{
  "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
  }
}