MARKET EXPOSURE
A/H 与现金权重
A 股研究权重40.00%
港股研究权重40.00%
CNY 现金10.00%
HKD 现金10.00%
CONTROLLED RESEARCHNO TRADING仅工作区研究资产、策略参数、Sandbox 回测任务与报告可受控写入 · 不构成投资建议
PHASE 2.59 · A/H CROSS-MARKET PORTFOLIO
A/H 跨市场组合研究预览
展示固定 A 股与港股样例的市场、币种、行业及发行人暴露和约束证据。
RUN STATUSPASS_CANDIDATE
RESEARCH TARGETS20
FX VERSIONSAFE_RMB_CENTRAL_PARITY_HKD_20260717_V1
FX PAIR / RATEHKD/CNY · 0.86648
PORTFOLIO GATEOPEN · RESEARCH ONLY
BASE CURRENCY CNY
VERSION BINDING
输入版本
A 股复权发布FULL_A_ADJ_QFQ_20260718_V1
港股复权版本HK_ADJ_SAMPLE_QFQ_20260720_V1
港股因子版本HK_FACTOR_SAMPLE_20_V0_20260721_V1_RUN
港股比较版本HK_FIXED_20_EQUAL_WEIGHT_VS_HSI_20260721_V1
FX SOURCE VERSION
汇率血缘
货币对HKD/CNY
样例日期2026-07-17
可用时间2026-07-21T05:40:29.663726+00:00
许可状态SAMPLE_RESEARCH_ONLY
SAFETY BOUNDARY
研究隔离
研究预览AVAILABLE
策略门禁CLOSED
模拟盘门禁CLOSED
实盘门禁CLOSED
RESEARCH TARGETS
固定样例权重
| 证券 | 市场 / 币种 | 发行人组 | 行业 | 目标权重 | 当前研究权重 | 预览差额 | 流动性 / 时段 / 基准 |
|---|---|---|---|---|---|---|---|
| 000001.SZ平安银行 | ACNY | A_000001.SZ | UNCLASSIFIED_A_SAMPLE | 4.00% | 4.00% | 0.00% | PASSTIME PASS · BENCHMARK PASS |
| 000333.SZ美的集团 | ACNY | A_000333.SZ | UNCLASSIFIED_A_SAMPLE | 4.00% | 4.00% | 0.00% | PASSTIME PASS · BENCHMARK PASS |
| 300750.SZ宁德时代 | ACNY | A_300750.SZ | UNCLASSIFIED_A_SAMPLE | 4.00% | 4.00% | 0.00% | PASSTIME PASS · BENCHMARK PASS |
| 600036.SH招商银行 | ACNY | A_600036.SH | UNCLASSIFIED_A_SAMPLE | 4.00% | 4.00% | 0.00% | PASSTIME PASS · BENCHMARK PASS |
| 600276.SH恒瑞医药 | ACNY | A_600276.SH | UNCLASSIFIED_A_SAMPLE | 4.00% | 4.00% | 0.00% | PASSTIME PASS · BENCHMARK PASS |
| 600519.SH贵州茅台 | ACNY | A_600519.SH | UNCLASSIFIED_A_SAMPLE | 4.00% | 4.00% | 0.00% | PASSTIME PASS · BENCHMARK PASS |
| 600900.SHXD长江电 | ACNY | A_600900.SH | UNCLASSIFIED_A_SAMPLE | 4.00% | 4.00% | 0.00% | PASSTIME PASS · BENCHMARK PASS |
| 601166.SH兴业银行 | ACNY | A_601166.SH | UNCLASSIFIED_A_SAMPLE | 4.00% | 4.00% | 0.00% | PASSTIME PASS · BENCHMARK PASS |
| 601318.SH中国平安 | ACNY | PING_AN | UNCLASSIFIED_A_SAMPLE | 4.00% | 4.00% | 0.00% | PASSTIME PASS · BENCHMARK PASS |
| 601398.SH工商银行 | ACNY | ICBC | UNCLASSIFIED_A_SAMPLE | 4.00% | 4.00% | 0.00% | PASSTIME PASS · BENCHMARK PASS |
| 00388.HK香港交易所 | HKHKD | HK_00388.HK | Financial Infrastructure | 4.00% | 4.00% | 0.00% | PASSTIME PASS · BENCHMARK PASS |
| 00700.HK腾讯控股 | HKHKD | HK_00700.HK | Internet | 4.00% | 4.00% | 0.00% | PASSTIME PASS · BENCHMARK PASS |
| 00941.HK中国移动 | HKHKD | HK_00941.HK | Telecommunications | 4.00% | 4.00% | 0.00% | PASSTIME PASS · BENCHMARK PASS |
| 01299.HK友邦保险 | HKHKD | HK_01299.HK | Insurance | 4.00% | 4.00% | 0.00% | PASSTIME PASS · BENCHMARK PASS |
| 01398.HK工商银行 | HKHKD | ICBC | Banking | 4.00% | 4.00% | 0.00% | PASSTIME PASS · BENCHMARK PASS |
| 01810.HK小米集团－Ｗ | HKHKD | HK_01810.HK | Technology Hardware | 4.00% | 4.00% | 0.00% | PASSTIME PASS · BENCHMARK PASS |
| 02318.HK中国平安 | HKHKD | PING_AN | Insurance | 4.00% | 4.00% | 0.00% | PASSTIME PASS · BENCHMARK PASS |
| 03690.HK美团－Ｗ | HKHKD | HK_03690.HK | Consumer Internet | 4.00% | 4.00% | 0.00% | PASSTIME PASS · BENCHMARK PASS |
| 09618.HKJD-SW | HKHKD | HK_09618.HK | E-Commerce | 4.00% | 4.00% | 0.00% | PASSTIME PASS · BENCHMARK PASS |
| 09988.HK阿里巴巴－Ｗ | HKHKD | HK_09988.HK | E-Commerce | 4.00% | 4.00% | 0.00% | PASSTIME PASS · BENCHMARK PASS |
CURRENCY EXPOSURE · MARKET · INDUSTRY · ISSUER
多维暴露
| 维度 | 分类 | 原权重 | CNY 本位权重 | 方法 |
|---|---|---|---|---|
| CASH | CNY | 10.00% | 10.00% | NORMALIZED_RESEARCH_WEIGHT_IN_CNY_BASE |
| CASH | HKD | 10.00% | 10.00% | NORMALIZED_RESEARCH_WEIGHT_IN_CNY_BASE |
| CURRENCY | CNY | 50.00% | 50.00% | NORMALIZED_RESEARCH_WEIGHT_IN_CNY_BASE |
| CURRENCY | HKD | 50.00% | 50.00% | NORMALIZED_RESEARCH_WEIGHT_IN_CNY_BASE |
| INDUSTRY | Banking | 4.00% | 4.00% | NORMALIZED_RESEARCH_WEIGHT_IN_CNY_BASE |
| INDUSTRY | Consumer Internet | 4.00% | 4.00% | NORMALIZED_RESEARCH_WEIGHT_IN_CNY_BASE |
| INDUSTRY | E-Commerce | 8.00% | 8.00% | NORMALIZED_RESEARCH_WEIGHT_IN_CNY_BASE |
| INDUSTRY | Financial Infrastructure | 4.00% | 4.00% | NORMALIZED_RESEARCH_WEIGHT_IN_CNY_BASE |
| INDUSTRY | Insurance | 8.00% | 8.00% | NORMALIZED_RESEARCH_WEIGHT_IN_CNY_BASE |
| INDUSTRY | Internet | 4.00% | 4.00% | NORMALIZED_RESEARCH_WEIGHT_IN_CNY_BASE |
| INDUSTRY | Technology Hardware | 4.00% | 4.00% | NORMALIZED_RESEARCH_WEIGHT_IN_CNY_BASE |
| INDUSTRY | Telecommunications | 4.00% | 4.00% | NORMALIZED_RESEARCH_WEIGHT_IN_CNY_BASE |
| INDUSTRY | UNCLASSIFIED_A_SAMPLE | 40.00% | 40.00% | NORMALIZED_RESEARCH_WEIGHT_IN_CNY_BASE |
| ISSUER | A_000001.SZ | 4.00% | 4.00% | NORMALIZED_RESEARCH_WEIGHT_IN_CNY_BASE |
| ISSUER | A_000333.SZ | 4.00% | 4.00% | NORMALIZED_RESEARCH_WEIGHT_IN_CNY_BASE |
| ISSUER | A_300750.SZ | 4.00% | 4.00% | NORMALIZED_RESEARCH_WEIGHT_IN_CNY_BASE |
| ISSUER | A_600036.SH | 4.00% | 4.00% | NORMALIZED_RESEARCH_WEIGHT_IN_CNY_BASE |
| ISSUER | A_600276.SH | 4.00% | 4.00% | NORMALIZED_RESEARCH_WEIGHT_IN_CNY_BASE |
| ISSUER | A_600519.SH | 4.00% | 4.00% | NORMALIZED_RESEARCH_WEIGHT_IN_CNY_BASE |
| ISSUER | A_600900.SH | 4.00% | 4.00% | NORMALIZED_RESEARCH_WEIGHT_IN_CNY_BASE |
| ISSUER | A_601166.SH | 4.00% | 4.00% | NORMALIZED_RESEARCH_WEIGHT_IN_CNY_BASE |
| ISSUER | HK_00388.HK | 4.00% | 4.00% | NORMALIZED_RESEARCH_WEIGHT_IN_CNY_BASE |
| ISSUER | HK_00700.HK | 4.00% | 4.00% | NORMALIZED_RESEARCH_WEIGHT_IN_CNY_BASE |
| ISSUER | HK_00941.HK | 4.00% | 4.00% | NORMALIZED_RESEARCH_WEIGHT_IN_CNY_BASE |
| ISSUER | HK_01299.HK | 4.00% | 4.00% | NORMALIZED_RESEARCH_WEIGHT_IN_CNY_BASE |
| ISSUER | HK_01810.HK | 4.00% | 4.00% | NORMALIZED_RESEARCH_WEIGHT_IN_CNY_BASE |
| ISSUER | HK_03690.HK | 4.00% | 4.00% | NORMALIZED_RESEARCH_WEIGHT_IN_CNY_BASE |
| ISSUER | HK_09618.HK | 4.00% | 4.00% | NORMALIZED_RESEARCH_WEIGHT_IN_CNY_BASE |
| ISSUER | HK_09988.HK | 4.00% | 4.00% | NORMALIZED_RESEARCH_WEIGHT_IN_CNY_BASE |
| ISSUER | ICBC | 8.00% | 8.00% | NORMALIZED_RESEARCH_WEIGHT_IN_CNY_BASE |
| ISSUER | PING_AN | 8.00% | 8.00% | NORMALIZED_RESEARCH_WEIGHT_IN_CNY_BASE |
| MARKET | A | 40.00% | 40.00% | NORMALIZED_RESEARCH_WEIGHT_IN_CNY_BASE |
| MARKET | HK | 40.00% | 40.00% | NORMALIZED_RESEARCH_WEIGHT_IN_CNY_BASE |
CONSTRAINT EVIDENCE
约束检查
| 检查 | 上限 | 观测 | 级别 | 状态 |
|---|---|---|---|---|
| CONSTRAINT 01 | 0 | 0 | HARD | PASS |
| CONSTRAINT 02 | 0.04 | 0.04 | HARD | PASS |
| CONSTRAINT 03 | 1 | 1 | HARD | PASS |
| CONSTRAINT 04 | 0.01 | 0.005 | INFORMATIONAL | PASS |
| CONSTRAINT 05 | — | 0.86648 | HARD | PASS |
| CONSTRAINT 06 | 0 | 10 | INFORMATIONAL | WARNING |
| CONSTRAINT 07 | 0.1 | 0.08 | HARD | PASS |
| CONSTRAINT 08 | 0 | 0 | HARD | PASS |
| CONSTRAINT 09 | 0.8 | 0.8 | HARD | PASS |
| CONSTRAINT 10 | 0 | 0 | HARD | PASS |
| CONSTRAINT 11 | 1 | 1 | HARD | PASS |
| CONSTRAINT 12 | 0 | 0 | HARD | PASS |
RISK SNAPSHOT
集中度与敏感度
市场 / 行业 HHI0.32 / 0.1824
单证券 / 发行人最大权重4.00% / 8.00%
AH 重复发行人2
流动性 / 时段 / 基准异常0 / 0 / 0
HKD 暴露 / FX 1% 敏感度50.00% / 0.005
APPEND-ONLY AUDIT
审计状态
| 序号 | 检查标识 | 状态 | 时间 |
|---|---|---|---|
| 1 | AUDIT CHECK 01 | PASS | 2026-07-21T05:40:29.685670+00:00 |
| 2 | AUDIT CHECK 02 | PASS | 2026-07-21T05:40:29.685670+00:00 |
| 3 | AUDIT CHECK 03 | PASS | 2026-07-21T05:40:29.685670+00:00 |
| 4 | AUDIT CHECK 04 | PASS | 2026-07-21T05:40:29.685670+00:00 |
| 5 | AUDIT CHECK 05 | PASS | 2026-07-21T05:40:29.685670+00:00 |
| 6 | AUDIT CHECK 06 | PASS | 2026-07-21T05:40:29.685670+00:00 |
| 7 | AUDIT CHECK 07 | PASS | 2026-07-21T05:40:29.685670+00:00 |
| 8 | AUDIT CHECK 08 | PASS | 2026-07-21T05:40:29.685670+00:00 |
FIXED RUNS
研究预览版本
| 版本 | 状态 | 样例日期 | 目标 / 现金 | 总权重 | 结果指纹 |
|---|---|---|---|---|---|
| CROSS_MARKET_SAMPLE_20_20260721_V1 | PASS_CANDIDATE | 2026-07-17 | 80.00%CASH 20.00% | 100.00% | 8ca29407883713d8e90c2d75c889b201e00081c5512f4f5e0a5db22246706c1b |
固定样例研究预览不构成投资建议，也不代表未来结果。