cyb50-quant/config.json

{
  "account": {
    "total_capital": 1000000,
    "currency": "CNY"
  },
  "strategies": {
    "convertible_bond": {
      "enabled": true,
      "allocation": 0.40,
      "params": {
        "max_holdings": 20,
        "price_limit": 115,
        "premium_limit": 30,
        "min_rating": "AA-",
        "stop_loss": -0.08,
        "take_profit": 0.15,
        "rebalance_freq": "monthly"
      }
    },
    "small_cap_momentum": {
      "enabled": true,
      "allocation": 0.30,
      "params": {
        "max_holdings": 10,
        "max_market_cap": 50,
        "min_turnover": 1000,
        "lookback_days": 20,
        "stop_loss": -0.08,
        "market_filter": true,
        "rebalance_freq": "biweekly"
      }
    },
    "high_dividend": {
      "enabled": true,
      "allocation": 0.20,
      "params": {
        "min_dividend_yield": 0.04,
        "target_stocks": 5,
        "core_pool": [
          "600900", "601088", "601288", "601006", 
          "600377", "600887", "000895", "600048"
        ]
      }
    },
    "cash": {
      "enabled": true,
      "allocation": 0.10
    }
  },
  "risk_management": {
    "max_drawdown_total": 0.12,
    "max_drawdown_strategy": 0.15,
    "max_loss_per_trade": 0.08,
    "position_size_limit": 0.05
  },
  "trading": {
    "commission_rate": 0.0003,
    "min_commission": 5,
    "stamp_tax": 0.001,
    "transfer_fee": 0.00002
  },
  "data": {
    "provider": "akshare",
    "update_time": "09:00"
  },
  "notification": {
    "email": {
      "enabled": false,
      "smtp_server": "",
      "smtp_port": 587,
      "username": "",
      "password": "",
      "to_address": ""
    },
    "daily_report": true,
    "trade_alert": true,
    "risk_alert": true
  }
}