22 lines
1.1 KiB
Markdown
22 lines
1.1 KiB
Markdown
聚宽原始脚本 `/Users/boris/WorkSpace/fidc-backtest-engine/聚宽微盘股策略.py` 已映射到
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`聚宽微盘股策略.engine_spec.json`。
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映射关系：
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- `g.refresh_rate = 15` -> `engineConfig.refreshRate = 15`
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- `g.stocknum = 40` -> `engineConfig.rankLimit = 40`
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- `g.XS = 4 / 500` -> `engineConfig.dynamicRange.xs = 0.008`
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- `current_price` 基准指数 `000001.XSHG` -> `signalSymbol = 000001.SH`
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- `set_benchmark('000852.XSHG')` -> `benchmark.instrumentId = 000852.SH`
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- `g.CloseRate = 1.07` -> `takeProfitMultiplier = 1.07`
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- `g.LossRate = 0.93` -> `stopLossMultiplier = 0.93`
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- `g.RSIRate = 1.0001` -> `rsiRate = 1.0001`
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- `g.TradeRate = 0.5` -> `indexThrottle.defensiveExposure = 0.5`
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- 个股均线过滤 `5/10/20` -> `stockMaFilter.short/mid/longDays`
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- 指数均线过滤 `5/10` -> `indexThrottle.short/longDays`
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说明：
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- 原脚本里 `validate_date()` 虽然定义了停运窗口，但 `check_stocks()` 里紧接着把 `g.OpenYN = 1` 强制打开，
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所以实际执行日志中停运窗口无效。当前 spec 因此使用 `skipWindows = []`，以匹配真实聚宽执行结果。
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