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
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STRATEGY TEMPLATE · SANDBOX ONLY

MA_CROSS_DEMO

均线交叉演示模板,仅用于技术指标回测链路验证。

technicalRISK HIGHADAILY
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

MA_CROSS_DEMO_V0_1

ACTIVE
源文件app/backtest/strategies/ma_cross_demo.py默认参数{"mode":"ma_cross","ma_long":20,"symbols":["300458.SZ"],"ma_short":5}数据要求{"price":["adjusted_open","adjusted_close"],"universe":"A_DAILY_BARS_100","timeframe":"DAILY","minimum_history_days":20}执行规则{"t0":false,"signal":"ma5_cross_ma20","execution":"next_trade_day_adjusted_open","long_only":true}
查看参数 Schema
{
  "ma_long": {
    "type": "integer",
    "minimum": 3
  },
  "symbols": {
    "type": "array",
    "maxItems": 1,
    "minItems": 1
  },
  "ma_short": {
    "type": "integer",
    "minimum": 2
  }
}

风险说明:技术信号可能频繁失效;不构成投资建议,不代表未来收益。

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

    MA_CROSS_DEMO_V0_1 · Strategy template version created

  3. VERSION_ACTIVATED

    MA_CROSS_DEMO_V0_1 · Strategy template version active for sandbox