Initial commit: cc-cursor 全链路量化研究平台
7 Sprints 全部完成: Sprint 0: 基础设施 (DataManager + MariaDB) Sprint 1: 因子引擎 (34因子/12分类) Sprint 2: VectorBT 回测 (5策略+截面) Sprint 3: Optuna 优化 (+Walk-Forward) Sprint 4: ML 模型 (LightGBM+CatBoost) Sprint 5: Qwen 情绪因子 (三源新闻+日期对齐) Sprint 6: Agent 系统 (4Agent+日报.md/.html) 生产加固 (15项): Tushare双源fallback, SSH自动恢复, pool_pre_ping, save_daily先删后插, load_dotenv绝对路径, 日报5d/20d修复, RiskAgent改上证指数, 昨日对比+数据截止, mac_report utf8mb4, CLAUDE-*.md 9条已知Bug, demo全参数化, djapi数据源归一化, indexDatas API修正 Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
This commit is contained in:
@@ -0,0 +1,13 @@
|
||||
# 策略参数
|
||||
|
||||
PFAST = 10 # 快速移动平均线周期
|
||||
PSLOW = 30 # 慢速移动平均线周期
|
||||
STOP_LOSS = 0.05 # 止损比例
|
||||
TAKE_PROFIT = 0.10 # 止盈比例
|
||||
|
||||
# 初始资金
|
||||
INITIAL_CASH = 100000.0
|
||||
|
||||
# 佣金费率
|
||||
COMMISSION_BUY = 0.001 # 买入佣金费率
|
||||
COMMISSION_SELL = 0.002 # 卖出佣金费率
|
||||
Reference in New Issue
Block a user