# 优化后的策略配置
# 目标: 年化25-35%, 回撤<12%, 夏普>1.5

risk:
  # 硬止损
  max_drawdown_stop: 0.11      # -11% 清仓 (接近-12%目标)
  max_daily_loss: 0.04          # -4% 单日减仓
  hard_stop_cooldown: 45        # 45天后重置

  # 仓位管理
  position_sizing:
    kelly_fraction: 0.35        # 提高凯利比例
    max_position: 0.7           # 提高最大仓位
    regime_multipliers:
      SPRING: 0.9
      SUMMER: 1.1               # 夏季允许超配
      AUTUMN: 0.4
      WINTER: 0.1

agents:
  trend_hunter:
    ma_short: 8                 # 更敏感的均线
    ma_long: 25
    adx_threshold: 18           # 降低ADX门槛
    rsrs_threshold: 0.55        # 降低RSRS门槛
    max_position: 0.9

  mean_reversion:
    bollinger_period: 20
    bollinger_std: 2.0
    max_position: 0.6

  momentum_surfer:
    breakout_period: 20
    volume_confirm: true
    max_position: 0.7

routing:
  activation_threshold: 0.02    # 降低激活门槛
  lambda_risk: 0.5              # 平衡风险
  alpha_recent: 0.25            # 适度考虑近期表现