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{
  "strategy": {
    "name": "平衡波段多因子",
    "generated_at": "2026-10-29 17:10",
    "preferences": {
      "risk": "平衡",
      "risk_desc": "收益风险均衡",
      "horizon": "波段",
      "horizon_desc": "双周调仓,中短周期",
      "style_request": "(默认风格)"
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    "universe": {
      "name": "sample",
      "benchmark": "000300"
    },
    "backtest_window": {
      "start": "2022-01-01",
      "end": "2026-10-28"
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      "factor_lookbacks": {
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        "reversal": 5,
        "low_vol": 60,
        "trend": 60,
        "high_52w": 250,
        "liquidity": 20
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      "max_positions": 12,
      "min_history": 120
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    "portfolio": {
      "rebalance_days": 10,
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      "de_risk_ratio": 0.5,
      "trend_filter": true,
      "trend_filter_ma": 200
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    "execution": {
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      "stamp_tax_sell": 0.0005,
      "slippage": 0.001
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    "date": "2026-10-15",
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  },
  "data_notes": {
    "kline_source": "腾讯行情 web.ifzq.gtimg.cn(日线前复权,公开接口)",
    "universe": "内置大市值样本池 40 只有效标的(静态列表,存在幸存者偏差,成分快照见 data/universe_sample.csv)",
    "benchmark": "沪深300(腾讯接口 sh000300)",
    "cost_assumption": {
      "commission": 0.0003,
      "stamp_tax_sell": 0.0005,
      "slippage": 0.001
    }
  }
}