54 lines
1.5 KiB
Python
54 lines
1.5 KiB
Python
"""
|
|
grid_seeker v6.6 评分配置常量
|
|
"""
|
|
from pathlib import Path
|
|
import config as app_config
|
|
|
|
# ---- 网格交易参数 ----
|
|
GRID_LOW = 1 # 网格下限
|
|
GRID_HIGH = 11 # 网格上限
|
|
GRID_STEP = 1 # 网格间距（整数格）
|
|
|
|
# ---- 候选股过滤 ----
|
|
FILTER_MIN_CLOSE = 8 # 最低收盘价
|
|
FILTER_MAX_CLOSE = 13 # 最高收盘价
|
|
REQUIRE_DAYS = 120 # 最少交易日数
|
|
|
|
# ---- 窗口参数 ----
|
|
WINDOW_180D = 180 # 长窗口（情绪特征）
|
|
WINDOW_60D = 60 # 中窗口
|
|
WINDOW_20D = 20 # 短窗口（独立性特征）
|
|
ATR_PERIOD = 14 # ATR 周期
|
|
|
|
# ---- 指数 ----
|
|
HS300_CODE = '000300' # 沪深300基准指数
|
|
TRACKED_INDICES = [
|
|
'000001', # 上证指数
|
|
'000300', # 沪深300
|
|
'000852', # 中证1000
|
|
'000905', # 中证500
|
|
'399001', # 深证成指
|
|
'399006', # 创业板指
|
|
]
|
|
|
|
# ---- 市场状态 ----
|
|
PANIC_ADVANCE_RATIO = 0.20 # 恐慌日涨跌比阈值
|
|
GREED_ADVANCE_RATIO = 0.55 # 贪婪日涨跌比阈值
|
|
PANIC_TURNOVER_RATIO = 1.5 # 恐慌日量比阈值
|
|
|
|
# ---- 模型文件 ----
|
|
def model_dir() -> Path:
|
|
"""模型文件目录"""
|
|
return app_config.app_dir() / 'models'
|
|
|
|
def get_model_path(name: str) -> Path:
|
|
"""获取指定模型文件路径"""
|
|
return model_dir() / f'{name}.pkl'
|
|
|
|
# 3 级模型文件名 (v6.6)
|
|
RANK_MODEL = 'rank'
|
|
TOP_MODEL = 'top'
|
|
STACKING_MODEL = 'stacking'
|
|
|
|
# Stacking 选股阈值 (v6.7r3 最优阈值 0.331)
|
|
STACKING_THRESHOLD = 0.33 |