319 lines
7.5 KiB
JSON
319 lines
7.5 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": "588000.SH",
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"asset_class": "equity_cn",
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"name": "STAR50 ETF"
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},
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{
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"ts_code": "513310.SH",
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"asset_class": "equity_cn_sector",
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"name": "\u4e2d\u97e9\u534a\u5bfc\u4f53ETF"
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},
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{
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"ts_code": "588200.SH",
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"asset_class": "equity_cn_sector",
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"name": "\u79d1\u521b\u82af\u7247ETF"
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},
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{
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"ts_code": "515880.SH",
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"asset_class": "equity_cn_sector",
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"name": "\u901a\u4fe1ETF"
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},
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{
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"ts_code": "159994.SZ",
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"asset_class": "equity_cn_sector",
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"name": "5GETF"
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},
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{
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"ts_code": "561330.SH",
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"asset_class": "equity_cn_sector",
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"name": "\u77ff\u4e1aETF"
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},
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{
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"ts_code": "512400.SH",
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"asset_class": "equity_cn_sector",
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"name": "\u6709\u8272\u91d1\u5c5eETF"
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},
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{
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"ts_code": "516150.SH",
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"asset_class": "equity_cn_sector",
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"name": "\u7a00\u571fETF\u5609\u5b9e"
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},
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{
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"ts_code": "588010.SH",
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"asset_class": "equity_cn_sector",
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"name": "\u79d1\u521b\u65b0\u6750\u6599ETF"
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},
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{
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"ts_code": "516800.SH",
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"asset_class": "equity_cn_sector",
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"name": "\u667a\u80fd\u5236\u9020ETF"
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},
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{
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"ts_code": "562500.SH",
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"asset_class": "equity_cn_sector",
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"name": "\u673a\u5668\u4ebaETF"
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},
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{
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"ts_code": "159667.SZ",
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"asset_class": "equity_cn_sector",
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"name": "\u5de5\u4e1a\u6bcd\u673aETF"
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},
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{
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"ts_code": "512710.SH",
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"asset_class": "equity_cn_sector",
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"name": "\u519b\u5de5\u9f99\u5934ETF"
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},
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{
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"ts_code": "159732.SZ",
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"asset_class": "equity_cn_sector",
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"name": "\u6d88\u8d39\u7535\u5b50ETF"
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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": "159516.SZ",
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"asset_class": "equity_cn_sector",
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"name": "\u534a\u5bfc\u4f53\u8bbe\u5907ETF"
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},
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{
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"ts_code": "159995.SZ",
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"asset_class": "equity_cn_sector",
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"name": "\u82af\u7247ETF"
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},
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{
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"ts_code": "512760.SH",
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"asset_class": "equity_cn_sector",
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"name": "\u82af\u7247ETF"
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},
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{
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"ts_code": "515050.SH",
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"asset_class": "equity_cn_sector",
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"name": "\u901a\u4fe1ETF\u534e\u590f"
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},
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{
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"ts_code": "159811.SZ",
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"asset_class": "equity_cn_sector",
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"name": "5G50ETF"
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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": "512680.SH",
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"asset_class": "equity_cn_sector",
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"name": "\u519b\u5de5ETF\u5e7f\u53d1"
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},
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{
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"ts_code": "159770.SZ",
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"asset_class": "equity_cn_sector",
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"name": "\u673a\u5668\u4ebaETF"
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},
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{
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"ts_code": "562950.SH",
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"asset_class": "equity_cn_sector",
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"name": "\u6d88\u8d39\u7535\u5b50ETF\u6613\u65b9\u8fbe"
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},
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{
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"ts_code": "561600.SH",
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"asset_class": "equity_cn_sector",
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"name": "\u6d88\u8d39\u7535\u5b50ETF"
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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": "512930.SH",
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"asset_class": "equity_cn_sector",
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"name": "AI\u4eba\u5de5\u667a\u80fdETF"
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},
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{
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"ts_code": "159852.SZ",
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"asset_class": "equity_cn_sector",
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"name": "\u8f6f\u4ef6ETF"
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},
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{
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"ts_code": "515230.SH",
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"asset_class": "equity_cn_sector",
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"name": "\u8f6f\u4ef6ETF"
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},
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{
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"ts_code": "513120.SH",
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"asset_class": "equity_cn_sector",
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"name": "\u6e2f\u80a1\u521b\u65b0\u836fETF"
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},
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{
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"ts_code": "159892.SZ",
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"asset_class": "equity_cn_sector",
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"name": "\u6052\u751f\u533b\u836fETF"
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},
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{
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"ts_code": "516160.SH",
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"asset_class": "equity_cn_sector",
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"name": "\u65b0\u80fd\u6e90ETF"
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},
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{
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"ts_code": "515030.SH",
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"asset_class": "equity_cn_sector",
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"name": "\u65b0\u80fd\u6e90\u8f66ETF"
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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": "159857.SZ",
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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": "159840.SZ",
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"asset_class": "equity_cn_sector",
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"name": "\u9502\u7535\u6c60ETF"
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},
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{
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"ts_code": "561160.SH",
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"asset_class": "equity_cn_sector",
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"name": "\u9502\u7535\u6c60ETF"
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},
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{
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"ts_code": "159755.SZ",
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"asset_class": "equity_cn_sector",
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"name": "\u7535\u6c60ETF"
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},
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{
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"ts_code": "159796.SZ",
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"asset_class": "equity_cn_sector",
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"name": "\u7535\u6c6050ETF"
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},
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{
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"ts_code": "159761.SZ",
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"asset_class": "equity_cn_sector",
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"name": "\u65b0\u6750\u659950ETF"
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},
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{
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"ts_code": "588160.SH",
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"asset_class": "equity_cn_sector",
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"name": "\u79d1\u521b\u65b0\u6750\u6599ETF\u5357\u65b9"
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},
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{
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"ts_code": "159690.SZ",
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"asset_class": "commodity_cn",
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"name": "\u6709\u8272\u77ff\u4e1aETF\u62db\u5546"
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},
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{
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"ts_code": "560860.SH",
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"asset_class": "commodity_cn",
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"name": "\u5de5\u4e1a\u6709\u8272ETF"
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},
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{
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"ts_code": "159652.SZ",
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"asset_class": "commodity_cn",
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"name": "\u6709\u827250ETF"
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},
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{
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"ts_code": "516780.SH",
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"asset_class": "commodity_cn",
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"name": "\u7a00\u571fETF"
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},
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{
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"ts_code": "159713.SZ",
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"asset_class": "commodity_cn",
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"name": "\u7a00\u571fETF"
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},
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{
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"ts_code": "159792.SZ",
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"asset_class": "equity_sector",
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"name": "\u6e2f\u80a1\u4e92\u8054\u7f51"
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},
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{
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"ts_code": "515580.SH",
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"asset_class": "equity_sector",
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"name": "\u79d1\u6280"
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},
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{
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"ts_code": "159740.SZ",
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"asset_class": "equity_sector",
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"name": "\u6052\u751f\u79d1\u6280"
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},
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{
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"ts_code": "159998.SZ",
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"asset_class": "equity_sector",
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"name": "\u8ba1\u7b97\u673a"
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},
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{
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"ts_code": "159890.SZ",
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"asset_class": "equity_sector",
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"name": "\u4e91\u8ba1\u7b97"
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},
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{
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"ts_code": "159786.SZ",
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"asset_class": "equity_sector",
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"name": "VR"
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},
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{
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"ts_code": "512980.SH",
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"asset_class": "equity_sector",
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"name": "\u4f20\u5a92"
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},
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{
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"ts_code": "159869.SZ",
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"asset_class": "equity_sector",
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"name": "\u6e38\u620f"
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},
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{
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"ts_code": "516620.SH",
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"asset_class": "equity_sector",
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"name": "\u5f71\u89c6"
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},
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{
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"ts_code": "159766.SZ",
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"asset_class": "equity_sector",
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"name": "\u65c5\u6e38"
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},
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{
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"ts_code": "159709.SZ",
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"asset_class": "equity_sector",
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"name": "\u7269\u8054\u7f51"
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},
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{
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"ts_code": "515220.SH",
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"asset_class": "equity_sector",
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"name": "\u7164\u70ad"
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},
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{
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"ts_code": "159608.SZ",
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"asset_class": "equity_sector",
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"name": "\u7a00\u6709\u91d1\u5c5e"
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},
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{
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"ts_code": "161226.SZ",
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"asset_class": "commodity",
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"name": "\u767d\u94f6"
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}
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],
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"constraints": {
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"max_positions": 3,
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"must_include": {
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"equity": 1,
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"rates": 0,
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"commodity": 0
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},
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"risk_proxy": "588000.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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