simonandClaude Opus 4.7
271a9343a5
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>
16 lines
920 B
Python
16 lines
920 B
Python
# 扫描配置
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# 指定行业板块
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INDUSTRIES = ["软件服务", "运输设备", "电气设备", "元器件", "火力发电",
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"医药商业", "汽车配件", "新型电力", "铅锌", "通信设备", "IT设备",
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"工程机械", "证券", "生物制药", "百货", "食品", "机械基件",
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"汽车整车", "煤炭开采", "白酒", "铝", "铜", "小金属",
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"互联网", "航空", "超市连锁", "轻工机械", "电器仪表", "半导体",
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"公共交通", "电信运营"]
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# 判断阈值
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PRICE_VOLATILITY_THRESHOLD = 5 # 价格波动幅度均值上限（百分比）
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MA20_STD_THRESHOLD = 0.05 # 移动平均线标准差上限（相对于均值的百分比）
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ATR_THRESHOLD = 0.02 # ATR均值上限（相对于收盘价均值的百分比）
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BOLLINGER_BAND_WIDTH_THRESHOLD = 5 # 布林带宽度均值上限（百分比）
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