{ "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" } }