002625.SZ\")) || (((symbol == \"300811.SZ\" || symbol == \"002851.SZ\") || symbol == \"000988.SZ\") || ((symbol == \"002281.SZ\" || symbol == \"300205.SZ\") || symbol == \"002239.SZ\"))) || ((((symbol == \"600079.SH\" || symbol == \"600276.SH\") || symbol == \"600909.SH\") || ((symbol == \"002169.SZ\" || symbol == \"603156.SH\") || symbol == \"002654.SZ\")) || (((symbol == \"000999.SZ\" || symbol == \"601066.SH\") || symbol == \"603345.SH\") || ((symbol == \"000333.SZ\" || symbol == \"603726.SH\") || symbol == \"688012.SH\")))) ? (((((symbol == \"688116.SH\" || symbol == \"603200.SH\") || symbol == \"300395.SZ\") || ((symbol == \"600732.SH\" || symbol == \"000063.SZ\") || symbol == \"002625.SZ\")) || (((symbol == \"300811.SZ\" || symbol == \"002851.SZ\") || symbol == \"000988.SZ\") || ((symbol == \"002281.SZ\" || symbol == \"300205.SZ\") || symbol == \"002239.SZ\"))) ? ((((symbol == \"688116.SH\" || symbol == \"603200.SH\") || symbol == \"300395.SZ\") || ((symbol == \"600732.SH\" || symbol == \"000063.SZ\") || symbol == \"002625.SZ\")) ? (((symbol == \"688116.SH\" || symbol == \"603200.SH\") || symbol == \"300395.SZ\") ? ((symbol == \"688116.SH\" || symbol == \"603200.SH\") ? (symbol == \"688116.SH\" ? (0) : (1)) : (2)) : ((symbol == \"600732.SH\" || symbol == \"000063.SZ\") ? (symbol == \"600732.SH\" ? (3) : (4)) : (5))) : (((symbol == \"300811.SZ\" || symbol == \"002851.SZ\") || symbol == \"000988.SZ\") ? ((symbol == \"300811.SZ\" || symbol == \"002851.SZ\") ? (symbol == \"300811.SZ\" ? (6) : (7)) : (8)) : ((symbol == \"002281.SZ\" || symbol == \"300205.SZ\") ? (symbol == \"002281.SZ\" ? (9) : (10)) : (11)))) : ((((symbol == \"600079.SH\" || symbol == \"600276.SH\") || symbol == \"600909.SH\") || ((symbol == \"002169.SZ\" || symbol == \"603156.SH\") || symbol == \"002654.SZ\")) ? (((symbol == \"600079.SH\" || symbol == \"600276.SH\") || symbol == \"600909.SH\") ? ((symbol == \"600079.SH\" || symbol == \"600276.SH\") ? (symbol == \"600079.SH\" ? (12) : (13)) : (14)) : ((symbol == \"002169.SZ\" || symbol == \"603156.SH\") ? (symbol == \"002169.SZ\" ? (15) : (16)) : (17))) : (((symbol == \"000999.SZ\" || symbol == \"601066.SH\") || symbol == \"603345.SH\") ? ((symbol == \"000999.SZ\" || symbol == \"601066.SH\") ? (symbol == \"000999.SZ\" ? (18) : (19)) : (20)) : ((symbol == \"000333.SZ\" || symbol == \"603726.SH\") ? (symbol == \"000333.SZ\" ? (21) : (22)) : (23))))) : 24",
        "rankOrder": "asc"
      },
      "prelude": "",
      "risk": {
        "exposureExpr": "max(0.0, 0.9000000000 - 0.0000 / max(total_equity, 1.0))",
        "stopLossExpr": "holding_return <= -0.0800000000",
        "stopTakeReferencePriceMode": "position_average_entry_price",
        "takeProfitExpr": "holding_return >= 0.1600000000"
      },
      "schedule": {
        "frequency": "daily",
        "time": "09:30"
      },
      "selection": {
        "candidateLimitExpr": "24",
        "limitExpr": "24",
        "marketCapField": "close",
        "marketCapLowerExpr": "0",
        "marketCapUpperExpr": "1000000000000",
        "stockFilterExpr": "((close > 0)) && (ths_up_days_stock >= 1)"
      },
      "trading": {
        "actions": [],
        "dailyPositionTargetAdjust": true,
        "dailyTopUp": true,
        "holdUntilExit": true,
        "rebalanceExistingPositions": true,
        "redistributeTargetWeightsAfterExit": true,
        "reenterExitedTargets": true,
        "releaseSlotOnExitSignal": true,
        "retryEmptyRebalance": true,
        "rotationEnabled": true,
        "stage": "on_day",
        "subscriptionGuardRequired": false,
        "targetPortfolioDaily": true
      }
    },
    "seasonality": {
      "skipWindows": []
    },
    "selectors": [
      {
        "field": "market_cap",
        "lowerExpr": "0",
        "mapping": "close -> strategy_factory_source_lake.runtime_fields.close",
        "type": "dynamicRange",
        "upperExpr": "1000000000000"
      },
      {
        "expr": "((close > 0)) && (ths_up_days_stock >= 1)",
        "type": "filter"
      },
      {
        "limitExpr": "24",
        "orderBy": [
          "market_cap asc"
        ],
        "type": "rank"
      }
    ],
    "signalSymbol": "000300.SH",
    "sourceCode": "strategy(\"许总_组合_backtest\") {\n  mode(\"rotation\")\n  market(\"CN_A\")\n  benchmark(\"000300.SH\")\n  signal(\"000300.SH\")\n  rebalance.every_days(1).at([\"09:30\"])\n  universe.include([\"688116.SH\", \"603200.SH\", \"300395.SZ\", \"600732.SH\", \"000063.SZ\", \"002625.SZ\", \"300811.SZ\", \"002851.SZ\", \"000988.SZ\", \"002281.SZ\", \"300205.SZ\", \"002239.SZ\", \"600079.SH\", \"600276.SH\", \"600909.SH\", \"002169.SZ\", \"603156.SH\", \"002654.SZ\", \"000999.SZ\", \"601066.SH\", \"603345.SH\", \"000333.SZ\", \"603726.SH\", \"688012.SH\"])\n  selection.limit(24)\n  selection.candidate_limit(24)\n  selection.market_cap_band(field=\"close\", lower=0, upper=1000000000000)\n  filter.stock_expr((close > 0)) && (ths_up_days_stock >= 1)\n  ordering.rank_expr((((((symbol == \"688116.SH\" || symbol == \"603200.SH\") || symbol == \"300395.SZ\") || ((symbol == \"600732.SH\" || symbol == \"000063.SZ\") || symbol == \"002625.SZ\")) || (((symbol == \"300811.SZ\" || symbol == \"002851.SZ\") || symbol == \"000988.SZ\") || ((symbol == \"002281.SZ\" || symbol == \"300205.SZ\") || symbol == \"002239.SZ\"))) || ((((symbol == \"600079.SH\" || symbol == \"600276.SH\") || symbol == \"600909.SH\") || ((symbol == \"002169.SZ\" || symbol == \"603156.SH\") || symbol == \"002654.SZ\")) || (((symbol == \"000999.SZ\" || symbol == \"601066.SH\") || symbol == \"603345.SH\") || ((symbol == \"000333.SZ\" || symbol == \"603726.SH\") || symbol == \"688012.SH\")))) ? (((((symbol == \"688116.SH\" || symbol == \"603200.SH\") || symbol == \"300395.SZ\") || ((symbol == \"600732.SH\" || symbol == \"000063.SZ\") || symbol == \"002625.SZ\")) || (((symbol == \"300811.SZ\" || symbol == \"002851.SZ\") || symbol == \"000988.SZ\") || ((symbol == \"002281.SZ\" || symbol == \"300205.SZ\") || symbol == \"002239.SZ\"))) ? ((((symbol == \"688116.SH\" || symbol == \"603200.SH\") || symbol == \"300395.SZ\") || ((symbol == \"600732.SH\" || symbol == \"000063.SZ\") || symbol == \"002625.SZ\")) ? (((symbol == \"688116.SH\" || symbol == \"603200.SH\") || symbol == \"300395.SZ\") ? ((symbol == \"688116.SH\" || symbol == \"603200.SH\") ? (symbol == \"688116.SH\" ? (0) : (1)) : (2)) : ((symbol == \"600732.SH\" || symbol == \"000063.SZ\") ? (symbol == \"600732.SH\" ? (3) : (4)) : (5))) : (((symbol == \"300811.SZ\" || symbol == \"002851.SZ\") || symbol == \"000988.SZ\") ? ((symbol == \"300811.SZ\" || symbol == \"002851.SZ\") ? (symbol == \"300811.SZ\" ? (6) : (7)) : (8)) : ((symbol == \"002281.SZ\" || symbol == \"300205.SZ\") ? (symbol == \"002281.SZ\" ? (9) : (10)) : (11)))) : ((((symbol == \"600079.SH\" || symbol == \"600276.SH\") || symbol == \"600909.SH\") || ((symbol == \"002169.SZ\" || symbol == \"603156.SH\") || symbol == \"002654.SZ\")) ? (((symbol == \"600079.SH\" || symbol == \"600276.SH\") || symbol == \"600909.SH\") ? ((symbol == \"600079.SH\" || symbol == \"600276.SH\") ? (symbol == \"600079.SH\" ? (12) : (13)) : (14)) : ((symbol == \"002169.SZ\" || symbol == \"603156.SH\") ? (symbol == \"002169.SZ\" ? (15) : (16)) : (17))) : (((symbol == \"000999.SZ\" || symbol == \"601066.SH\") || symbol == \"603345.SH\") ? ((symbol == \"000999.SZ\" || symbol == \"601066.SH\") ? (symbol == \"000999.SZ\" ? (18) : (19)) : (20)) : ((symbol == \"000333.SZ\" || symbol == \"603726.SH\") ? (symbol == \"000333.SZ\" ? (21) : (22)) : (23))))) : 24, \"asc\")\n  risk.index_exposure(max(0.0, 0.9000000000 - 0.0000 / max(total_equity, 1.0)))\n  allocation.buy_scale((((((symbol == \"688116.SH\" || symbol == \"603200.SH\") || symbol == \"300395.SZ\") || ((symbol == \"600732.SH\" || symbol == \"000063.SZ\") || symbol == \"002625.SZ\")) || (((symbol == \"300811.SZ\" || symbol == \"002851.SZ\") || symbol == \"000988.SZ\") || ((symbol == \"002281.SZ\" || symbol == \"300205.SZ\") || symbol == \"002239.SZ\"))) || ((((symbol == \"600079.SH\" || symbol == \"600276.SH\") || symbol == \"600909.SH\") || ((symbol == \"002169.SZ\" || symbol == \"603156.SH\") || symbol == \"002654.SZ\")) || (((symbol == \"000999.SZ\" || symbol == \"601066.SH\") || symbol == \"603345.SH\") || ((symbol == \"000333.SZ\" || symbol == \"603726.SH\") || symbol == \"688012.SH\")))) ? (((((symbol == \"688116.SH\" || symbol == \"603200.SH\") || (symbol == \"300395.SZ\" || symbol == \"600732.SH\")) || ((symbol == \"000063.SZ\" || symbol == \"002625.SZ\") || (symbol == \"300811.SZ\" || symbol == \"002851.SZ\"))) || (((symbol == \"000988.SZ\" || symbol == \"002281.SZ\") || (symbol == \"300205.SZ\" || symbol == \"002239.SZ\")) || ((symbol == \"600079.SH\" || symbol == \"600276.SH\") || (symbol == \"600909.SH\" || symbol == \"002169.SZ\")))) ? (1.0008000000) : (0.9984000000)) : 0.0)\n  risk.stop_loss(holding_return <= -0.0800000000)\n  risk.take_profit(holding_return >= 0.1600000000)\n  risk.reference_price_mode(\"position_average_entry_price\")\n  trading.daily_top_up(true)\n  trading.daily_position_target_adjust(true)\n  trading.target_portfolio_daily(true)\n  trading.rebalance_existing_positions(true)\n  trading.hold_until_exit(true)\n  trading.retry_empty_rebalance(true)\n  trading.release_slot_on_exit_signal(true)\n  trading.redistribute_target_weights_after_exit(true)\n  trading.reenter_exited_targets(true)\n  execution.matching_type(\"current_bar_close\")\n}",
    "strategyId": "许总_组合_backtest",
    "universe": {
      "exclude": [],
      "implementationNotes": [
        "ST、停牌、退市、新股、科创、一元、涨跌停、同日卖出禁买、成交量和费用由 riskPolicy / RiskLimits 统一执行",
        "上市日期与退市日期取自 instrument 结构化字段，不再使用股票名称做 ST/退市判断",
        "盘中 current_price / last_price 由策略交易时刻批量 tick 查询驱动"
      ],
      "include": [
        "688116.SH",
        "603200.SH",
        "300395.SZ",
        "600732.SH",
        "000063.SZ",
        "002625.SZ",
        "300811.SZ",
        "002851.SZ",
        "000988.SZ",
        "002281.SZ",
        "300205.SZ",
        "002239.SZ",
        "600079.SH",
        "600276.SH",
        "600909.SH",
        "002169.SZ",
        "603156.SH",
        "002654.SZ",
        "000999.SZ",
        "601066.SH",
        "603345.SH",
        "000333.SZ",
        "603726.SH",
        "688012.SH"
      ]
    },
    "version": "1.0.0",
    "stockPoolFactorContract": {
      "schemaVersion": 1,
      "entryLogic": "all",
      "exitLogic": "any",
      "conditions": [
        {
          "factorRef": "up_days_stock",
          "label": "连涨天数",
          "role": "selection",
          "registryRole": "selection_feature",
          "roleRegistrySha256": "1d0b307c168feda08d5fbe20f0e88964230553f8ceb2017b66aec48dbd5a5b57",
          "roleEvidence": {
            "role": "selection_feature",
            "polarity": "trend_persistence_positive",
            "signalShape": "state",
            "holdingStates": [
              "flat"
            ],
            "requiredConfirmations": [],
            "cooldownTradingDays": 0,
            "windowTradingDays": 1,
            "recommendedParameters": {
              "inputUnit": "days",
              "minimum": 0
            }
          },
          "operator": ">=",
          "threshold": 1,
          "semantic": {
            "ref": "up_days_stock",
            "label": "连涨天数",
            "status": "available",
            "queryable": true,
            "source": "strategy-factory-source-lake:indicator",
            "schema": "strategy-factory.value-semantics/v1",
            "valueType": "integer",
            "semanticType": "count",
            "comparisonGroup": "count",
            "storageUnit": "days",
            "inputUnit": "days",
            "inputScale": 1.0,
            "allowedOperators": [
              ">",
              ">=",
              "<",
              "<=",
              "==",
              "!=",
              "between",
              "in"
            ],
            "nullable": true,
            "declared": true,
            "metadataStatus": "declared",
            "semanticProvenance": "explicit_manifest",
            "businessSemanticDeclared": true,
            "minimum": 0,
            "backtestBinding": {
              "field": "ths_up_days_stock",
              "sourceDataset": "indicators_up_days_stock"
            },
            "tradingRoles": [
              {
                "role": "selection_feature",
                "polarity": "trend_persistence_positive",
                "signalShape": "state",
                "holdingStates": [
                  "flat"
                ],
                "requiredConfirmations": [],
                "cooldownTradingDays": 0,
                "windowTradingDays": 1,
                "recommendedParameters": {
                  "inputUnit": "days",
                  "minimum": 0
                }
              }
            ],
            "tradingRoleTradable": true,
            "tradingRoleEvidenceStatus": "source_lake_registered_indicator",
            "tradingRoleRegistrySha256": "1d0b307c168feda08d5fbe20f0e88964230553f8ceb2017b66aec48dbd5a5b57"
          }
        }
      ]
    }
  }
}