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EQUAL_WEIGHT_SECTOR_NEUTRAL_DEMO
按声明行业分组选择历史动量靠前证券并给出等权研究权重；不生成交易。
portfolioRISK HIGHADAILY
SANDBOXOPEN
FORMAL BACKTESTCLOSED
PAPER TRADINGCLOSED
LIVE TRADINGCLOSED
TEMPLATE VERSION
EQUAL_WEIGHT_SECTOR_NEUTRAL_DEMO_V1
源文件app/backtest/strategy_sandbox.py默认参数{"momentum_window":20,"per_sector_count":1,"signal_delay_days":1,"minimum_sector_members":2}数据要求{"timeframe":"DAILY","price_fields":["adjusted_close"],"metadata_fields":["sector"],"minimum_history_days":21}执行规则{"mode":"research_signal_preview","orders_generated":false,"trades_generated":false,"explanation_rules":["仅在同一日期和行业内比较历史动量","每行业固定选取数量","所有入选证券仅生成等权研究权重"],"signal_delay_days":1}
查看参数 Schema
{
"momentum_window": {
"type": "integer",
"default": 20,
"maximum": 120,
"minimum": 5
},
"per_sector_count": {
"type": "integer",
"default": 1,
"maximum": 10,
"minimum": 1
},
"signal_delay_days": {
"type": "integer",
"const": 1,
"default": 1
},
"minimum_sector_members": {
"type": "integer",
"default": 2,
"maximum": 50,
"minimum": 2
}
}IMMUTABLE REGISTRY AUDIT
策略审计时间线
TEMPLATE_REGISTEREDEQUAL_WEIGHT_SECTOR_NEUTRAL_DEMO_V1 · Phase 2.28 sandbox-only candidate registered
VERSION_CREATEDEQUAL_WEIGHT_SECTOR_NEUTRAL_DEMO_V1 · Phase 2.28 immutable candidate version registered