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STRATEGY TEMPLATE · SANDBOX ONLY

EQUAL_WEIGHT_PORTFOLIO

等权组合演示模板，仅用于组合回测计算验证。

portfolioRISK MEDIUMADAILY
ACTIVE
不可交易仅用于系统验证，不构成投资建议，不代表未来收益，不允许用于模拟交易或实盘交易。
SANDBOXOPEN
FORMAL BACKTESTCLOSED
PAPER TRADINGCLOSED
LIVE TRADINGCLOSED

TEMPLATE VERSION

EQUAL_WEIGHT_PORTFOLIO_V0_1

ACTIVE
源文件app/backtest/strategies/equal_weight_portfolio.py默认参数{"weighting":"EQUAL_WEIGHT","symbol_selection":"UNIVERSE_CODE_ASC_TOP10","max_position_count":10}数据要求{"price":["adjusted_open","adjusted_close"],"universe":"A_DAILY_BARS_100","timeframe":"DAILY"}执行规则{"t0":false,"exit":"end_date_adjusted_close","entry":"first_trade_day_adjusted_open","long_only":true,"weighting":"equal_weight"}
查看参数 Schema
{
  "weighting": {
    "const": "EQUAL_WEIGHT"
  },
  "symbol_selection": {
    "const": "UNIVERSE_CODE_ASC_TOP10"
  }
}

风险说明：等权不代表低风险，成分与区间均为固定演示配置。

IMMUTABLE REGISTRY AUDIT

策略审计时间线

3 EVENTS
  1. TEMPLATE_REGISTERED

    TEMPLATE · Strategy template registered for sandbox only

  2. VERSION_CREATED

    EQUAL_WEIGHT_PORTFOLIO_V0_1 · Strategy template version created

  3. VERSION_ACTIVATED

    EQUAL_WEIGHT_PORTFOLIO_V0_1 · Strategy template version active for sandbox