策略研究产出列表
GET
/research/experiments/{id}/strategies在线调试GET https://api.shengkezhi.com/open/v1/research/experiments/a79dfc93b7e64a6cbbe26f2a787a6bad/strategies等效 curl
curl "https://api.shengkezhi.com/open/v1/research/experiments/a79dfc93b7e64a6cbbe26f2a787a6bad/strategies" \ -H "Authorization: Bearer sk_xxx"
GET /research/experiments/{id}/strategies — 策略研究产出列表。
需在请求头携带 Authorization: Bearer sk_xxx。
请求参数
| 参数 | 位置 | 类型 | 必填 | 默认值 | 说明 |
|---|---|---|---|---|---|
id | path | string | 是 | - | 策略探索实验编号 |
响应 data
| 字段 | 类型 | 必填 | 说明 |
|---|---|---|---|
items | ExperimentStrategyItem[] | 是 | 本次执行产出的策略清单项。 |
total | integer | 是 | 策略总数。 |
ExperimentStrategyItem 字段
| 字段 | 类型 | 必填 | 说明 |
|---|---|---|---|
code | string | 是 | 策略编号（前缀_频率_内容哈希，由问题编号与因子集合确定）。 |
model | object | 是 | 建模算法名称，取自策略 toml 的 model_config。 |
route | object | 是 | 该策略所属的因子路线编号（route_code，取自策略 toml 所在目录）。 |
passed | boolean | 是 | 是否通过复审（依据 review_candidates 通过清单）。 |
factor_count | integer | 是 | 策略内嵌的因子数量。 |
metrics | object | 是 | 回测指标 map，键为中文指标名（如夏普比率、最大回撤）。 |
verdict | object | 是 | 回测结论。 |
start_date | object | 是 | 回测起始日期。 |
end_date | object | 是 | 回测结束日期。 |
symbol_count | object | 是 | 回测覆盖的标的数量。 |
weight_type | object | 是 | 持仓权重类型。 |
调用示例
curl -X GET "https://api.shengkezhi.com/open/v1/research/experiments/a79dfc93b7e64a6cbbe26f2a787a6bad/strategies?page=1&page_size=1" \
-H "Authorization: Bearer sk_xxx"
{
"code": 0,
"msg": "ok",
"data": {
"items": [
{
"code": "FTS_1D_0UCFSYXF",
"model": "MA001",
"route": "08c61c074b15",
"passed": true,
"factor_count": 21,
"metrics": {
"下行波动率": 0.0214,
"交易次数": 333536,
"交易胜率": 0.565,
"单笔收益": 22.27,
"单笔盈亏比": 0.991,
"卡玛比率": 1.5642,
"周胜率": 0.5795,
"品种数量": 20,
"夏普比率": 1.5999,
"多头占比": 0.4887,
"季胜率": 0.7188,
"年化交易次数": 43302.97,
"年化收益": 0.0512,
"年化波动率": 0.032,
"年胜率": 0.75,
"开始日期": "2017-01-04",
"持仓K线数": 4.32,
"新高占比": 0.1283,
"新高间隔": 497.0,
"日胜率": 0.5513,
"最大回撤": 0.0327,
"月胜率": 0.6667,
"空头占比": 0.4957,
"结束日期": "2024-12-31",
"绝对收益": 0.3942
},
"verdict": {
"alpha_degenerate": false,
"complete_year_count": 8,
"cond_history_dd_passed": true,
"cond_history_sharpe_passed": true,
"cond_yearly_passed": true,
"history_alpha_max_drawdown": 0.24808602243789313,
"history_alpha_sharpe": 1.1962296317575214,
"is_good": true,
"mode": "history",
"reason": "",
"yearly_metrics": [
{
"abs_return": 0.04927480026285662,
"alpha_max_drawdown": 0.10495726818799696,
"alpha_return": 0.19436459813906945,
"days": 243,
"is_complete_year": true,
"year": 2017,
"year_passed": true
},
{
"abs_return": 0.04064282549552944,
"alpha_max_drawdown": 0.04911152318362276,
"alpha_return": 0.24717638960922092,
"days": 243,
"is_complete_year": true,
"year": 2018,
"year_passed": true
}
]
},
"start_date": "2017-01-04",
"end_date": "2024-12-31",
"symbol_count": 20,
"weight_type": "ts"
},
{
"code": "FTS_1D_EIW1I91O",
"model": "TS002",
"route": "08c61c074b15",
"passed": true,
"factor_count": 5,
"metrics": {
"下行波动率": 0.0436,
"交易次数": 143920,
"交易胜率": 0.517,
"单笔收益": 72.86,
"单笔盈亏比": 1.4278,
"卡玛比率": 1.1152,
"周胜率": 0.5379,
"品种数量": 20,
"夏普比率": 1.1874,
"多头占比": 0.5195,
"季胜率": 0.625,
"年化交易次数": 18685.13,
"年化收益": 0.0693,
"年化波动率": 0.0583,
"年胜率": 0.75,
"开始日期": "2017-01-04",
"持仓K线数": 14.14,
"新高占比": 0.1108,
"新高间隔": 250.0,
"日胜率": 0.5337,
"最大回撤": 0.0621,
"月胜率": 0.5625,
"空头占比": 0.4595,
"结束日期": "2024-12-31",
"绝对收益": 0.5335
},
"verdict": {
"alpha_degenerate": false,
"complete_year_count": 8,
"cond_history_dd_passed": true,
"cond_history_sharpe_passed": true,
"cond_yearly_passed": true,
"history_alpha_max_drawdown": 0.2065198535193009,
"history_alpha_sharpe": 0.9383378953996445,
"is_good": true,
"mode": "history",
"reason": "",
"yearly_metrics": [
{
"abs_return": 0.09952923247170166,
"alpha_max_drawdown": 0.13156157051230288,
"alpha_return": 0.17571795596304526,
"days": 243,
"is_complete_year": true,
"year": 2017,
"year_passed": true
},
{
"abs_return": -0.012265993590489774,
"alpha_max_drawdown": 0.1075926891198638,
"alpha_return": -0.010195254182048613,
"days": 243,
"is_complete_year": true,
"year": 2018,
"year_passed": true
}
]
},
"start_date": "2017-01-04",
"end_date": "2024-12-31",
"symbol_count": 20,
"weight_type": "ts"
},
{
"code": "FTS_1D_F70MAC1X",
"model": "MA001",
"route": "08c61c074b15",
"passed": true,
"factor_count": 3,
"metrics": {
"下行波动率": 0.0245,
"交易次数": 735980,
"交易胜率": 0.5434,
"单笔收益": 10.27,
"单笔盈亏比": 0.9623,
"卡玛比率": 0.9041,
"周胜率": 0.5868,
"品种数量": 20,
"夏普比率": 1.3438,
"多头占比": 0.4586,
"季胜率": 0.7188,
"年化交易次数": 95552.27,
"年化收益": 0.0511,
"年化波动率": 0.038,
"年胜率": 0.75,
"开始日期": "2017-01-04",
"持仓K线数": 3.41,
"新高占比": 0.117,
"新高间隔": 538.0,
"日胜率": 0.5384,
"最大回撤": 0.0565,
"月胜率": 0.6771,
"空头占比": 0.4773,
"结束日期": "2024-12-31",
"绝对收益": 0.3935
},
"verdict": {
"alpha_degenerate": false,
"complete_year_count": 8,
"cond_history_dd_passed": true,
"cond_history_sharpe_passed": true,
"cond_yearly_passed": true,
"history_alpha_max_drawdown": 0.2311517608266589,
"history_alpha_sharpe": 1.101793576592828,
"is_good": true,
"mode": "history",
"reason": "",
"yearly_metrics": [
{
"abs_return": 0.04958224258904782,
"alpha_max_drawdown": 0.10266360204818198,
"alpha_return": 0.023068912941101194,
"days": 243,
"is_complete_year": true,
"year": 2017,
"year_passed": true
},
{
"abs_return": 0.04557812368940385,
"alpha_max_drawdown": 0.03989846947993503,
"alpha_return": 0.15670609572373878,
"days": 243,
"is_complete_year": true,
"year": 2018,
"year_passed": true
}
]
},
"start_date": "2017-01-04",
"end_date": "2024-12-31",
"symbol_count": 20,
"weight_type": "ts"
}
],
"total": 6
}
}```