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交易 - 配置指南

SessionServiceConfigBuilder 是配置交易会话的入口，采用流式 Builder 模式。

from jh_quant.trading.config import SessionServiceConfigBuilder

config = (
    SessionServiceConfigBuilder.defaults()
    .with_session(...)       # 会话基础配置
    .with_selection(...)     # 选股器配置
    .with_portfolio(...)     # 组合优化配置（可选）
    .add_strategy(...)       # 添加策略（可多次调用）
    .add_risk_rule(...)      # 添加风险规则（可多次调用）
    .build()
)

会话基础配置 (`with_session`)

.with_session(
    session_id="my-session",
    mode="paper",                      # "paper" 模拟 / "live" 实盘
    price_lookback_days=365,
    max_candidates=10,
    auto_start=True,
    frequency="daily",                 # daily / 1m / 5m / 15m / 30m / 60m / 1h
    price_slippage=0.001,
    cron_expression="0 16 * * 1-5",
    timezone="Asia/Shanghai",
    restore_persisted_state=True,
    enable_backfill=True,
    backfill_from="2025-01-01",
)

策略配置 (`add_strategy`)

内置 11 种策略：

策略名称 (`name`)	配置类	说明
`momentum`	`MomentumStrategyConfig`	动量策略
`moving_average_crossover`	`MovingAverageCrossoverStrategyConfig`	均线交叉
`buy_and_hold`	`BuyAndHoldStrategyConfig`	买入持有
`volume_trend`	`VolumeTrendStrategyConfig`	量价趋势
`volume_divergence`	`VolumeDivergenceStrategyConfig`	量价背离
`mean_reversion`	`MeanReversionStrategyConfig`	均值回归
`rsi`	`RSIStrategyConfig`	RSI
`bollinger_bands`	`BollingerBandsStrategyConfig`	布林带
`breakout`	`BreakoutStrategyConfig`	突破
`dual_thrust`	`DualThrustStrategyConfig`	Dual Thrust
`turtle`	`TurtleStrategyConfig`	海龟交易

多策略组合

config = (
    SessionServiceConfigBuilder.defaults()
    .add_strategy(name="momentum", alias="mom", weight=0.6,
                  params=MomentumStrategyConfig(window=20))
    .add_strategy(name="mean_reversion", alias="mr", weight=0.4,
                  params=MeanReversionStrategyConfig(window=10))
    .build()
)

风险规则配置 (`add_risk_rule`)

内置 7 种风险规则：

规则名称 (`name`)	配置类	说明
`stop_loss`	`StopLossRuleConfig`	固定止损
`take_profit`	`TakeProfitRuleConfig`	固定止盈
`trailing_stop`	`TrailingStopRuleConfig`	移动止损
`atr_trailing_stop`	`ATRTrailingStopRuleConfig`	ATR 移动止损
`max_holding_bars`	`MaxHoldingBarsRuleConfig`	最大持仓周期
`max_consecutive_rising_bars`	`MaxConsecutiveRisingBarsRuleConfig`	连续上涨止盈
`max_consecutive_falling_bars`	`MaxConsecutiveFallingBarsRuleConfig`	连续下跌止损

选股器配置 (`with_selection`)

使用内置因子选股

from jh_quant.trading.config import FactorSelectionConfig

config = (
    SessionServiceConfigBuilder.defaults()
    .with_selection(
        name="factor",
        params=FactorSelectionConfig(
            factor="momentum_20",
            start="2020-01-01",
            top_n=10,
            period="monthly",
        ),
    )
    .build()
)

使用自定义选股器

先注册，再引用：

register_selection_provider(
    name="my_picker",
    provider_cls=MySelectionProvider,
    config_model=MySelectionConfig,
)

config = (
    SessionServiceConfigBuilder.defaults()
    .with_selection(name="my_picker", params=MySelectionConfig(...))
    .build()
)

组合优化配置 (`with_portfolio`)

from jh_quant.trading.config import RebalanceMode, RebalancePolicySpec

config = (
    SessionServiceConfigBuilder.defaults()
    .with_portfolio(
        enabled=True,
        objective="MinRisk",           # MinRisk / MaxRet / MaxSharpe / MaxUtility
        risk_measure="MV",
        model="Classic",
        covariance_method="hist",
        min_weight=0.01,
        max_weight=0.20,
        lookback=252,
        rebalance_policy=RebalancePolicySpec(
            mode=RebalanceMode.DRIFT_THRESHOLD,
            drift_threshold=0.10,
        ),
    )
    .build()
)

再平衡模式

模式	说明
`DISABLED`	禁用再平衡
`INITIAL_ONLY`	仅在初次建仓时
`EVERY_CYCLE`	每个周期都再平衡
`DRIFT_THRESHOLD`	持仓偏离超过阈值时触发
`SCHEDULE`	按 Cron 表达式定时
`MANUAL_ONLY`	仅手动触发

配置导入导出

from jh_quant.trading.config import export_config_to_file, import_config_from_file

export_config_to_file(config, "my_config.json")
config = import_config_from_file("my_config.json")