feat: add Quant OS A-share baseline

2026-07-26 12:54:04 +08:00
commit 48c5f64bbd
98 changed files with 31874 additions and 0 deletions
@@ -0,0 +1,44 @@
+{
+  "initial_cash": 1000000.0,
+  "symbols": [
+    "600000.XSHG",
+    "000001.XSHE",
+    "300750.XSHE",
+    "000333.XSHE"
+  ],
+  "universe": {
+    "mode": "pit_index",
+    "index_symbol": "000905.XSHG",
+    "qmt_sector_name": "中证500",
+    "dedicated_account_required": true,
+    "exclude_st": true
+  },
+  "fees": {
+    "commission_rate": 0.0002,
+    "minimum_commission": 5.0,
+    "stamp_duty_rate": 0.0005,
+    "transfer_fee_rate": 0.00001
+  },
+  "execution": {
+    "lot_size": 100,
+    "participation_rate": 0.1,
+    "slippage_bps": 2.0,
+    "cancel_open_orders_at_end": true
+  },
+  "strategy": {
+    "lookback": 20,
+    "skip": 0,
+    "top_n": 20,
+    "max_weight": 0.05,
+    "gross_target": 0.95,
+    "cash_buffer": 0.02,
+    "rebalance_every": 5,
+    "rebalance_schedule": "weekly_first_close"
+  },
+  "synthetic": {
+    "start_date": "2024-01-02",
+    "trading_days": 90,
+    "seed": 60,
+    "base_volume": 100000
+  }
+}