216 lines
7.8 KiB
Python
216 lines
7.8 KiB
Python
"""Central registry for strategy identity and display metadata."""
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from __future__ import annotations
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from dataclasses import dataclass, field
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MAIN_COMPOSITE_STRATEGY = "main_composite_v1"
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BOX_RETEST_1H_STRATEGY = "box_retest_1h_v1"
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BOX_RETEST_4H_STRATEGY = "box_retest_4h_v1"
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VOLUME_IGNITION_1H_STRATEGY = "volume_ignition_1h_v1"
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COMPRESSION_BREAKOUT_4H_STRATEGY = "compression_breakout_4h_v1"
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INTRADAY_MOMENTUM_15M_STRATEGY = "intraday_momentum_15m_v1"
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BREAKDOWN_RETEST_SHORT_1H_STRATEGY = "breakdown_retest_short_1h_v1"
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@dataclass(frozen=True)
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class StrategyDefinition:
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strategy_code: str
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strategy_name: str
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description: str = ""
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mode: str = "paper_only"
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status: str = "active"
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entry_gate_config: dict = field(default_factory=dict)
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paper_config: dict = field(default_factory=dict)
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STRATEGY_DEFINITIONS: dict[str, StrategyDefinition] = {
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MAIN_COMPOSITE_STRATEGY: StrategyDefinition(
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strategy_code=MAIN_COMPOSITE_STRATEGY,
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strategy_name="综合确认策略",
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description="迁移期兼容综合策略，承载现有综合筛选与确认逻辑；它与其他策略平等运行。",
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mode="paper_enabled",
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),
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BOX_RETEST_1H_STRATEGY: StrategyDefinition(
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strategy_code=BOX_RETEST_1H_STRATEGY,
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strategy_name="1H箱体突破回踩",
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description="小时级底部箱体突破后回踩箱体上沿或EMA承接的早期结构策略。",
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mode="paper_only",
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entry_gate_config={
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"min_entry_score_buy_now": 1,
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"min_entry_score_wait_pullback": 0,
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"min_rr_buy_now": 1.2,
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"max_wait_pullback_deviation_pct": 20,
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"breakout_distance_wait_pct": 25,
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"gain_24h_wait_pct": 12,
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},
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paper_config={
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"entry_min_rr": 1.5,
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"order_min_rr": 1.5,
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"order_min_distance_to_entry_pct": 0,
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"order_require_current_trigger": False,
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"dynamic_leverage_enabled": True,
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"dynamic_leverage_min": 3,
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},
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),
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BOX_RETEST_4H_STRATEGY: StrategyDefinition(
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strategy_code=BOX_RETEST_4H_STRATEGY,
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strategy_name="4H箱体突破回踩",
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description="底部箱体突破后回踩箱体上沿或EMA承接的结构策略。",
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mode="paper_only",
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entry_gate_config={
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"min_entry_score_buy_now": 1,
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"min_entry_score_wait_pullback": 0,
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"min_rr_buy_now": 1.2,
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"max_wait_pullback_deviation_pct": 20,
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"breakout_distance_wait_pct": 25,
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"gain_24h_wait_pct": 12,
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},
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paper_config={
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"entry_min_rr": 1.5,
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"order_min_rr": 1.5,
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"order_min_distance_to_entry_pct": 0,
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"order_require_current_trigger": False,
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"dynamic_leverage_enabled": True,
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"dynamic_leverage_min": 3,
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},
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),
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VOLUME_IGNITION_1H_STRATEGY: StrategyDefinition(
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strategy_code=VOLUME_IGNITION_1H_STRATEGY,
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strategy_name="1H放量突破启动",
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description="1H量价齐飞或连续放量后的启动策略，适合捕捉日内到3天的第一段加速。",
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mode="paper_only",
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entry_gate_config={
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"min_entry_score_buy_now": 2,
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"min_entry_score_wait_pullback": 1,
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"min_rr_buy_now": 1.25,
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"breakout_distance_wait_pct": 12,
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"gain_24h_wait_pct": 10,
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},
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paper_config={
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"entry_min_rr": 1.5,
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"order_min_rr": 1.5,
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"order_min_distance_to_entry_pct": 0,
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"order_require_current_trigger": True,
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"dynamic_leverage_enabled": True,
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"dynamic_leverage_min": 3,
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},
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),
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COMPRESSION_BREAKOUT_4H_STRATEGY: StrategyDefinition(
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strategy_code=COMPRESSION_BREAKOUT_4H_STRATEGY,
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strategy_name="4H压缩蓄力突破",
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description="4H静K蓄力、底部抬高或压缩放量后的突破策略，偏向捕捉1周以内主升前段。",
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mode="paper_only",
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entry_gate_config={
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"min_entry_score_buy_now": 2,
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"min_entry_score_wait_pullback": 0,
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"min_rr_buy_now": 1.3,
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"max_wait_pullback_deviation_pct": 18,
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"breakout_distance_wait_pct": 18,
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"gain_24h_wait_pct": 12,
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},
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paper_config={
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"entry_min_rr": 1.6,
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"order_min_rr": 1.6,
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"order_min_distance_to_entry_pct": 0,
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"order_require_current_trigger": False,
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"dynamic_leverage_enabled": True,
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"dynamic_leverage_min": 3,
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},
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),
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INTRADAY_MOMENTUM_15M_STRATEGY: StrategyDefinition(
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strategy_code=INTRADAY_MOMENTUM_15M_STRATEGY,
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strategy_name="15m日内动量延续",
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description="短周期放量突破与1H背景共振的日内动量策略，只做当前触发，不做纯观察追高。",
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mode="paper_only",
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entry_gate_config={
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"min_entry_score_buy_now": 3,
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"min_entry_score_wait_pullback": 2,
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"min_rr_buy_now": 1.4,
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"breakout_distance_wait_pct": 8,
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"gain_24h_wait_pct": 8,
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},
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paper_config={
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"entry_min_rr": 1.6,
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"order_min_rr": 1.6,
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"order_min_distance_to_entry_pct": 0,
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"order_require_current_trigger": True,
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"dynamic_leverage_enabled": True,
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"dynamic_leverage_min": 3,
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},
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),
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BREAKDOWN_RETEST_SHORT_1H_STRATEGY: StrategyDefinition(
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strategy_code=BREAKDOWN_RETEST_SHORT_1H_STRATEGY,
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strategy_name="1H破位反抽做空",
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description="箱体或关键均线破位后反抽失败的空头策略；只用于独立空头样本，不与多头突破策略共享入场门槛。",
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mode="paper_only",
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entry_gate_config={
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"direction": "short",
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"min_entry_score_buy_now": 2,
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"min_entry_score_wait_pullback": 1,
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"min_rr_buy_now": 1.5,
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"breakdown_distance_wait_pct": 10,
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"max_retest_deviation_pct": 8,
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},
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paper_config={
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"entry_min_rr": 1.8,
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"order_min_rr": 1.8,
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"order_min_distance_to_entry_pct": 0,
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"order_require_current_trigger": True,
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"dynamic_leverage_enabled": True,
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"dynamic_leverage_min": 2,
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},
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),
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}
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def normalize_strategy_code(strategy_code: str | None) -> str:
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code = str(strategy_code or "").strip()
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return code or MAIN_COMPOSITE_STRATEGY
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def strategy_definition(strategy_code: str | None) -> StrategyDefinition:
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code = normalize_strategy_code(strategy_code)
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return STRATEGY_DEFINITIONS.get(
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code,
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StrategyDefinition(
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strategy_code=code,
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strategy_name=code,
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description="未注册策略，请补充 strategy_registry。",
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status="unknown",
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),
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)
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def strategy_label(strategy_code: str | None) -> str:
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return strategy_definition(strategy_code).strategy_name
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def strategy_entry_gate_config(strategy_code: str | None) -> dict:
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return dict(strategy_definition(strategy_code).entry_gate_config or {})
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def strategy_paper_config(strategy_code: str | None) -> dict:
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return dict(strategy_definition(strategy_code).paper_config or {})
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def registered_strategy_codes() -> list[str]:
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return list(STRATEGY_DEFINITIONS.keys())
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def strategy_catalog_seed_rows(strategy_version: str = "") -> list[dict]:
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rows = []
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for item in STRATEGY_DEFINITIONS.values():
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rows.append(
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{
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"strategy_code": item.strategy_code,
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"strategy_name": item.strategy_name,
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"strategy_version": strategy_version or "",
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"status": item.status,
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"mode": item.mode,
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"description": item.description,
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}
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)
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return rows
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