54 lines
1.6 KiB
Python
54 lines
1.6 KiB
Python
"""
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grid_seeker v6.6 评分配置常量
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"""
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from pathlib import Path
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import config as app_config
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# ---- 网格交易参数 ----
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GRID_LOW = 1 # 网格下限
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GRID_HIGH = 11 # 网格上限
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GRID_STEP = 1 # 网格间距（整数格）
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# ---- 候选股过滤 ----
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FILTER_MIN_CLOSE = 5 # 最低收盘价（覆盖网格策略持仓股）
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FILTER_MAX_CLOSE = 13 # 最高收盘价
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REQUIRE_DAYS = 120 # 最少交易日数
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# ---- 窗口参数 ----
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WINDOW_180D = 180 # 长窗口（情绪特征）
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WINDOW_60D = 60 # 中窗口
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WINDOW_20D = 20 # 短窗口（独立性特征）
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ATR_PERIOD = 14 # ATR 周期
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# ---- 指数 ----
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HS300_CODE = '000300' # 沪深300基准指数
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TRACKED_INDICES = [
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'000001', # 上证指数
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'000300', # 沪深300
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'000852', # 中证1000
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'000905', # 中证500
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'399001', # 深证成指
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'399006', # 创业板指
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]
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# ---- 市场状态 ----
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PANIC_ADVANCE_RATIO = 0.20 # 恐慌日涨跌比阈值
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GREED_ADVANCE_RATIO = 0.55 # 贪婪日涨跌比阈值
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PANIC_TURNOVER_RATIO = 1.5 # 恐慌日量比阈值
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# ---- 模型文件 ----
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def model_dir() -> Path:
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"""模型文件目录"""
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return app_config.app_dir() / 'models'
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def get_model_path(name: str) -> Path:
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"""获取指定模型文件路径"""
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return model_dir() / f'{name}.pkl'
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# 3 级模型文件名 (v6.6)
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RANK_MODEL = 'rank'
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TOP_MODEL = 'top'
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STACKING_MODEL = 'stacking'
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# Stacking 选股阈值 (v6.7r3 最优阈值 0.331)
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STACKING_THRESHOLD = 0.33 |