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initial import: etf strategy project

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openclaw
2026-03-13 17:10:49 +08:00
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configs/etf_universe_industry_only.json Normal file
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{
"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"
}
],
"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"
}
}