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Platform integration

Runtime-enabled profiles

Profile Input Platform Target mode
cn_industry_etf_rotation market_history qmt weight

Live candidate profiles

Profile Input Platform Target mode
cn_industry_etf_rotation_aggressive market_history qmt weight

Research-only profiles

Profile Input Platform Target mode
cn_index_etf_tactical_rotation market_history qmt weight
cn_dividend_quality_snapshot feature_snapshot + manifest qmt weight
cn_chinext_growth_momentum_quality market_history qmt weight
cn_chinext_growth_momentum_quality_snapshot feature_snapshot + manifest qmt weight
cn_chinext_tactical_rotation market_history qmt weight
cn_star_growth_momentum_quality market_history qmt weight
cn_equity_combo market_history + feature_snapshot qmt weight

Environment variables (planned for QmtPlatform)

Variable Purpose
STRATEGY_PROFILE Canonical profile name, e.g. cn_index_etf_tactical_rotation
QMT_DRY_RUN_ONLY Default true; set to false only after evidence review
QMT_MARKET_HISTORY_PATH Optional local or GCS path for cached market history

Market history contract

Direct runtime profiles require a long-form daily history with columns:

  • date
  • symbol (6-digit A-share ETF code, with or without .SH/.SZ suffix)
  • close

The strategy also requires defensive ETF history for benchmark risk-off switching:

  • 511880 (money-market ETF)
  • 511260 (10-year government bond ETF)

Planned snapshot scaffolds

cn_small_cap_quality_snapshot remains an external snapshot scaffold. cn_chinext_growth_momentum_quality_snapshot is now registered as a research-only snapshot-backed profile after CnEquitySnapshotPipelines published its contract, but it still needs promotion evidence before any runtime enablement.

Current lane policy

  • 每条市场线只保留一个最强版本做后续评审。
  • 如果该版本仍明显不如当前 live 主轨，就不要为了“有候选”保留多个弱版本，直接重做这条线。
  • 现在更适合保留的方向是：
    • 行业 ETF：cn_industry_etf_rotation_aggressive
    • 创业板：cn_chinext_tactical_rotation
    • 科创板：先留 research，等独立证据出来再定
    • snapshot 个股：cn_dividend_quality_snapshot 先降到 research；它现在更像底仓/防守研究，不该算 live
    • 组合轨：cn_equity_combo 也先降到 research，等底层 legs 重新过线再评审