ndx-dca-signal/config.example.yaml at main · Sanjeever/ndx-dca-signal · GitHub

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timezone: Asia/Shanghai

paths:
  database: data/ndx_dca.sqlite
  reports_dir: reports

schedule:
  warm_cache_time: "14:40:00"
  run_time: "14:55:00"
  data_deadline_seconds: 30
  push_on_non_trading_day: false

fund_universe:
  mode: manual
  include:
    - code: "513100"
      name: "国泰纳斯达克100ETF"
      market: "sh"
      enabled: true
    - code: "159941"
      name: "广发纳斯达克100ETF"
      market: "sz"
      enabled: true
    - code: "513300"
      name: "华夏纳斯达克100ETF"
      market: "sh"
      enabled: true
    - code: "513110"
      name: "华泰柏瑞纳斯达克100ETF"
      market: "sh"
      enabled: true
    - code: "513390"
      name: "博时纳斯达克100ETF"
      market: "sh"
      enabled: true
    - code: "159632"
      name: "华安纳斯达克100ETF"
      market: "sz"
      enabled: true
    - code: "159659"
      name: "招商纳斯达克100ETF"
      market: "sz"
      enabled: true
    - code: "159660"
      name: "汇添富纳斯达克100ETF"
      market: "sz"
      enabled: true
    - code: "159501"
      name: "嘉实纳斯达克100ETF"
      market: "sz"
      enabled: true
    - code: "159513"
      name: "大成纳斯达克100ETF"
      market: "sz"
      enabled: true
    - code: "159696"
      name: "易方达纳斯达克100ETF"
      market: "sz"
      enabled: true
  watchlist:
    - code: "161130"
      name: "易方达纳斯达克100指数(QDII-LOF)"
      reason: "LOF 不纳入默认 ETF 买入池"

premium_filter:
  lookback_days: 60
  min_history_days: 40
  max_percentile: 0.70
  hard_cap: 0.12

fund_selection:
  near_tie_threshold: 0.003

market_score:
  threshold: 60
  medium_trend:
    weight: 25
    ma_days: 120
  short_pullback:
    weight: 25
    window_days: 3
  overbought_control:
    weight: 15
    rsi_days: 14
  nq_intraday_position:
    weight: 20
  volatility_risk:
    weight: 15
    volatility_days: 20
    percentile_lookback_days: 252

hard_filters:
  nq_panic_change: -0.03
  ndx_trend_break_ratio: 0.95

data_sources:
  fund_realtime_primary: eastmoney_direct
  fund_history_primary: haoetf
  ndx_symbol: "^NDX"
  nq_symbol: NQ=F

missing_data_policy:
  if_any_required_missing: skip
  allow_llm_to_guess: false

llm:
  enabled: false
  api_url: "https://opencode.ai/zen/go/v1/chat/completions"
  api_key: "${LLM_API_KEY}"
  model: "gpt-4.1-mini"
  temperature: 0.2
  max_tokens: 1500
  timeout_seconds: 60
  fail_policy: "use_rule_summary_only"

news:
  enabled: false
  provider: anysearch
  endpoint: "https://api.anysearch.com/mcp"
  api_key: "${ANYSEARCH_API_KEY}"
  lookback_hours: 24
  max_results: 6
  max_chars: 3000
  timeout_seconds: 15
  queries:
    - "Nasdaq 100 纳斯达克100 科技股"
    - "Nvidia Microsoft Apple Meta Amazon Tesla Nasdaq news"
    - "Federal Reserve CPI nonfarm payrolls Nasdaq risk"

pushplus:
  enabled: false
  tokens:
    - "${PUSHPLUS_TOKEN}"
  topic: ""
  template: markdown
  timeout_seconds: 10
  fail_policy: raise

bark:
  enabled: false
  server_url: "https://api.day.app"
  keys:
    - "${BARK_KEY}"
  group: "ndx-dca-signal"
  is_archive: true
  max_body_bytes: 2800
  timeout_seconds: 10

sim_trading:
  enabled: false
  order_amount: 100000
  order_time: "14:57:00"
  settle_time: "22:30:00"
  lot_size: 100