feat: split portfolio and opportunity decision models

This commit is contained in:
2026-04-20 16:13:57 +08:00
parent 4312b16288
commit 1da08415f1
10 changed files with 326 additions and 195 deletions

View File

@@ -38,20 +38,29 @@ spot_enabled = true
dry_run_default = false
dust_usdt_threshold = 10.0
[opportunity]
min_quote_volume = 1000000.0
top_n = 10
scan_limit = 50
ignore_dust = true
lookback_intervals = ["1h", "4h", "1d"]
[opportunity.weights]
[signal]
lookback_interval = "1h"
trend = 1.0
momentum = 1.0
breakout = 0.8
volume = 0.7
volatility_penalty = 0.5
position_concentration_penalty = 0.6
[opportunity]
min_quote_volume = 1000000.0
top_n = 10
scan_limit = 50
ignore_dust = true
entry_threshold = 1.5
watch_threshold = 0.6
overlap_penalty = 0.6
[portfolio]
add_threshold = 1.5
hold_threshold = 0.6
trim_threshold = 0.2
exit_threshold = -0.2
max_position_weight = 0.6
"""
DEFAULT_ENV = "BINANCE_API_KEY=\nBINANCE_API_SECRET=\n"