智量 AI｜AI 量化投研与策略回测平台

TEMPLATE VERSION

LOW_VOLATILITY_DEMO_V1

ACTIVE

源文件app/backtest/strategy_sandbox.py默认参数{"trend_window":60,"signal_delay_days":1,"volatility_window":20,"minimum_trend_return":0,"maximum_daily_volatility":0.025}数据要求{"timeframe":"DAILY","price_fields":["adjusted_close"],"minimum_history_days":61}执行规则{"mode":"research_signal_preview","orders_generated":false,"trades_generated":false,"explanation_rules":["历史日收益波动率低于阈值","中期历史收益达到阈值","信号只在收盘后形成"],"signal_delay_days":1}

查看参数 Schema

{
  "trend_window": {
    "type": "integer",
    "default": 60,
    "maximum": 120,
    "minimum": 20
  },
  "signal_delay_days": {
    "type": "integer",
    "const": 1,
    "default": 1
  },
  "volatility_window": {
    "type": "integer",
    "default": 20,
    "maximum": 60,
    "minimum": 5
  },
  "minimum_trend_return": {
    "type": "number",
    "default": 0,
    "maximum": 1,
    "minimum": -0.5
  },
  "maximum_daily_volatility": {
    "type": "number",
    "default": 0.025,
    "maximum": 0.2,
    "minimum": 0.001
  }
}

风险说明：低历史波动不代表低未来风险，极端行情中相关性可能上升。

IMMUTABLE REGISTRY AUDIT

策略审计时间线

2 EVENTS

2026/7/18 22:31:59
TEMPLATE_REGISTERED
LOW_VOLATILITY_DEMO_V1 · Phase 2.28 sandbox-only candidate registered
2026/7/18 22:31:59
VERSION_CREATED
LOW_VOLATILITY_DEMO_V1 · Phase 2.28 immutable candidate version registered