实盘策略归因分析

GET/research/strategies/{code}/live/analysis在线调试

Authorization Bearer Token

code*path策略编号

GET https://api.shengkezhi.com/open/v1/research/strategies/STRAT_MOMENTUM_001/live/analysis

等效 curl

curl "https://api.shengkezhi.com/open/v1/research/strategies/STRAT_MOMENTUM_001/live/analysis" \
  -H "Authorization: Bearer sk_xxx"

GET /research/strategies/{code}/live/analysis — 实盘策略归因分析。

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
code	path	string	是	-	策略编号

响应 data

字段	类型	必填	说明
as_of	string	是	-
live_cutoff	string	是	-
persisted	LivePersistedAnalysis	是	-
rebuilt	LiveRebuiltAnalysis	是	-
source	string	是	-

调用示例

curl -X GET "https://api.shengkezhi.com/open/v1/research/strategies/STRAT_MOMENTUM_001/live/analysis" \
  -H "Authorization: Bearer sk_xxx"

{
  "code": 0,
  "data": {
    "as_of": "示例值",
    "live_cutoff": "示例值",
    "persisted": {
      "dates": [
        "示例值"
      ],
      "drawdowns": [
        "示例值"
      ],
      "nav": [
        0.12
      ],
      "symbol_return_contributions": [
        {
          "return": 0.12,
          "symbol": "000001.SZ"
        }
      ],
      "total_returns": [
        0.12
      ]
    },
    "rebuilt": {
      "compare_metrics": {},
      "curves": {},
      "dates": [
        "示例值"
      ],
      "error_code": 1,
      "normalized_20": {},
      "sample_end": "示例值",
      "sample_start": "示例值",
      "source": "示例值",
      "status": "示例值",
      "trades": [
        {
          "inherited": true,
          "kind": "示例值",
          "kline_key": "000001.SZ",
          "symbol": "000001.SZ",
          "year": "示例值",
          "交易方向": "示例值",
          "平仓价格": 0.12,
          "平仓时间": "示例值",
          "开仓价格": 0.12,
          "开仓时间": "示例值",
          "持仓K线数": 1,
          "持仓数量": 1,
          "盈亏": 0.12
        }
      ],
      "verdict": {}
    },
    "source": "示例值"
  },
  "msg": "ok"
}