{"id":4894,"date":"2026-09-21T07:25:00","date_gmt":"2026-09-20T23:25:00","guid":{"rendered":"https:\/\/laoyulaoyu.com\/?p=4894"},"modified":"2026-09-09T22:25:26","modified_gmt":"2026-09-09T14:25:26","slug":"7k%e6%98%9f%e7%9a%84%e5%bc%80%e6%ba%90%e9%80%89%e8%82%a1%e7%b3%bb%e7%bb%9f%e7%9c%9f%e6%ad%a3%e7%9c%81%e6%8e%89%e7%9a%84%ef%bc%8c%e6%98%af%e4%bd%a0%e6%af%8f%e5%a4%a9%e7%bf%bb%e6%b6%a8%e5%b9%85%e6%a6%9c","status":"publish","type":"post","link":"https:\/\/laoyulaoyu.com\/index.php\/2026\/09\/21\/7k%e6%98%9f%e7%9a%84%e5%bc%80%e6%ba%90%e9%80%89%e8%82%a1%e7%b3%bb%e7%bb%9f%e7%9c%9f%e6%ad%a3%e7%9c%81%e6%8e%89%e7%9a%84%ef%bc%8c%e6%98%af%e4%bd%a0%e6%af%8f%e5%a4%a9%e7%bf%bb%e6%b6%a8%e5%b9%85%e6%a6%9c\/","title":{"rendered":"7K\u661f\u7684\u5f00\u6e90\u9009\u80a1\u7cfb\u7edf\u771f\u6b63\u7701\u6389\u7684\uff0c\u662f\u4f60\u6bcf\u5929\u7ffb\u6da8\u5e45\u699c\u7684\u90a3\u534a\u5c0f\u65f6"},"content":{"rendered":"\n<p class=\"wp-block-paragraph\">\u4f5c \u8005\uff1a<a href=\"https:\/\/www.laoyulaoyu.com\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u8001\u4f59\u635e\u9c7c<\/a><\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong><mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-cyan-bluish-gray-color\">\u539f\u521b\u4e0d\u6613\uff0c\u8f6c\u8f7d\u8bf7\u6807\u660e\u51fa\u5904\u53ca\u539f\u4f5c\u8005\u3002<\/mark><\/strong><\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img fetchpriority=\"high\" decoding=\"async\" width=\"900\" height=\"383\" src=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/09\/cover-1.jpg\" alt=\"\" class=\"wp-image-4895\" srcset=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/09\/cover-1.jpg 900w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/09\/cover-1-300x128.jpg 300w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/09\/cover-1-768x327.jpg 768w\" sizes=\"(max-width: 900px) 100vw, 900px\" \/><\/figure>\n\n\n\n<blockquote class=\"wp-block-quote is-layout-flow wp-block-quote-is-layout-flow\">\n<p class=\"wp-block-paragraph\">\u6587\u4e2d\u793a\u4f8b\u4ec5\u7528\u4e8e\u6280\u672f\u8ba8\u8bba\uff0c\u4e0d\u6784\u6210\u4efb\u4f55\u64cd\u4f5c\u5efa\u8bae\u3002<br>\u91cf\u5316\u7b56\u7565\u5f00\u53d1\u5e94\u4ee5\u5b66\u4e60\u548c\u6280\u672f\u4ea4\u6d41\u4e3a\u76ee\u7684\u3002<br>\u672c\u53f7\u4e0d\u8350\u80a1\u3001\u4e0d\u5356\u8bfe\u3001\u4e0d\u627f\u8bfa\u6536\u76ca\u3002<br>\u5e02\u573a\u6709\u98ce\u9669\uff0c\u8bf7\u5408\u6cd5\u5408\u89c4\u6295\u8d44\u3002<\/p>\n<\/blockquote>\n\n\n\n<p class=\"has-text-align-left wp-block-paragraph\">\u672c\u6587\u7ea6 4000 \u5b57 | \u9884\u8ba1\u9605\u8bfb 7-10 \u5206\u949f\uff0c\u524d\u534a\u662f\u4ecb\u7ecd\u548c\u5b89\u88c5\uff0c\u540e\u534a\u6709\u5b8c\u6574\u4ee3\u7801\uff0c\u5efa\u8bae\u5148\u6536\u85cf\u3002<\/p>\n\n\n\n<p class=\"has-text-align-center wp-block-paragraph\">\u00b7 \u00b7 \u00b7<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e00\u3001\u8fd9\u4e2a\u4e1c\u897f\u662f\u5e72\u5565\u7528\u7684\uff1f<\/strong><\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">GitHub \u4e0a\u4e00\u4e2a\u53eb Sequoia-X \u7684\u5f00\u6e90\u9879\u76ee\uff0c<strong>7000 \u661f<\/strong>\uff0c1401 \u6b21\u590d\u523b\uff0c2018 \u5e74\u7acb\u9879\uff0c\u4eca\u5e74\u63a8\u5012\u91cd\u5199\u6210 V2\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" width=\"741\" height=\"350\" src=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/09\/001.png\" alt=\"\" class=\"wp-image-4901\" srcset=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/09\/001.png 741w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/09\/001-300x142.png 300w\" sizes=\"(max-width: 741px) 100vw, 741px\" \/><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">\u5b83\u5e72\u7684\u6d3b\u4e00\u53e5\u8bdd\u80fd\u8bf4\u5b8c\u3002<strong>A \u80a1\u6536\u76d8\u540e\uff0c\u81ea\u52a8\u628a\u5168\u5e02\u573a 5000 \u591a\u53ea\u80a1\u7968\u626b\u4e00\u904d\uff0c\u8c01\u8d70\u51fa\u4e86\u6307\u5b9a\u6280\u672f\u5f62\u6001\uff0c\u6311\u51fa\u6765\uff0c\u63a8\u9001\u5230\u4f60\u7684\u98de\u4e66\u7fa4<\/strong>\u3002\u6d77\u9f9f\u7a81\u7834\u3001\u5747\u7ebf\u653e\u91cf\u3001\u9ad8\u7a84\u65d7\u5f62\u3001\u6da8\u505c\u56de\u8e29\u3001\u8d8b\u52bf\u8dcc\u505c\u3001RPS \u7a81\u7834\uff0c\u516d\u4e2a\u7b56\u7565\u5185\u7f6e\uff0c\u5916\u52a0\u4e00\u4e2a\u5b9a\u589e\u516c\u544a\u76d1\u63a7\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" width=\"565\" height=\"266\" src=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/09\/002.png\" alt=\"\" class=\"wp-image-4900\" srcset=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/09\/002.png 565w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/09\/002-300x141.png 300w\" sizes=\"(max-width: 565px) 100vw, 565px\" \/><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">\u4f60\u4e0d\u7528\u88c5\u884c\u60c5\u8f6f\u4ef6\uff0c\u4e0d\u7528\u8db4\u5728\u7535\u8111\u524d\u7ffb\u6da8\u5e45\u699c\u3002\u6bcf\u5929\u665a\u4e0a\u4e03\u70b9\u591a\uff0c\u98de\u4e66\u673a\u5668\u4eba\u628a\u5f53\u5929\u7b26\u5408\u6761\u4ef6\u7684\u4ee3\u7801\u6e05\u5355\u53d1\u5230\u4f60\u624b\u673a\u4e0a\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u8fd9\u7c7b\u9879\u76ee GitHub \u4e0a\u4e0d\u5c11\uff0c\u591a\u6570\u662f\u534a\u6210\u54c1\u3002\u8fd9\u4e2a\u80fd\u6512\u5230 6954 \u661f\uff0c\u6211\u8bfb\u5b8c\u6e90\u7801\u540e\u627e\u5230\u4e09\u4e2a\u539f\u56e0\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>\u7b2c\u4e00\uff0c\u6570\u636e\u514d\u8d39\u3002<\/strong>\u884c\u60c5\u7528 baostock \u62c9\uff0c\u514d\u8d39\u63a5\u53e3\uff0c\u4e0d\u7528\u6ce8\u518c\u3002\u6570\u636e\u843d\u5728\u672c\u5730\u4e00\u4e2a SQLite \u6587\u4ef6\u91cc\uff0c\u6574\u4e2a\u5e93\u80fd\u62f7\u8fdb U \u76d8\u3002\u7b2c\u4e00\u6b21\u56de\u586b\u7ea6 12 \u5206\u949f\uff0c\u4e4b\u540e\u6bcf\u4e2a\u4ea4\u6613\u65e5\u6536\u76d8\u540e\u589e\u91cf\u66f4\u65b0\uff0c\u5168\u5e02\u573a\u4e24\u4e09\u5206\u949f\u8dd1\u5b8c\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>\u7b2c\u4e8c\uff0c\u7b56\u7565\u662f\u63d2\u4ef6\u3002<\/strong>\u516d\u4e2a\u7b56\u7565\u7ee7\u627f\u540c\u4e00\u4e2a\u57fa\u7c7b\uff0c\u6bcf\u4e2a\u53ea\u5b9e\u73b0\u4e00\u4e2a&nbsp;<code>run()<\/code>&nbsp;\u65b9\u6cd5\u3002\u60f3\u52a0\u81ea\u5df1\u7684\u7b56\u7565\uff0c\u5199\u4e00\u4e2a\u7c7b\u6302\u8fdb\u53bb\uff0c\u4e3b\u6d41\u7a0b\u4e00\u884c\u4e0d\u6539\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>\u7b2c\u4e09\uff0c\u63a8\u9001\u5206\u6d41\u3002<\/strong>\u6bcf\u4e2a\u7b56\u7565\u53ef\u4ee5\u7ed1\u72ec\u7acb\u7684\u98de\u4e66\u673a\u5668\u4eba\uff0c\u6d77\u9f9f\u7684\u4fe1\u53f7\u53d1\u8fd9\u4e2a\u7fa4\uff0cRPS \u7684\u53d1\u90a3\u4e2a\u7fa4\uff0c\u4e92\u4e0d\u5e72\u6270\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"1024\" height=\"614\" src=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/09\/chart0-architecture-1024x614.png\" alt=\"\" class=\"wp-image-4899\" srcset=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/09\/chart0-architecture-1024x614.png 1024w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/09\/chart0-architecture-300x180.png 300w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/09\/chart0-architecture-768x461.png 768w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/09\/chart0-architecture.png 1254w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/><\/figure>\n\n\n\n<p class=\"has-text-align-center wp-block-paragraph\">\u7cfb\u7edf\u56db\u5c42\u67b6\u6784\uff0c\u6570\u636e\u8fdb\u6765\uff0c\u4fe1\u53f7\u51fa\u53bb<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u81f3\u4e8e\u5b83\u9009\u51fa\u6765\u7684\u80a1\u7968\u5230\u5e95\u7075\u4e0d\u7075\uff0c\u8fd9\u662f\u6240\u6709\u4eba\u7b2c\u4e00\u4e2a\u95ee\u9898\uff0c\u6211\u628a\u7b54\u6848\u653e\u5728\u4e0b\u4e00\u8282\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e8c\u3001\u6211\u6d4b\u51fa\u6765\u7684\u7ed3\u679c\uff0c\u5148\u7ed9\u7b54\u6848<\/strong><\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u5148\u4ea4\u4ee3\u4e00\u53e5\u80cc\u666f\u3002\u9879\u76ee\u672c\u8eab\u6ca1\u6709\u56de\u6d4b\u6a21\u5757\uff0c\u516d\u4e2a\u7b56\u7565\u53ea\u5224\u65ad&#8221;\u4eca\u5929\u89e6\u6ca1\u89e6\u53d1&#8221;\uff0c\u6628\u5929\u3001\u53bb\u5e74\u8868\u73b0\u5982\u4f55\uff0c\u7cfb\u7edf\u4e0d\u77e5\u9053\u3002\u6240\u4ee5\u6211\u8865\u4e86\u8fd9\u5757\uff0c\u628a\u516d\u4e2a\u7b56\u7565\u6539\u6210\u6eda\u52a8\u7248\uff0c\u5728 5558 \u53ea\u80a1\u7968\u30012024 \u5e74 1 \u6708\u5230\u4eca\u5e74 9 \u6708\u7684\u5168\u5386\u53f2\u540e\u590d\u6743\u65e5 K \u7ebf\u4e0a\u9010\u65e5\u91cd\u653e\uff0c\u7b49\u4e8e\u628a\u8fd9\u5957\u7cfb\u7edf\u5728\u5386\u53f2\u4e0a\u5b8c\u6574\u8dd1\u4e86\u4e00\u904d\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u4e24\u5e74\u591a\uff0c\u4e00\u5171&nbsp;<strong>22 \u4e07\u4e2a\u4fe1\u53f7<\/strong>\u3002\u7edf\u8ba1\u6bcf\u4e2a\u4fe1\u53f7\u4e4b\u540e 5 \u5929\u300110 \u5929\u300120 \u5929\u7684\u6da8\u8dcc\uff0c\u548c\u540c\u671f\u5168\u5e02\u573a\u4e2d\u4f4d\u6570\u6bd4\u3002\u4e3a\u4ec0\u4e48\u8981\u8ddf\u4e2d\u4f4d\u6570\u6bd4\uff0c\u56e0\u4e3a\u5e02\u573a\u672c\u8eab\u6709\u6ce2\u52a8\uff0c\u6c34\u6da8\u8239\u9ad8\u7684\u65f6\u5019\u968f\u4fbf\u4e70\u4ec0\u4e48\u90fd\u6da8\uff0c\u5f97\u628a\u5e02\u573a\u7684\u4efd\u6263\u6389\uff0c\u5269\u4e0b\u7684\u624d\u662f\u8fd9\u4e2a\u5f62\u6001\u81ea\u5df1\u7684\u8d21\u732e\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u7ed3\u679c\u4e00\u5f20\u8868\u770b\u6e05\uff08\u6301\u6709 10 \u5929\u53e3\u5f84\uff09\u3002<\/p>\n\n\n\n<figure class=\"wp-block-table\"><table class=\"has-fixed-layout\"><tbody><tr><th>\u7b56\u7565<\/th><th>10\u65e5\u8d85\u989d<\/th><th>20\u65e5\u8d85\u989d<\/th><th>\u7ed3\u8bba<\/th><\/tr><tr><td class=\"has-text-align-center\" data-align=\"center\">RPS\u7a81\u7834<\/td><td class=\"has-text-align-center\" data-align=\"center\">+1.69%<\/td><td class=\"has-text-align-center\" data-align=\"center\">+2.65%<\/td><td class=\"has-text-align-center\" data-align=\"center\">\u6700\u5f3a\uff0c\u52a8\u91cf\u6709\u6548<\/td><\/tr><tr><td class=\"has-text-align-center\" data-align=\"center\">\u9ad8\u7a84\u65d7\u5f62<\/td><td class=\"has-text-align-center\" data-align=\"center\">+0.73%<\/td><td class=\"has-text-align-center\" data-align=\"center\">+1.73%<\/td><td class=\"has-text-align-center\" data-align=\"center\">\u8d8a\u62ff\u8d8a\u597d<\/td><\/tr><tr><td class=\"has-text-align-center\" data-align=\"center\">\u5747\u7ebf\u653e\u91cf<\/td><td class=\"has-text-align-center\" data-align=\"center\">+0.75%<\/td><td class=\"has-text-align-center\" data-align=\"center\">+1.30%<\/td><td class=\"has-text-align-center\" data-align=\"center\">\u7a33\u5b9a\u6b63\u8d85\u989d<\/td><\/tr><tr><td class=\"has-text-align-center\" data-align=\"center\">\u6d77\u9f9f\u7a81\u7834<\/td><td class=\"has-text-align-center\" data-align=\"center\">+0.72%<\/td><td class=\"has-text-align-center\" data-align=\"center\">+1.24%<\/td><td class=\"has-text-align-center\" data-align=\"center\">\u7a33\u5b9a\u6b63\u8d85\u989d<\/td><\/tr><tr><td class=\"has-text-align-center\" data-align=\"center\">\u8d8b\u52bf\u8dcc\u505c<\/td><td class=\"has-text-align-center\" data-align=\"center\">-0.67%<\/td><td class=\"has-text-align-center\" data-align=\"center\">+1.75%<\/td><td class=\"has-text-align-center\" data-align=\"center\">\u524d\u5341\u5929\u8981\u71ac<\/td><\/tr><tr><td class=\"has-text-align-center\" data-align=\"center\">\u6da8\u505c\u56de\u8e29<\/td><td class=\"has-text-align-center\" data-align=\"center\">-1.67%<\/td><td class=\"has-text-align-center\" data-align=\"center\">-1.98%<\/td><td class=\"has-text-align-center\" data-align=\"center\">\u552f\u4e00\u5168\u7ebf\u8d1f\u8d85\u989d<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n<figure class=\"wp-block-image size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"1024\" height=\"524\" src=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/09\/chart2-excess-return-1024x524.png\" alt=\"\" class=\"wp-image-4898\" srcset=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/09\/chart2-excess-return-1024x524.png 1024w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/09\/chart2-excess-return-300x154.png 300w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/09\/chart2-excess-return-768x393.png 768w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/09\/chart2-excess-return.png 1254w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/><\/figure>\n\n\n\n<p class=\"has-text-align-center wp-block-paragraph\">\u4fe1\u53f7\u540e 10 \u5929\uff0c\u76f8\u5bf9\u540c\u671f\u5168\u5e02\u573a\u4e2d\u4f4d\u6570\u7684\u8d85\u989d\u6536\u76ca<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u7ed3\u8bba\u5206\u4e09\u5c42\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>\u7b2c\u4e00\u5c42\uff0c\u52a8\u91cf\u7c7b\u6709\u6548\u3002<\/strong>\u56db\u4e2a\u6b63\u8d85\u989d\u7b56\u7565\u7edf\u8ba1\u4e0a\u90fd\u7ad9\u5f97\u4f4f\uff0c\u6837\u672c\u91cf\u6700\u5c0f\u7684\u65d7\u5f62\u4e5f\u6709 6400 \u4e2a\u4fe1\u53f7\uff0cRPS \u7684 t \u503c\u51b2\u5230 26.9\uff0c\u8fd9\u4e2a\u7f6e\u4fe1\u6c34\u5e73\u5728\u91cf\u5316\u7814\u7a76\u91cc\u975e\u5e38\u5c11\u89c1\u3002\u800c\u4e14\u6709\u4e2a\u5171\u540c\u89c4\u5f8b\uff0c\u6301\u6709\u8d8a\u4e45\u8d85\u989d\u8d8a\u9ad8\uff0cRPS \u4ece 5 \u65e5\u7684 +1.03% \u6da8\u5230 20 \u65e5\u7684 +2.65%\u3002\u5151\u73b0\u9700\u8981\u65f6\u95f4\uff0c\u4eca\u5929\u51fa\u4fe1\u53f7\u660e\u5929\u5c31\u5356\uff0c\u8d5a\u4e0d\u5230\u5927\u5934\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"1024\" height=\"524\" src=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/09\/chart3-holding-decay-1024x524.png\" alt=\"\" class=\"wp-image-4897\" srcset=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/09\/chart3-holding-decay-1024x524.png 1024w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/09\/chart3-holding-decay-300x154.png 300w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/09\/chart3-holding-decay-768x393.png 768w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/09\/chart3-holding-decay.png 1254w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/><\/figure>\n\n\n\n<p class=\"has-text-align-center wp-block-paragraph\">\u6301\u6709 5\/10\/20 \u5929\uff0c\u8d85\u989d\u6536\u76ca\u600e\u4e48\u53d8<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>\u7b2c<\/strong><strong>\u4e8c\u5c42\uff0c\u6709<\/strong><strong>\u4e00\u4e2a\u8981\u71ac\u3002<\/strong>\u8d8b\u52bf\u8dcc\u505c\u524d 10 \u5929\u5168\u662f\u8d1f\u8d85\u989d\uff0c\u7b2c 20 \u5929\u7ffb\u6b63\u5230 +1.75%\u3002\u524d\u9762\u90a3\u5341\u5929\u5927\u90e8\u5206\u6301\u6709\u8005\u5df2\u7ecf\u62ff\u4e0d\u4f4f\u79bb\u573a\u4e86\uff0c\u5403\u5f97\u5230\u5c3e\u90e8\u7684\u4eba\u6781\u5c11\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>\u7b2c\u4e09\u5c42\uff0c\u6709\u4e00\u4e2a\u662f\u574f\u7684\u3002<\/strong>\u6da8\u505c\u56de\u8e29\uff0c\u6628\u5929\u6da8\u505c\u4eca\u5929\u653e\u91cf\u6536\u9634\u5b88\u4f4f\u6628\u6536\u76d8\uff0c\u77ed\u7ebf\u5708\u5b50\u91cc\u6d41\u4f20\u5f88\u5e7f\u7684&#8221;\u56de\u8e29\u786e\u8ba4&#8221;\u903b\u8f91\uff0c\u4e24\u5e74 1418 \u4e2a\u6837\u672c\uff0c5 \u5929\u300110 \u5929\u300120 \u5929\u5168\u7ebf\u8d1f\u8d85\u989d\uff0c\u80dc\u7387 35%\u3002\u8fd9\u4e2a\u5f62\u6001\u5728\u8fd9\u5957\u6570\u636e\u91cc\u66f4\u50cf\u4e0a\u6da8\u52a8\u80fd\u7684\u7ec8\u70b9\u3002\u6837\u672c\u533a\u95f4\u5c31\u4e24\u5e74\u591a\uff0c\u98ce\u683c\u5207\u6362\u4e00\u6b21\u7ed3\u8bba\u53ef\u80fd\u53d8\uff0c\u4f46\u81f3\u5c11\u5728\u8fd9\u91cc\uff0c\u5b83\u662f\u516d\u4e2a\u7b56\u7565\u91cc\u552f\u4e00\u8fde\u6b63\u8d85\u989d\u90fd\u6478\u4e0d\u5230\u8fb9\u7684\u3002\u9879\u76ee\u628a\u5b83\u8ddf\u5176\u4ed6\u4e94\u4e2a\u5e76\u5217\u63a8\u9001\uff0c\u7528\u6237\u62ff\u5230\u624b\u65e0\u6cd5\u533a\u5206\u3002\u8fd9\u5c31\u662f\u6ca1\u6709\u56de\u6d4b\u6a21\u5757\u7684\u4ee3\u4ef7\uff0c\u7b56\u7565\u7684\u6b7b\u4ea1\u7387\uff0c\u7cfb\u7edf\u81ea\u5df1\u4e0d\u77e5\u9053\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"1024\" height=\"524\" src=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/09\/chart1-signal-scale-1024x524.png\" alt=\"\" class=\"wp-image-4896\" srcset=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/09\/chart1-signal-scale-1024x524.png 1024w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/09\/chart1-signal-scale-300x154.png 300w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/09\/chart1-signal-scale-768x393.png 768w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/09\/chart1-signal-scale.png 1254w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/><\/figure>\n\n\n\n<p class=\"has-text-align-center wp-block-paragraph\">\u516d\u4e2a\u7b56\u7565\u4e24\u5e74\u626b\u51fa\u7684\u4fe1\u53f7\u603b\u6570\uff0c\u5bf9\u6570\u8f74<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u4fe1\u53f7\u89c4\u6a21\u4e5f\u503c\u5f97\u770b\u4e00\u773c\u3002\u6d77\u9f9f\u65e5\u5747\u9009\u51fa 196.6 \u53ea\uff0c\u7b49\u4e8e\u6bcf\u5929\u63a8\u4e00\u4e2a 200 \u53ea\u80a1\u7968\u7684\u5217\u8868\uff0c\u53ea\u80fd\u5f53\u7c97\u7b5b\u6c60\u3002\u6da8\u505c\u56de\u8e29\u65e5\u5747 2.9 \u53ea\u3002\u4fe1\u53f7\u6570\u91cf\u51b3\u5b9a\u4e86\u4f60\u62ff\u5b83\u5f53\u521d\u7b5b\u8fd8\u662f\u5f53\u76ef\u76d8\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e09\u3001\u600e\u4e48\u88c5\uff0c\u5341\u5206\u949f\u7684\u4e8b<\/strong><\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u73af\u5883\u8981\u6c42\u5c31\u4e00\u6761\uff0cPython 3.10 \u4ee5\u4e0a\u3002Mac\u3001Linux\u3001Windows \u90fd\u884c\uff0c\u6709\u4e00\u53f0\u4e0d\u5173\u673a\u7684\u673a\u5668\u66f4\u597d\u3002\u6574\u4e2a\u8fc7\u7a0b\u4e94\u6b65\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u7b2c\u4e00\u6b65\u62ff\u4ee3\u7801\u3002<code>git clone https:\/\/github.com\/sngyai\/Sequoia-X.git<\/code>\uff0c\u6216\u8005\u76f4\u63a5\u5728\u9875\u9762\u4e0a\u4e0b zip \u89e3\u538b\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u7b2c\u4e8c\u6b65\u88c5\u4f9d\u8d56\u3002\u63a8\u8350\u7528 uv\uff0c\u4e00\u4e2a Python \u5305\u7ba1\u7406\u5668\uff0c\u6bd4 pip \u5feb\u5f97\u591a\uff0c<code>uv sync<\/code>&nbsp;\u4e00\u6761\u547d\u4ee4\u88c5\u5b8c\u3002\u6ca1\u6709 uv \u5c31\u7528\u8001\u529e\u6cd5\uff0c<code>pip install .<\/code>\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u7b2c\u4e09\u6b65\u914d\u98de\u4e66\u3002\u590d\u5236&nbsp;<code>.env.example<\/code>&nbsp;\u6210&nbsp;<code>.env<\/code>\uff0c\u91cc\u9762\u53ea\u9700\u8981\u586b\u4e00\u884c\uff0c\u98de\u4e66\u673a\u5668\u4eba\u7684 Webhook \u5730\u5740\u3002\u673a\u5668\u4eba\u4e0d\u7528\u5ba1\u6279\uff0c\u98de\u4e66\u7fa4\u91cc\u70b9\u8bbe\u7f6e\u3001\u6dfb\u52a0\u81ea\u5b9a\u4e49\u673a\u5668\u4eba\uff0c\u5efa\u597d\u5c31\u80fd\u62ff\u5230\u5730\u5740\u3002\u60f3\u7ed9\u4e0d\u540c\u7b56\u7565\u5206\u7fa4\uff0c\u7167\u7740&nbsp;<code>.env.example<\/code>&nbsp;\u91cc\u7684\u6ce8\u91ca\u52a0&nbsp;<code>STRATEGY_WEBHOOK_<\/code>&nbsp;\u524d\u7f00\u7684\u53d8\u91cf\u5c31\u884c\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u7b2c\u56db\u6b65\u9996\u6b21\u56de\u586b\u3002<code>python main.py --backfill<\/code>\uff0c\u7ea6 12 \u5206\u949f\u62c9\u5b8c\u5168\u5e02\u573a\u5386\u53f2 K \u7ebf\uff0c\u843d\u5728&nbsp;<code>data\/sequoia_v2.db<\/code>\u3002\u8dd1\u4e00\u6b21\u4ee5\u540e\u5c31\u4e0d\u7528\u518d\u8dd1\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u7b2c\u4e94\u6b65\u65e5\u5e38\u8fd0\u884c\u3002<code>python main.py<\/code>\uff0c\u4e24\u4e09\u5206\u949f\u8dd1\u5b8c\uff0c\u54ea\u4e2a\u7b56\u7565\u9009\u51fa\u80a1\u7968\uff0c\u5c31\u63a8\u5230\u5bf9\u5e94\u673a\u5668\u4eba\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u60f3\u5168\u81ea\u52a8\uff0c\u52a0\u4e00\u6761 crontab\uff0c\u6bcf\u4e2a\u4ea4\u6613\u65e5 19:15 \u81ea\u52a8\u6267\u884c\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>15 19 * * 1-5 cd \/root\/Sequoia-X &amp;&amp; .venv\/bin\/python main.py &gt;&gt; log.txt 2&gt;&amp;1<\/code><\/pre>\n\n\n\n<p class=\"wp-block-paragraph\">\u4e00\u53e5\u63d0\u9192\u3002\u514d\u8d39\u7248\u98de\u4e66\u5c31\u6709\u81ea\u5b9a\u4e49\u673a\u5668\u4eba\uff0c\u4e2a\u4eba\u7528\u4e0d\u9700\u8981\u4f01\u4e1a\u7248\u3002\u5168\u5957\u8dd1\u8d77\u6765\u5185\u5b58\u5360\u7528\u4e0d\u5927\uff0c\u6700\u4f4e\u914d\u7684\u4e91\u670d\u52a1\u5668\u6216\u5bb6\u91cc\u65e7\u7b14\u8bb0\u672c\u90fd\u591f\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u56db\u3001\u88c5\u597d\u4e4b\u540e\u600e\u4e48\u7528<\/strong><\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u6211\u7684\u7528\u6cd5\u662f\u628a\u5b83\u653e\u5728\u6d41\u7a0b\u7684\u7b2c\u4e00\u683c\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u4ee5\u6700\u8fd1\u4e00\u4e2a\u5b8c\u6574\u4ea4\u6613\u65e5\u7684\u771f\u5b9e\u8f93\u51fa\u4e3a\u4f8b\u3002\u6536\u76d8\u540e\u7cfb\u7edf\u8dd1\u5b8c\uff0c\u6d77\u9f9f\u7fa4 228 \u53ea\uff0cRPS \u7fa4 101 \u53ea\uff0c\u65d7\u5f62\u7fa4 25 \u53ea\uff0c\u5747\u7ebf\u7fa4 19 \u53ea\uff0c\u6da8\u505c\u56de\u8e29\u7fa4 6 \u53ea\uff0c\u53bb\u91cd\u540e\u4e00\u5171&nbsp;<strong>358 \u53ea<\/strong>\u3002\u8fd9 358 \u53ea\u5c31\u662f\u5f53\u5929\u7684\u521d\u7b5b\u6c60\uff0c\u5bf9\u5e94\u7b2c\u4e8c\u8282\u6570\u636e\u91cc\u7684\u542b\u4e49\uff0c\u52a8\u91cf\u7c7b\u4e3a\u4e3b\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u7136\u540e\u662f\u5b83\u505a\u4e0d\u4e86\u7684\u90e8\u5206\u3002\u4e8c\u6b21\u9a8c\u8bc1\uff0c\u57fa\u672c\u9762\u3001\u884c\u4e1a\u4f4d\u7f6e\u3001\u4ed3\u4f4d\u7ea6\u675f\uff0c\u90fd\u8fc7\u4e00\u904d\u624d\u8fdb\u81ea\u9009\u3002\u56de\u6d4b\u91cc\u90a3\u4e2a\u5168\u7ebf\u8d1f\u8d85\u989d\u7684\u6da8\u505c\u56de\u8e29\u7fa4\uff0c\u6211\u76f4\u63a5\u9759\u97f3\u4e86\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u4e00\u53e5\u8bdd\u5b9a\u4f4d\u3002\u5b83\u66ff\u4f60\u7701\u6389\u7684\u662f\u6bcf\u5929\u7ffb\u6da8\u5e45\u699c\u7684\u90a3\u534a\u5c0f\u65f6\uff0c\u7701\u4e0d\u6389\u7684\uff0c\u662f\u5224\u65ad\u672c\u8eab\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u4ee5\u4e0a\u662f\u666e\u901a\u8bfb\u8005\u7684\u90e8\u5206\uff0c\u88c5\u4e0a\u5c31\u80fd\u7528\u3002\u5f80\u4e0b\u662f\u52a8\u624b\u90e8\u5206\uff0c\u5199\u7ed9\u60f3\u81ea\u5df1\u8dd1\u56de\u6d4b\u3001\u60f3\u6539\u7b56\u7565\u7684\u4eba\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e94\u3001\u8fdb\u9636\uff0c\u6570\u636e\u8fd9\u5173\u6211\u662f\u600e\u4e48\u8fc7\u7684<\/strong><\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u8981\u590d\u73b0\u56de\u6d4b\uff0c\u5f97\u5148\u5907\u9f50\u6570\u636e\uff0c\u5168\u5e02\u573a 5558 \u53ea\u30012024 \u5e74\u81f3\u4eca\u7684\u540e\u590d\u6743\u65e5 K\u3002\u8fd9\u4e00\u6b65\u6211\u539f\u4ee5\u4e3a\u6700\u7b80\u5355\uff0c\u7ed3\u679c\u82b1\u7684\u65f6\u95f4\u6bd4\u56de\u6d4b\u672c\u8eab\u8fd8\u957f\uff0c\u4e09\u8fde\u5751\u5b9e\u5f55\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>\u7b2c\u4e00\u5751\uff0cbaostock \u9ed1\u540d\u5355\u3002<\/strong>\u6309\u539f\u9879\u76ee\u8def\u5b50 8 \u8fdb\u7a0b\u5e76\u884c\u62c9\u53d6\uff0c\u5934\u51e0\u5206\u949f\u5f88\u987a\uff0c\u4e00\u4e2a\u534a\u5c0f\u65f6\u540e\u5361\u6b7b\u3002\u91cd\u65b0\u767b\u5f55\uff0c\u670d\u52a1\u5668\u56de\u4e86\u516b\u4e2a\u5b57\uff0c<strong>\u9ed1\u540d\u5355\u7528\u6237\uff0c\u8bf7\u4e0e\u7ba1\u7406\u5458\u8054\u7cfb<\/strong>\u3002README \u5199\u7684&#8221;\u65e0\u9650\u6d41&#8221;\uff0c\u5b9e\u6d4b\u542b\u4e49\u662f\u4e0d\u9650\u6b21\u6570\u3001\u9650\u5e76\u53d1\u5f3a\u5ea6\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>\u7b2c\u4e8c\u5751\uff0c\u4e1c\u8d22\u62d2\u8fde\u3002<\/strong>\u6362 akshare\uff0c\u5e95\u5c42\u662f\u4e1c\u65b9\u8d22\u5bcc\u63a5\u53e3\u3002\u8fd9\u53f0\u673a\u5668\u7684\u7f51\u7edc\u73af\u5883\u91cc\uff0c\u4e1c\u8d22 CDN \u76f4\u63a5\u62d2\u7edd\u8fde\u63a5\uff0ccurl \u548c Python \u5168\u6302\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>\u7b2c\u4e09\u5751\uff0c\u817e\u8baf\u9650\u6d41\u3002<\/strong>\u6362\u817e\u8baf\u63a5\u53e3\uff0c\u524d 700 \u53ea\u98de\u5feb\uff0c\u56db\u79d2\u4e00\u767e\u53ea\uff0c\u7136\u540e\u5f00\u59cb\u8fd4\u56de\u7a7a\u5185\u5bb9\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u6700\u540e\u8dd1\u901a\u7684\u7ec4\u5408\u662f\u65b0\u6d6a\u7684\u4e24\u4e2a\u63a5\u53e3\uff0c\u4e00\u4e2a\u7ed9\u4e0d\u590d\u6743\u65e5 K\uff0c\u4e00\u4e2a\u7ed9\u590d\u6743\u56e0\u5b50\uff0c\u4e24\u4e2a\u4e00\u4e58\uff0c\u540e\u590d\u6743\u6570\u636e\u5c31\u6709\u4e86\u3002<strong>5558 \u53ea\u3001344 \u4e07\u884c K \u7ebf\uff0c\u4e5d\u5206\u949f\u62c9\u5b8c<\/strong>\uff0c\u5168\u7a0b\u96f6\u65ad\u6d41\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u4e0d\u8fc7\u6570\u636e\u8fc7\u5173\u4e0d\u7b49\u4e8e\u6570\u636e\u5e72\u51c0\u3002\u6211\u540e\u6765\u62ff\u901a\u8fbe\u4fe1\u548c\u817e\u8baf\u4e24\u4e2a\u72ec\u7acb\u6e90\u5bf9\u62cd\uff0c\u53d1\u73b0\u4e00\u4e2a\u85cf\u5f97\u6df1\u7684\u5751\uff1a\u65b0\u6d6a\u7684\u590d\u6743\u56e0\u5b50\u505c\u5728 2022 \u5e74\u5e95\u5c31\u4e0d\u66f4\u65b0\u4e86\u3002\u8fd9\u610f\u5473\u7740 2023 \u5e74\u4ee5\u540e\u5206\u8fc7\u7ea2\u3001\u9001\u8fc7\u8f6c\u7684\u8001\u724c\u80a1\uff0c\u540e\u590d\u6743\u4ef7\u5728\u9664\u6743\u65e5\u9644\u8fd1\u4f1a\u6709\u4e00\u4e24\u4e2a\u70b9\u7684\u5047\u8df3\u7a7a\u3002\u5168\u5e02\u573a\u53d7\u5f71\u54cd\u7684\u5927\u6982 20 \u53ea\uff0c\u5360\u6bd4\u4e0d\u5230 0.4%\uff0c\u5bf9 22 \u4e07\u4e2a\u4fe1\u53f7\u7684\u5927\u76d8\u7edf\u8ba1\u51b2\u4e0d\u6563\uff0c\u4f46\u4f60\u81ea\u5df1\u642d\u7ba1\u7ebf\u65f6\u8981\u7559\u610f\u3002\u514d\u8d39\u6e90\u7684\u590d\u6743\u56e0\u5b50\u4e0d\u662f\u5b9e\u65f6\u7ef4\u62a4\u7684\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u8fd9\u6bb5\u5bf9\u4f60\u642d\u81ea\u5df1\u7684\u6570\u636e\u7ba1\u7ebf\u6709\u76f4\u63a5\u53c2\u8003\u4ef7\u503c\u3002\u514d\u8d39\u6570\u636e\u6e90\u7684\u771f\u5b9e\u8fb9\u754c\uff0c\u6587\u6863\u91cc\u4ece\u6765\u4e0d\u5199\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u516d\u3001\u52a8\u624b\u533a\uff0c\u6838\u5fc3\u4ee3\u7801<\/strong><\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u2460 \u6570\u636e\u56de\u586b\uff08\u65b0\u6d6aK\u7ebf\u00d7\u590d\u6743\u56e0\u5b50\uff0c\u591a\u7ebf\u7a0b\uff09<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>import requests\nimport re\nimport json\nimport time\nimport bisect\nfrom concurrent.futures import ThreadPoolExecutor, as_completed\n\nHDR = {\"User-Agent\": \"Mozilla\/5.0\", \"Referer\": \"https:\/\/finance.sina.com.cn\"}\nPXY = {\"http\": None, \"https\": None}   # \u5173\u952e\uff1a\u7ed5\u5f00\u7cfb\u7edf\u4ee3\u7406\n\nKLINE = (\"https:\/\/quotes.sina.cn\/cn\/api\/jsonp_v2.php\"\n         \"\/var%20d=\/CN_MarketDataService.getKLineData\")\n\n\ndef fetch_pair(sym, start=\"2024-01-01\", end=\"2026-09-09\"):\n    # 1) \u4e0d\u590d\u6743\u65e5K\n    r = requests.get(KLINE, params={\n        \"symbol\": sym, \"scale\": \"240\", \"ma\": \"no\", \"datalen\": \"640\"},\n        headers=HDR, proxies=PXY, timeout=15)\n    raw = json.loads(re.search(r\"\\((\\&#91;.*\\])\\)\", r.text, re.S).group(1))\n    raw = &#91;k for k in raw if start &lt;= k&#91;\"day\"] &lt;= end]\n\n    # 2) \u540e\u590d\u6743\u56e0\u5b50\n    r2 = requests.get(\n        f\"https:\/\/finance.sina.com.cn\/realstock\/company\/{sym}\/hfq.js\",\n        headers=HDR, proxies=PXY, timeout=12)\n    fd = json.loads(re.search(r\"=(\\{.*\\})\", r2.text, re.S).group(1))\n    fac = sorted((x&#91;\"d\"], float(x&#91;\"f\"])) for x in fd&#91;\"data\"])\n\n    # 3) \u5408\u6210\u540e\u590d\u6743\uff1a\u4ef7\u683c \u00d7 \u5f53\u65e5\u751f\u6548\u56e0\u5b50\n    dates = &#91;d for d, _ in fac]\n    vals = &#91;f for _, f in fac]\n    out = &#91;]\n    for k in raw:\n        i = bisect.bisect_right(dates, k&#91;\"day\"]) - 1\n        f = vals&#91;i] if i >= 0 else vals&#91;0]\n        o, h, l, c = (float(k&#91;\"open\"]), float(k&#91;\"high\"]),\n                      float(k&#91;\"low\"]), float(k&#91;\"close\"]))\n        v = float(k&#91;\"volume\"])\n        out.append((sym, k&#91;\"day\"], o*f, h*f, l*f, c*f, v,\n                    v * (o+h+l+c)\/4))   # \u6210\u4ea4\u989d\u4f30\u7b97\n    return out<\/code><\/pre>\n\n\n\n<p class=\"wp-block-paragraph\">\u2461 \u516d\u7b56\u7565\u4fe1\u53f7\uff08\u7167\u6284\u9879\u76ee\u53e3\u5f84\uff0c\u5411\u91cf\u5316\uff09<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>import pandas as pd\n\n\ndef indicators(g):\n    \"\"\"\u5355\u53ea\u80a1\u7968\u5168\u90e8\u6307\u6807\uff0c\u4e00\u6b21\u7b97\u5b8c\u3002\"\"\"\n    g = g.sort_values(\"date\").reset_index(drop=True)\n    c, h, l, o, v = g&#91;\"close\"], g&#91;\"high\"], g&#91;\"low\"], g&#91;\"open\"], g&#91;\"volume\"]\n    \n    g&#91;\"bars\"] = range(1, len(g) + 1)\n    g&#91;\"ma5\"], g&#91;\"ma20\"] = c.rolling(5).mean(), c.rolling(20).mean()\n    g&#91;\"ma60\"] = c.rolling(60).mean()\n    g&#91;\"vol_ma20\"] = v.rolling(20).mean()\n    g&#91;\"fwd10\"] = c.shift(-10) \/ c - 1          # \u4fe1\u53f7\u540e10\u65e5\u6536\u76ca\n    g&#91;\"high20_prev\"] = h.shift(1).rolling(20).max()   # \u6d77\u9f9f\uff1a\u524d20\u65e5\u6700\u9ad8\n    g&#91;\"prev_close\"] = c.shift(1)\n    g&#91;\"prev_ma5\"] = g&#91;\"ma5\"].shift(1)\n    g&#91;\"prev_ma20\"] = g&#91;\"ma20\"].shift(1)\n    g&#91;\"prev_ma60\"] = g&#91;\"ma60\"].shift(1)\n    g&#91;\"high40\"], g&#91;\"low40\"] = h.rolling(40).max(), l.rolling(40).min()\n    g&#91;\"high10\"], g&#91;\"low10\"] = h.rolling(10).max(), l.rolling(10).min()\n    g&#91;\"vol20_prev\"] = v.shift(1).rolling(20).mean()\n    g&#91;\"prev_close2\"] = c.shift(2)\n    g&#91;\"prev_volume\"] = v.shift(1)\n    g&#91;\"ret120\"] = c \/ c.shift(120) - 1\n    g&#91;\"roll_high120\"] = h.rolling(120, min_periods=60).max()\n    return g\n\n\ndef six_signals(df):\n    \"\"\"\u516d\u4e2a\u7b56\u7565\u7684\u5e03\u5c14\u4fe1\u53f7\uff0c\u9010\u6761\u5bf9\u9f50\u9879\u76ee\u6e90\u7801\u3002\"\"\"\n    b = df&#91;\"bars\"]\n    return {\n        \"turtle\": (b >= 21)\n                  &amp; (df.close > df.high20_prev)\n                  &amp; (df.turnover > 1e8)\n                  &amp; (df.close > df.open)\n                  &amp; (df.close > df.prev_close),\n        \"ma_volume\": (b >= 20)\n                     &amp; (df.prev_ma5 &lt; df.prev_ma20)\n                     &amp; (df.ma5 > df.ma20)\n                     &amp; (df.volume > df.vol_ma20 * 1.5),\n        \"high_tight_flag\": (b >= 40)\n                           &amp; (df.high40 \/ df.low40 > 1.6)\n                           &amp; (df.high10 \/ df.low10 &lt; 1.15)\n                           &amp; (df.low10 >= df.high40 * 0.8)\n                           &amp; (df.volume &lt; df.vol20_prev * 0.6),\n        \"limit_up_shakeout\": (b >= 3)\n                             &amp; (df.prev_close >= df.prev_close2 * 1.095)\n                             &amp; (df.close &lt; df.open)\n                             &amp; (df.volume > df.prev_volume * 2.0)\n                             &amp; (df.low >= df.prev_close),\n        \"uptrend_limit_down\": (b >= 60)\n                              &amp; (df.prev_ma20 > df.prev_ma60)\n                              &amp; (df.close &lt;= df.prev_close * 0.905)\n                              &amp; (df.volume > df.vol_ma20 * 2.0),\n    }<\/code><\/pre>\n\n\n\n<p class=\"wp-block-paragraph\">\u2462 \u8d85\u989d\u6536\u76ca\u4f53\u68c0\uff08\u5bf9\u6bd4\u540c\u671f\u5e02\u573a\u4e2d\u4f4d\u6570\uff09<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>def excess_report(df, sig):\n    \"\"\"\u4fe1\u53f7\u540e10\u65e5\u6536\u76ca vs \u540c\u65e5\u5168\u5e02\u573a\u4e2d\u4f4d\u6570\u3002\"\"\"\n    bench = (df.dropna(subset=&#91;\"fwd10\"])\n               .groupby(\"date\")&#91;\"fwd10\"].median())   # \u5f53\u65e5\u57fa\u51c6\n    sub = df&#91;sig].dropna(subset=&#91;\"fwd10\"])\n    excess = sub&#91;\"fwd10\"] - sub&#91;\"date\"].map(bench)\n    n = len(excess)\n    t = excess.mean() \/ excess.std(ddof=1) * (n ** 0.5)\n    print(f\"\u4fe1\u53f7 {n} \u4e2a | \u8d85\u989d\u5747\u503c {excess.mean():.2%} \"\n          f\"| \u80dc\u7387 {(excess>0).mean():.1%} | t={t:.1f}\")\n    # RPS \u4fe1\u53f7\uff08\u6a2a\u622a\u9762\u6392\u4f4d\uff0c\u5355\u72ec\u7b97\uff09\n    # df&#91;\"rps\"] = df.groupby(\"date\")&#91;\"ret120\"].rank(pct=True) * 100<\/code><\/pre>\n\n\n\n<p class=\"wp-block-paragraph\">\u5b8c\u6574\u53ef\u8fd0\u884c\u7248\u672c\uff08\u542b\u80a1\u7968\u5217\u8868\u62c9\u53d6\u3001SQLite \u843d\u5e93\u3001\u65ad\u70b9\u7eed\u4f20\u3001RPS \u6a2a\u622a\u9762\u8ba1\u7b97\uff09\u5230\u00a0<a href=\"http:\/\/www.laoyulaoyu.com\/code\/sequoia-repro.zip\">http:\/\/www.laoyulaoyu.com\/code\/sequoia-repro.zip<\/a>\u00a0\u83b7\u53d6\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u89c2\u70b9\u603b\u7ed3<\/strong><\/h2>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>\u628a 22 \u4e07\u4e2a\u4fe1\u53f7\u7ffb\u8bd1\u6210\u4eba\u8bdd\u3002<\/strong><br>\u8fd9\u5957\u7cfb\u7edf\u9009\u80a1\u7968\uff0c\u4e94\u4e2a\u7b56\u7565\u9009\u51fa\u6765\u7684\uff0c\u6301\u6709\u4e24\u5468\u5e73\u5747\u80fd\u6bd4\u5e02\u573a\u591a\u8d5a\u4e00\u4e2a\u767e\u5206\u70b9\u4e0a\u4e0b\uff0cRPS \u7c7b\u6700\u5f3a\u3002\u4e00\u4e2a\u7b56\u7565\u9009\u51fa\u6765\u7684\uff0c\u6301\u6709\u8d8a\u4e45\u8d8a\u4e8f\u3002\u5b83\u81ea\u5df1\u4e0d\u77e5\u9053\u8fd9\u4ef6\u4e8b\uff0c\u56e0\u4e3a\u5b83\u7684\u4e16\u754c\u91cc\u53ea\u6709\u4eca\u5929\u3002\u6240\u4ee5\u6b63\u786e\u7684\u6253\u5f00\u65b9\u5f0f\uff0c\u8ba9\u5b83\u5f53\u4f60\u7684\u7c97\u7b5b\u5de5\u4eba\uff0c\u522b\u8ba9\u5b83\u5f53\u4f60\u7684\u51b3\u7b56\u8005\u3002\u4e09\u5206\u949f\u626b\u5b8c\u5168\u5e02\u573a\u7701\u4e0b\u6765\u7684\u65f6\u95f4\uff0c\u6b63\u662f\u4f60\u7528\u6765\u505a\u4e8c\u6b21\u9a8c\u8bc1\u7684\u65f6\u95f4\u3002\u5de5\u5177\u7684\u4ef7\u503c\u4ece\u6765\u4e0d\u662f\u66ff\u4f60\u5224\u65ad\uff0c\u662f\u628a\u5224\u65ad\u9700\u8981\u7684\u6570\u636e\uff0c\u5728\u4f60\u4e0b\u73ed\u4e4b\u524d\u6446\u4e0a\u684c\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u4f60\u7684\u4e8c\u6b21\u9a8c\u8bc1\u91cc\u6700\u91cd\u7684\u90a3\u6761\u662f\u4ec0\u4e48\uff0c\u662f\u4f30\u503c\u3001\u884c\u4e1a\uff0c\u8fd8\u662f\u4ed3\u4f4d\u89c4\u5219\uff1f\u8bc4\u8bba\u533a\u804a\u804a\uff0c\u4e0b\u4e00\u7bc7\u6211\u628a&#8221;\u4e8c\u6b21\u9a8c\u8bc1&#8221;\u62c6\u6210\u53ef\u6267\u884c\u7684\u6e05\u5355\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u89c9\u5f97\u6709\u7528\u7684\u8bdd\uff0c\u628a\u8fd9\u7bc7\u8f6c\u7ed9\u540c\u6837\u5728\u641e\u91cf\u5316\u7684\u670b\u53cb\u3002<\/p>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<p class=\"wp-block-paragraph\"><a>#\u91cf\u5316\u9009\u80a1<\/a>\u00a0<a>#\u5f00\u6e90\u9879\u76ee<\/a>\u00a0<a>#Python\u91cf\u5316<\/a>\u00a0<a>#SequoiaX<\/a>\u00a0<a>#A\u80a1<\/a>\u00a0<a>#\u6280\u672f\u5f62\u6001<\/a>\u00a0<a>#\u7a0b\u5e8f\u5316\u9009\u80a1<\/a>\u00a0<a>#\u91cf\u5316\u590d\u76d8<\/a>\u00a0<a>#GitHub\u5f00\u6e90<\/a>\u00a0<a>#\u9009\u80a1\u7cfb\u7edf<\/a>\u00a0<a>#\u91cf\u5316\u5de5\u5177<\/a>\u00a0<a>#\u52a8\u91cf\u7b56\u7565<\/a><\/p>\n\n\n\n<blockquote class=\"wp-block-quote is-layout-flow wp-block-quote-is-layout-flow\">\n<p class=\"wp-block-paragraph\"><strong>\u514d\u8d23\u58f0\u660e\uff1a<\/strong>\u672c\u6587\u6240\u6709\u6570\u636e\u5747\u4e3a\u5386\u53f2\u56de\u6d4b\u7ed3\u679c\uff0c\u4e0d\u6784\u6210\u4efb\u4f55\u6295\u8d44\u5efa\u8bae\u3002\u5386\u53f2\u8868\u73b0\u4e0d\u4ee3\u8868\u672a\u6765\u6536\u76ca\u3002\u91cf\u5316\u7b56\u7565\u5b58\u5728\u5931\u6548\u98ce\u9669\u3002\u5e02\u573a\u6709\u98ce\u9669\uff0c\u6295\u8d44\u9700\u8c28\u614e\u3002<\/p>\n<\/blockquote>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u4f5c \u8005\uff1a\u8001\u4f59\u635e\u9c7c \u539f\u521b\u4e0d\u6613\uff0c\u8f6c\u8f7d\u8bf7\u6807\u660e\u51fa\u5904\u53ca\u539f\u4f5c\u8005&#8230;<\/p>\n<div class=\"more-link-wrapper\"><a class=\"more-link\" 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