策略研究产出详情
GET
/research/experiments/{id}/strategies/{code}在线调试GET https://api.shengkezhi.com/open/v1/research/experiments/{id}/strategies/{code}等效 curl
curl "https://api.shengkezhi.com/open/v1/research/experiments/{id}/strategies/{code}" \
-H "Authorization: Bearer sk_xxx"GET /research/experiments/{id}/strategies/{code} — 策略研究产出详情。
需在请求头携带 Authorization: Bearer sk_xxx 。
路径参数
| 参数 | 必填 | 说明 |
|---|---|---|
id | 是 | 执行 ID |
code | 是 | 编码 |
响应
响应 data — ExperimentStrategyDetail
| 字段 | 类型 | 必填 | 说明 |
|---|---|---|---|
code | string | ✔ | 策略编号（前缀_频率_内容哈希）。 |
factors | object（自由形） | ✔ | 策略内嵌的因子清单，含各因子源码定义。 |
metrics | object（自由形） | ✔ | 全量回测指标 map，键为中文指标名。 |
model | object（自由形） | ✔ | 建模配置对象，取自策略 toml 的 model_config。 |
nav | object（自由形） | ✔ | 累计净值曲线，含日期序列、净值序列、回撤序列与样本外分界点。 |
oos_start | string | ✔ | 样本外起点日期，取自 problem 的「后置验证/样本外」段起始，归一为 YYYY-MM-DD。 |
report | object（自由形） | ✔ | 回测报告数据块， |
segments | object（自由形） | ✔ | 分时段绩效对比（训练集各段与后置验证/样本外段）。 |
verdict | object（自由形） | ✔ | 回测结论。 |
P5 · 单策略实盘价值审核
调用示例
curl "https://api.shengkezhi.com/open/v1/research/experiments/experiment-20260724-001/strategies/TS_1D_4E70093D" -H "Authorization: Bearer sk_xxx"
{
"code": 0,
"data": {
"code": "TS_1D_4E70093D",
"factors": [
{
"compute_engine": "TSA",
"creator": "route_factor_miner",
"description": "20 日动量：收盘价较 20 日前的变化率",
"factor_code": "$close",
"factor_name": "TSA_260531_6BEFDD",
"is_deleted": false,
"route": "90ec76ba1f23"
},
{
"compute_engine": "TSA",
"creator": "route_factor_miner",
"description": "日内价差：收盘价与开盘价之差",
"factor_code": "Sub($close, $open)",
"factor_name": "TSA_260531_A1C2D3",
"is_deleted": false,
"route": "90ec76ba1f23"
}
],
"metrics": {
"夏普比率": 1.23,
"年化收益": 0.21,
"最大回撤": -0.05
},
"model": {
"kwargs": {},
"model": "TS001",
"name": "TS001"
},
"nav": {
"dates": [
"2026-01-01",
"2026-01-02",
"2026-01-03",
"2026-01-04",
"2026-01-05",
"2026-01-06"
],
"drawdown": [
0.0,
0.0,
0.0,
-0.01,
0.0,
0.0
],
"nav": [
1.0,
1.01,
1.03,
1.02,
1.04,
1.05
],
"oos_start": "2026-01-11"
},
"oos_start": "2026-01-11",
"report": {
"curves": {
"多空": {
"cum": [
0.0,
0.01,
0.03,
0.02,
0.04,
0.05
],
"daily": [
0.0,
0.01,
0.0198,
-0.0097,
0.0196,
0.0096
],
"drawdown": [
0.0,
0.0,
0.0,
-0.01,
0.0,
0.0
]
}
},
"dates": [
"2026-01-01T00:00:00",
"2026-01-02T00:00:00",
"2026-01-03T00:00:00",
"2026-01-04T00:00:00",
"2026-01-05T00:00:00",
"2026-01-06T00:00:00"
],
"drawdowns": [
0.0,
0.0,
-0.01
],
"monthly": {
"matrix": [
[
0.05
]
],
"years": [
2026
]
},
"pairs_dist": {
"hold_bars": [
2,
3
]
},
"return_dist": {
"bins": [
0.0,
0.1
],
"counts": [
1,
2
]
},
"rolling": {
"sharpe": [
1.0,
1.2
]
},
"segment_comparison": {
"训练集": {
"夏普比率": 1.1,
"年化收益": 0.2
}
},
"stats": {
"夏普比率": 1.23,
"年化收益": 0.21,
"最大回撤": -0.05
},
"stats_by_side": {
"多空": {
"夏普比率": 1.23
}
},
"symbol_returns": {
"AAA": 0.1,
"BBB": -0.02
},
"verdict": {
"passed": true,
"reason": "全时段夏普与最大回撤均达标"
},
"yearly_returns": {
"2026": 0.05
}
},
"segments": {
"items": [
{
"is_live": false,
"segment_name": " 训练集",
"夏普比率": 1.1,
"年化收益": 0.2
}
]
},
"verdict": {
"passed": true,
"reason": "全时段夏普与最大回撤均达标"
}
},
"msg": "ok"
}