🎲 STRATEGY

配置编辑 · 热重载 YAML

直接编辑三份 YAML, 保存后: atomic 写 → Pydantic 校验 → 清 load_config 缓存 → 下个 daemon tick / web 请求自动拉到新值.

⚠ 高危字段: EXECUTE_LIVE · max_gross_exposure_pct · bypass_* · 各 tier 的 delta_target / dte_range. 改前确认你真的清楚后果 — 这些是真金白银的闸.

universe.yaml

/Users/chaowu/Documents/Projects/auto-invest/config/universe.yaml

tiers:
  tier_1_safe:
    tickers:
    - AAPL
    - MSFT
    - GOOGL
    - QQQ
    - COST
    - JPM
    - XLE
    delta_target:
    - 0.15
    - 0.3
    delta_sweet_spot: 0.23
    max_spread_pct: 0.15
    min_open_interest: 100
    min_volume: 0
    sell_price_buffer_pct: 0.0
  tier_2_moderate:
    tickers:
    - NVDA
    - AMD
    - TSLA
    delta_target:
    - 0.1
    - 0.2
    delta_sweet_spot: 0.15
    max_spread_pct: 0.25
    min_open_interest: 50
    min_volume: 0
  tier_3_high_risk:
    tickers:
    - TQQQ
    - SOXL
    delta_target:
    - 0.0
    - 0.1
    delta_sweet_spot: 0.05
    max_spread_pct: 2.0
    min_open_interest: 30
    min_volume: 0
    sell_price_buffer_pct: 0.05
    max_concurrent: 1
  tier_4_index_strangle:
    tickers:
    - SPY
    delta_target:
    - 0.05
    - 0.1
    delta_sweet_spot: 0.075
    dte_range:
    - 55
    - 75
    dte_sweet_spot: 60
    max_spread_pct: 0.15
    min_open_interest: 100
    min_volume: 0
    sides:
    - PUT
    - CALL
    always_open: true
    bypass_bp_cap: true
    bypass_cooldown: true
    bypass_daily_cap: true
    max_concurrent: 1
wheel_tickers:
- BABA
blacklist: []
cash_equivalents:
- SGOV
- BIL
- JPST
- USFR
- SHV
- TBIL
- CASH
whitelist: []

strategy.yaml

/Users/chaowu/Documents/Projects/auto-invest/config/strategy.yaml

sell_put:
  delta_target:
  - 0.15
  - 0.25
  delta_sweet_spot: 0.2
  ticker_overrides:
    TQQQ:
      target:
      - 0.0
      - 0.1
      sweet_spot: 0.05
      max_spread_pct: 2.0
      min_open_interest: 50
      min_volume: 0
      sell_price_buffer_pct: 0.05
    SOXL:
      target:
      - 0.0
      - 0.1
      sweet_spot: 0.05
      max_spread_pct: 1.0
      min_open_interest: 50
      min_volume: 0
  dte_range:
  - 35
  - 55
  dte_sweet_spot: 45
  min_open_interest: 100
  min_volume: 10
  max_spread_pct: 0.2
  sell_price_buffer_pct: 0.0
  wheel_put_anchor_offset_usd: 5.0
  scoring_weights:
    annualized_yield: 0.5
    iv_rank: 0.3
    liquidity: 0.2
    daily_move: 0.1
    daily_move_cap_pct: 0.05
  top_n: 20
risk:
  max_position_pct: 0.05
  max_position_pct_by_sector:
    index: 0.1
  max_gross_exposure_pct: 0.5
  max_concurrent_positions: 8
  max_per_underlying: 1
  buying_power_buffer_pct: 0.1
  max_per_sector: 3
  max_new_puts_per_run: 1
  max_new_calls_per_run: 3
  max_new_puts_per_day: 3
  max_new_calls_per_day: 3
  min_score_threshold: 0.25
  auto_tune_score:
    enabled: true
    per_tier: true
    lookback_days: 14
    target_percentile: 0.75
    floor: 0.25
    ceiling: 0.7
    cold_start_days: 7
    min_samples: 50
  underlying_cooldown_days: 7
close_rules:
  take_profit_pct: 0.5
  take_profit_tiers: []
  stop_loss_abs_delta: 0.4
  roll_warn_dte: 7
  close_price_buffer_pct: 0.05

settings.yaml

/Users/chaowu/Documents/Projects/auto-invest/config/settings.yaml

opend:
  host: 127.0.0.1
  port: 11111
account:
  market: US
  trd_env: REAL
  security_firm: FUTUSECURITIES
  fx_to_usd:
    USD: 1.0
    HKD: 0.128
  usd_to_cny: 7.2
scan:
  iv_rank_lookback_days: 252
  expirations_per_underlying: 2
  block_earnings_in_window: true
  block_high_impact_events: true
  high_impact_buffer_days: 0
web:
  host: 127.0.0.1
  port: 8765
notifications:
  file_log: runs/alerts.log
  slack_webhook: ''
  email_to: ''
  smtp_host: ''
  smtp_port: 587
  smtp_ssl: false
  smtp_user: ''
  smtp_password: ''
  feishu_webhook: ''
  feishu_webhook_secret: ''
auto_trade:
  enabled: true
  tick_interval_sec: 900
  close_check_interval_sec: 180
  approval_timeout_min: 30
  approval_timeouts:
    sell_open: 10
    close_position: 30
    roll: 30
    assignment_record: 60
  requote:
    enabled: true
    max_mid_drift_pct: 0.15
    max_spread_pct: 0.5
  morning_summary_at_et: 09:00
  evening_summary_at_beijing: 09:00
  enable_scan_plan: true
  enable_close_at_tp: true
  enable_close_loss_roll_warn: true
  enable_assignment_detect: true
  rate_limit_alert_per_hour: 1
  quest_stage_1_enabled: false
  quest_stage_1_enabled_at: null
  quest_stage_2_enabled: false
  quest_stage_2_enabled_at: null
  quest_stage_3_enabled: false
  quest_stage_3_enabled_at: null
accounts: []