← 返回策略模板STRATEGY TEMPLATE · SANDBOX ONLY
BREAKOUT_20_DEMO
识别调整收盘价突破此前20日高点且成交量放大的研究信号；不生成交易。
technicalRISK HIGHADAILY
SANDBOXOPEN
FORMAL BACKTESTCLOSED
PAPER TRADINGCLOSED
LIVE TRADINGCLOSED
TEMPLATE VERSION
BREAKOUT_20_DEMO_V1
源文件app/backtest/strategy_sandbox.py默认参数{"volume_window":20,"lookback_window":20,"signal_delay_days":1,"volume_multiplier":1.2}数据要求{"timeframe":"DAILY","price_fields":["adjusted_close"],"non_price_fields":["volume"],"minimum_history_days":21}执行规则{"mode":"research_signal_preview","orders_generated":false,"trades_generated":false,"explanation_rules":["当前调整收盘价高于此前窗口最高价","当前成交量达到此前均量倍数","当前日不执行"],"signal_delay_days":1}
查看参数 Schema
{
"volume_window": {
"type": "integer",
"default": 20,
"maximum": 60,
"minimum": 5
},
"lookback_window": {
"type": "integer",
"default": 20,
"maximum": 120,
"minimum": 5
},
"signal_delay_days": {
"type": "integer",
"const": 1,
"default": 1
},
"volume_multiplier": {
"type": "number",
"default": 1.2,
"maximum": 5,
"minimum": 1
}
}IMMUTABLE REGISTRY AUDIT
策略审计时间线
TEMPLATE_REGISTEREDBREAKOUT_20_DEMO_V1 · Phase 2.28 sandbox-only candidate registered
VERSION_CREATEDBREAKOUT_20_DEMO_V1 · Phase 2.28 immutable candidate version registered