quant-factor-research/configs/etf_universe_industry_extended.json

{
  "version": 1,
  "description": "Default ETF universe for trend-following (edit ts_code list after verifying tradability).",
  "assets": [
    {
      "ts_code": "588000.SH",
      "asset_class": "equity_cn",
      "name": "STAR50 ETF"
    },
    {
      "ts_code": "510880.SH",
      "asset_class": "equity_cn",
      "name": "Dividend ETF"
    },
    {
      "ts_code": "513100.SH",
      "asset_class": "equity_qdii",
      "name": "NASDAQ100 ETF (QDII)"
    },
    {
      "ts_code": "513500.SH",
      "asset_class": "equity_qdii",
      "name": "S&P 500 ETF (QDII)"
    },
    {
      "ts_code": "513800.SH",
      "asset_class": "equity_qdii",
      "name": "Nikkei 225 ETF (QDII)"
    },
    {
      "ts_code": "513030.SH",
      "asset_class": "equity_qdii",
      "name": "Germany ETF (QDII)"
    },
    {
      "ts_code": "513310.SH",
      "asset_class": "equity_cn_sector",
      "name": "\u4e2d\u97e9\u534a\u5bfc\u4f53ETF"
    },
    {
      "ts_code": "588200.SH",
      "asset_class": "equity_cn_sector",
      "name": "\u79d1\u521b\u82af\u7247ETF"
    },
    {
      "ts_code": "515880.SH",
      "asset_class": "equity_cn_sector",
      "name": "\u901a\u4fe1ETF"
    },
    {
      "ts_code": "159994.SZ",
      "asset_class": "equity_cn_sector",
      "name": "5GETF"
    },
    {
      "ts_code": "561330.SH",
      "asset_class": "equity_cn_sector",
      "name": "\u77ff\u4e1aETF"
    },
    {
      "ts_code": "512400.SH",
      "asset_class": "equity_cn_sector",
      "name": "\u6709\u8272\u91d1\u5c5eETF"
    },
    {
      "ts_code": "516150.SH",
      "asset_class": "equity_cn_sector",
      "name": "\u7a00\u571fETF\u5609\u5b9e"
    },
    {
      "ts_code": "588010.SH",
      "asset_class": "equity_cn_sector",
      "name": "\u79d1\u521b\u65b0\u6750\u6599ETF"
    },
    {
      "ts_code": "516800.SH",
      "asset_class": "equity_cn_sector",
      "name": "\u667a\u80fd\u5236\u9020ETF"
    },
    {
      "ts_code": "562500.SH",
      "asset_class": "equity_cn_sector",
      "name": "\u673a\u5668\u4ebaETF"
    },
    {
      "ts_code": "159667.SZ",
      "asset_class": "equity_cn_sector",
      "name": "\u5de5\u4e1a\u6bcd\u673aETF"
    },
    {
      "ts_code": "512710.SH",
      "asset_class": "equity_cn_sector",
      "name": "\u519b\u5de5\u9f99\u5934ETF"
    },
    {
      "ts_code": "159732.SZ",
      "asset_class": "equity_cn_sector",
      "name": "\u6d88\u8d39\u7535\u5b50ETF"
    },
    {
      "ts_code": "588790.SH",
      "asset_class": "equity_cn_sector",
      "name": "\u79d1\u521bAIETF\u535a\u65f6"
    },
    {
      "ts_code": "512480.SH",
      "asset_class": "equity_cn_sector",
      "name": "\u534a\u5bfc\u4f53ETF"
    },
    {
      "ts_code": "159516.SZ",
      "asset_class": "equity_cn_sector",
      "name": "\u534a\u5bfc\u4f53\u8bbe\u5907ETF"
    },
    {
      "ts_code": "159995.SZ",
      "asset_class": "equity_cn_sector",
      "name": "\u82af\u7247ETF"
    },
    {
      "ts_code": "512760.SH",
      "asset_class": "equity_cn_sector",
      "name": "\u82af\u7247ETF"
    },
    {
      "ts_code": "515050.SH",
      "asset_class": "equity_cn_sector",
      "name": "\u901a\u4fe1ETF\u534e\u590f"
    },
    {
      "ts_code": "159583.SZ",
      "asset_class": "equity_cn_sector",
      "name": "\u901a\u4fe1\u8bbe\u5907ETF"
    },
    {
      "ts_code": "159811.SZ",
      "asset_class": "equity_cn_sector",
      "name": "5G50ETF"
    },
    {
      "ts_code": "512660.SH",
      "asset_class": "equity_cn_sector",
      "name": "\u519b\u5de5ETF"
    },
    {
      "ts_code": "512680.SH",
      "asset_class": "equity_cn_sector",
      "name": "\u519b\u5de5ETF\u5e7f\u53d1"
    },
    {
      "ts_code": "159530.SZ",
      "asset_class": "equity_cn_sector",
      "name": "\u673a\u5668\u4ebaETF\u6613\u65b9\u8fbe"
    },
    {
      "ts_code": "159770.SZ",
      "asset_class": "equity_cn_sector",
      "name": "\u673a\u5668\u4ebaETF"
    },
    {
      "ts_code": "562950.SH",
      "asset_class": "equity_cn_sector",
      "name": "\u6d88\u8d39\u7535\u5b50ETF\u6613\u65b9\u8fbe"
    },
    {
      "ts_code": "561600.SH",
      "asset_class": "equity_cn_sector",
      "name": "\u6d88\u8d39\u7535\u5b50ETF"
    },
    {
      "ts_code": "515070.SH",
      "asset_class": "equity_cn_sector",
      "name": "\u4eba\u5de5\u667a\u80fdAIETF"
    },
    {
      "ts_code": "512930.SH",
      "asset_class": "equity_cn_sector",
      "name": "AI\u4eba\u5de5\u667a\u80fdETF"
    },
    {
      "ts_code": "159852.SZ",
      "asset_class": "equity_cn_sector",
      "name": "\u8f6f\u4ef6ETF"
    },
    {
      "ts_code": "515230.SH",
      "asset_class": "equity_cn_sector",
      "name": "\u8f6f\u4ef6ETF"
    },
    {
      "ts_code": "513120.SH",
      "asset_class": "equity_cn_sector",
      "name": "\u6e2f\u80a1\u521b\u65b0\u836fETF"
    },
    {
      "ts_code": "159570.SZ",
      "asset_class": "equity_cn_sector",
      "name": "\u6e2f\u80a1\u901a\u521b\u65b0\u836fETF"
    },
    {
      "ts_code": "159892.SZ",
      "asset_class": "equity_cn_sector",
      "name": "\u6052\u751f\u533b\u836fETF"
    },
    {
      "ts_code": "512010.SH",
      "asset_class": "equity_cn_sector",
      "name": "\u533b\u836fETF\u6613\u65b9\u8fbe"
    },
    {
      "ts_code": "516160.SH",
      "asset_class": "equity_cn_sector",
      "name": "\u65b0\u80fd\u6e90ETF"
    },
    {
      "ts_code": "515030.SH",
      "asset_class": "equity_cn_sector",
      "name": "\u65b0\u80fd\u6e90\u8f66ETF"
    },
    {
      "ts_code": "515790.SH",
      "asset_class": "equity_cn_sector",
      "name": "\u5149\u4f0fETF"
    },
    {
      "ts_code": "159857.SZ",
      "asset_class": "equity_cn_sector",
      "name": "\u5149\u4f0fETF"
    },
    {
      "ts_code": "159840.SZ",
      "asset_class": "equity_cn_sector",
      "name": "\u9502\u7535\u6c60ETF"
    },
    {
      "ts_code": "561160.SH",
      "asset_class": "equity_cn_sector",
      "name": "\u9502\u7535\u6c60ETF"
    },
    {
      "ts_code": "159755.SZ",
      "asset_class": "equity_cn_sector",
      "name": "\u7535\u6c60ETF"
    },
    {
      "ts_code": "159796.SZ",
      "asset_class": "equity_cn_sector",
      "name": "\u7535\u6c6050ETF"
    },
    {
      "ts_code": "159761.SZ",
      "asset_class": "equity_cn_sector",
      "name": "\u65b0\u6750\u659950ETF"
    },
    {
      "ts_code": "588160.SH",
      "asset_class": "equity_cn_sector",
      "name": "\u79d1\u521b\u65b0\u6750\u6599ETF\u5357\u65b9"
    },
    {
      "ts_code": "518880.SH",
      "asset_class": "commodity_precious",
      "name": "Gold ETF"
    },
    {
      "ts_code": "159980.SZ",
      "asset_class": "commodity_metals",
      "name": "Non-ferrous / Metals ETF"
    },
    {
      "ts_code": "159985.SZ",
      "asset_class": "commodity_agri",
      "name": "Soymeal ETF"
    },
    {
      "ts_code": "159870.SZ",
      "asset_class": "commodity_chem",
      "name": "Chemicals ETF"
    },
    {
      "ts_code": "159690.SZ",
      "asset_class": "commodity_cn",
      "name": "\u6709\u8272\u77ff\u4e1aETF\u62db\u5546"
    },
    {
      "ts_code": "560860.SH",
      "asset_class": "commodity_cn",
      "name": "\u5de5\u4e1a\u6709\u8272ETF"
    },
    {
      "ts_code": "159652.SZ",
      "asset_class": "commodity_cn",
      "name": "\u6709\u827250ETF"
    },
    {
      "ts_code": "516780.SH",
      "asset_class": "commodity_cn",
      "name": "\u7a00\u571fETF"
    },
    {
      "ts_code": "159713.SZ",
      "asset_class": "commodity_cn",
      "name": "\u7a00\u571fETF"
    },
    {
      "ts_code": "159792.SZ",
      "asset_class": "equity_sector",
      "name": "\u6e2f\u80a1\u4e92\u8054\u7f51"
    },
    {
      "ts_code": "515580.SH",
      "asset_class": "equity_sector",
      "name": "\u79d1\u6280"
    },
    {
      "ts_code": "159740.SZ",
      "asset_class": "equity_sector",
      "name": "\u6052\u751f\u79d1\u6280"
    },
    {
      "ts_code": "159998.SZ",
      "asset_class": "equity_sector",
      "name": "\u8ba1\u7b97\u673a"
    },
    {
      "ts_code": "159890.SZ",
      "asset_class": "equity_sector",
      "name": "\u4e91\u8ba1\u7b97"
    },
    {
      "ts_code": "159786.SZ",
      "asset_class": "equity_sector",
      "name": "VR"
    },
    {
      "ts_code": "512980.SH",
      "asset_class": "equity_sector",
      "name": "\u4f20\u5a92"
    },
    {
      "ts_code": "159869.SZ",
      "asset_class": "equity_sector",
      "name": "\u6e38\u620f"
    },
    {
      "ts_code": "516620.SH",
      "asset_class": "equity_sector",
      "name": "\u5f71\u89c6"
    },
    {
      "ts_code": "159206.SZ",
      "asset_class": "equity_sector",
      "name": "\u536b\u661f"
    },
    {
      "ts_code": "159392.SZ",
      "asset_class": "equity_sector",
      "name": "\u822a\u7a7a\u822a\u5929"
    },
    {
      "ts_code": "561380.SH",
      "asset_class": "equity_sector",
      "name": "\u7535\u7f51"
    },
    {
      "ts_code": "159566.SZ",
      "asset_class": "equity_sector",
      "name": "\u50a8\u80fd\u7535\u6c60"
    },
    {
      "ts_code": "512170.SH",
      "asset_class": "equity_sector",
      "name": "\u533b\u7597"
    },
    {
      "ts_code": "512290.SH",
      "asset_class": "equity_sector",
      "name": "\u751f\u7269\u533b\u836f"
    },
    {
      "ts_code": "159992.SZ",
      "asset_class": "equity_sector",
      "name": "\u521b\u65b0\u836f"
    },
    {
      "ts_code": "159327.SZ",
      "asset_class": "equity_sector",
      "name": "\u534a\u5bfc\u4f53\u8bbe\u5907"
    },
    {
      "ts_code": "159565.SZ",
      "asset_class": "equity_sector",
      "name": "\u6c7d\u8f66\u96f6\u90e8\u4ef6"
    },
    {
      "ts_code": "516110.SH",
      "asset_class": "equity_sector",
      "name": "\u6c7d\u8f66"
    },
    {
      "ts_code": "512690.SH",
      "asset_class": "equity_sector",
      "name": "\u9152/\u98df\u54c1"
    },
    {
      "ts_code": "159928.SZ",
      "asset_class": "equity_sector",
      "name": "\u6d88\u8d39"
    },
    {
      "ts_code": "159698.SZ",
      "asset_class": "equity_sector",
      "name": "\u7cae\u98df"
    },
    {
      "ts_code": "159766.SZ",
      "asset_class": "equity_sector",
      "name": "\u65c5\u6e38"
    },
    {
      "ts_code": "159709.SZ",
      "asset_class": "equity_sector",
      "name": "\u7269\u8054\u7f51"
    },
    {
      "ts_code": "516020.SH",
      "asset_class": "equity_sector",
      "name": "\u5316\u5de5"
    },
    {
      "ts_code": "159666.SZ",
      "asset_class": "equity_sector",
      "name": "\u4ea4\u901a\u8fd0\u8f93"
    },
    {
      "ts_code": "515220.SH",
      "asset_class": "equity_sector",
      "name": "\u7164\u70ad"
    },
    {
      "ts_code": "515210.SH",
      "asset_class": "equity_sector",
      "name": "\u94a2\u94c1"
    },
    {
      "ts_code": "512880.SH",
      "asset_class": "equity_sector",
      "name": "\u8bc1\u5238"
    },
    {
      "ts_code": "159299.SZ",
      "asset_class": "equity_sector",
      "name": "\u91d1\u878d\u79d1\u6280"
    },
    {
      "ts_code": "159937.SZ",
      "asset_class": "commodity",
      "name": "\u9ec4\u91d1"
    },
    {
      "ts_code": "159608.SZ",
      "asset_class": "equity_sector",
      "name": "\u7a00\u6709\u91d1\u5c5e"
    },
    {
      "ts_code": "159588.SZ",
      "asset_class": "equity_sector",
      "name": "\u77f3\u6cb9\u5929\u7136\u6c14"
    },
    {
      "ts_code": "511010.SH",
      "asset_class": "rates",
      "name": "\u56fd\u503a"
    },
    {
      "ts_code": "159745.SZ",
      "asset_class": "equity_sector",
      "name": "\u5efa\u6750"
    },
    {
      "ts_code": "161226.SZ",
      "asset_class": "commodity",
      "name": "\u767d\u94f6"
    }
  ],
  "constraints": {
    "max_positions": 3,
    "must_include": {
      "equity": 1,
      "rates": 0,
      "commodity": 0
    },
    "risk_proxy": "588000.SH",
    "rates_fallback": "511010.SH",
    "backtest_default_start": "20200101",
    "backtest_default_end": "20251231"
  }
}