74 lines
1.7 KiB
JSON
74 lines
1.7 KiB
JSON
{
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"version": 1,
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"description": "Default ETF universe for trend-following (edit ts_code list after verifying tradability).",
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"assets": [
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{
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"ts_code": "510300.SH",
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"asset_class": "equity_cn",
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"name": "CSI300 ETF"
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},
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{
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"ts_code": "510500.SH",
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"asset_class": "equity_cn",
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"name": "CSI500 ETF"
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},
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{
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"ts_code": "159915.SZ",
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"asset_class": "equity_cn",
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"name": "ChiNext ETF"
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},
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{
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"ts_code": "511010.SH",
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"asset_class": "rates",
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"name": "Treasury ETF"
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},
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{
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"ts_code": "512480.SH",
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"asset_class": "equity_cn_sector",
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"name": "\u534a\u5bfc\u4f53ETF"
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},
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{
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"ts_code": "512660.SH",
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"asset_class": "equity_cn_sector",
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"name": "\u519b\u5de5ETF"
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},
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{
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"ts_code": "515070.SH",
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"asset_class": "equity_cn_sector",
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"name": "\u4eba\u5de5\u667a\u80fdAIETF"
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},
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{
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"ts_code": "515790.SH",
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"asset_class": "equity_cn_sector",
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"name": "\u5149\u4f0fETF"
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},
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{
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"ts_code": "159934.SZ",
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"asset_class": "commodity_cn",
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"name": "\u9ec4\u91d1ETF\u6613\u65b9\u8fbe"
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},
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{
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"ts_code": "161226.SZ",
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"asset_class": "commodity_cn",
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"name": "\u56fd\u6295\u767d\u94f6LOF"
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},
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{
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"ts_code": "515220.SH",
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"asset_class": "commodity_cn",
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"name": "\u7164\u70adETF"
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}
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],
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"constraints": {
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"max_positions": 4,
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"must_include": {
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"equity": 1,
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"rates": 1,
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"commodity": 0
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},
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"risk_proxy": "510300.SH",
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"rates_fallback": "511010.SH",
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"backtest_default_start": "20200101",
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"backtest_default_end": "20251231"
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}
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}
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