跳到主要内容

实盘策略定义

GET/research/strategies/{code}/definition在线调试
GET https://api.shengkezhi.com/open/v1/research/strategies/STS_60M_1I7G6TS4/definition
等效 curl
curl "https://api.shengkezhi.com/open/v1/research/strategies/STS_60M_1I7G6TS4/definition" \
  -H "Authorization: Bearer sk_xxx"

GET /research/strategies/{code}/definition — 实盘策略定义。

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
codepathstring是-策略编号

响应 data​

策略 TOML 定义的完整序列化，实测键集合稳定：

字段类型必填说明
factorsobject[]是策略引用的因子定义列表（含因子源码、引擎、创建信息）。
model_configobject是组合模型配置（名称、类型与超参）。
post_processstring是权重后处理方式，如 WEIGHT。
problemobject是研究问题定义（编号、数据集、标的池与多空设置）。
routestring是所属因子路线编码。
runtimeobject是运行时参数（因子失败策略、增量回看窗口等）。
strategystring是策略编号，回显路径参数。

调用示例​

curl -X GET "https://api.shengkezhi.com/open/v1/research/strategies/STS_60M_1I7G6TS4/definition" \
  -H "Authorization: Bearer sk_xxx"
{
  "code": 0,
  "msg": "ok",
  "data": {
    "factors": [
      {
        "compute_engine": "TSA",
        "create_time": "2026-06-27T17:56:38.664173",
        "creator": "SKZ_ExampleModel",
        "description": "20日不对称偏离乘以TSNormMms归一化信号，MMS门控凸显不对称；MMS极值失效、停牌跳空污染、单边趋势失效",
        "factor_code": "mx = Max($high, 20)\nmn = Min($low, 20)\nmid = Mean($close, 20)\nasym = Sub(Div(Sub(mx, mid), Add(mid, 1e-6)), Div(Sub(mid, mn), Add(mid, 1e-6)))\nTSNormMms($close, 5, 20)\n",
        "factor_name": "TSA_260627_FSCER9Z8",
        "is_deleted": false,
        "route": "7a31f4c9e102"
      },
      {
        "compute_engine": "TSA",
        "create_time": "2026-06-27T17:06:18.407063",
        "creator": "SKZ_ExampleModel",
        "description": "BGS凸显启发：30日不对称凸显与Stoch %K偏离50相乘，超买超卖加权；%K极值钝化失效；停牌复牌跳空失效；流动性危机极端值系统性失效",
        "factor_code": "high_max = Max($close, 30)\nlow_min = Min($close, 30)\nmean_px = Mean($close, 30)\nstoch_k = TSStochK($high, $low, $close, 14, 3, 0, 3, 0)\nMul(Div(Sub(high_max, mean_px), Add(Sub(mean_px, low_min), 1e-6)), Div(Sub(stoch_k, 50.0), 50.0))\n",
        "factor_name": "TSA_260627_ICG4K8P3",
        "is_deleted": false,
        "route": "7a31f4c9e102"
      },
      {
        "compute_engine": "TSA",
        "create_time": "2026-06-27T17:42:27.247961",
        "creator": "SKZ_ExampleModel",
        "description": "隔夜跳空不对称除以日波动，跳空与日内波动比较视角；std极小分母噪声放大、停牌跳空污染、单边涨失效",
        "factor_code": "ret = Sub($open, Ref($close, 1))\nup = Max(ret, 20)\ndn = Min(ret, 20)\nDiv(Sub(up, Abs(dn)), Add(Std($close, 20), 1e-6))\n",
        "factor_name": "TSA_260627_QSDR6ZBY",
        "is_deleted": false,
        "route": "7a31f4c9e102"
      }
    ],
    "model_config": {
      "kwargs": {},
      "model": "TS001",
      "name": "TS001"
    },
    "post_process": "WEIGHT",
    "problem": {
      "code": "STS_BJ60MIN_LEADERS",
      "dataset": "stock",
      "definitions": [
        "使用量价时序因子构建择时模型"
      ],
      "description": "A 股白酒板块龙头：贵州茅台，五粮液；60分钟行情",
      "freq": "60分钟",
      "name": "白酒龙头60分钟时序研究",
      "problem_type": "TimeSeriesProblem",
      "special_time_segments": [],
      "symbols": [
        "600519.SH",
        "000858.SZ"
      ],
      "time_segments": [
        {
          "edt": "20190101",
          "name": "训练集A段",
          "sdt": "20170101"
        },
        {
          "edt": "20210101",
          "name": "训练集B段",
          "sdt": "20190101"
        }
      ]
    },
    "route": "7a31f4c9e102",
    "runtime": {
      "factor_failure_policy": "skip",
      "incremental_lookback_bars": 3000,
      "update_mode": "auto"
    },
    "strategy": "STS_60M_1I7G6TS4"
  }
}```