easy_tdx_max/src/easy_tdx/backtest/strategies/presets.py

"""策略参数寻优预设网格。

每个内置策略 1-2 个关键参数的合理取值列表，供：

1. Web UI 参数寻优页（``ParamGridPicker``）切换策略时自动填充——用户开箱即用，
   仍可编辑/取消勾选。
2. 「一键寻优所有策略」（``/backtest/optimize-all/run/async``）逐策略做网格
   寻优再全局排名。

约束：单策略笛卡尔积 ≤ 200（``ParamGridOptimizer.MAX_GRID_POINTS``）。行尾注释
标注该策略的网格点数。修改本文件即同步生效，无需重启策略注册表。

新增策略时：在 :data:`STRATEGY_PRESETS` 增加同名 key 即可；未登记的策略在
「一键寻优」中会被跳过并记录 warning。
"""

from __future__ import annotations

from typing import Any

# 策略名 → {参数名: 取值列表}
STRATEGY_PRESETS: dict[str, dict[str, list[Any]]] = {
    # ── 均线类 ──────────────────────────────────────────────────────────────
    "ma_cross": {
        # 快线 < 慢线才有意义；笛卡尔积去重快≥慢的无效组合后约 30+
        "fast": [5, 10, 15, 20, 30, 60],
        "slow": [10, 20, 30, 60, 120, 250],
    },  # 36
    "ema_cross": {
        "fast": [5, 10, 12, 20],
        "slow": [20, 26, 30, 60],
    },  # 16
    "triple_ma": {
        "short": [5, 10, 15],
        "long": [60, 120, 250],
    },  # 9（mid 用默认 20）
    "bbi": {
        "m1": [3, 6],
        "m4": [20, 30, 50],
    },  # 6
    # ── 通道/突破类 ─────────────────────────────────────────────────────────
    "boll_breakout": {
        "n": [10, 15, 20, 30],
        "p": [1.5, 2.0, 2.5, 3.0],
    },  # 16
    "donchian": {
        "n": [10, 15, 20, 30, 40, 55],
    },  # 6
    "keltner": {
        "n": [10, 15, 20, 30],
        "m": [7, 10, 14, 20],
    },  # 16
    "atr_breakout": {
        "n_ma": [10, 20],
        "k": [1.5, 2.0, 2.5, 3.0],
    },  # 8
    # ── 振荡/反转类 ─────────────────────────────────────────────────────────
    "macd": {
        "short": [8, 10, 12, 15],
        "long": [20, 26, 30, 40],
    },  # 16
    "rsi_reversal": {
        "n": [7, 14, 21],
        "oversold": [20, 25, 30],
    },  # 9
    "kdj_cross": {
        "n": [5, 9, 14, 18, 21],
    },  # 5
    "cci": {
        "n": [14, 20],
        "oversold": [-150, -100, -50],
    },  # 6
    "wr_reversal": {
        "n": [7, 14],
        "oversold": [-90, -80, -70],
    },  # 6
    "bias_reversal": {
        "n": [6, 12],
        "threshold": [3.0, 5.0, 7.0, 10.0],
    },  # 8
    # ── 趋向/平滑类 ─────────────────────────────────────────────────────────
    "dmi": {
        "m1": [14, 20],
        "m2": [6, 10, 14],
    },  # 6
    "trix": {
        "m1": [12, 18],
        "m2": [12, 20, 30],
    },  # 6
    "emv": {
        "n": [10, 14, 20, 28],
    },  # 4
    "dpo": {
        "m1": [15, 20, 30],
    },  # 3
    # ── 分水岭类 ─────────────────────────────────────────────────────────────
    "fsl": {
        # capital 仅作粗档扫描（1千万/1亿/10亿股），覆盖小盘→大盘
        "capital": [1e7, 1e8, 1e9, 1e10],
    },  # 4
    # ── V1.30.2 存量指标补齐 ────────────────────────────────────────────────
    "psy_reversal": {
        "n": [12, 20],
        "oversold": [20, 25, 30],
    },  # 6
    "mtm_cross": {
        "n": [6, 12, 24],
    },  # 3
    "roc_zero": {
        "n": [6, 12, 24],
    },  # 3
    "expma_cross": {
        "n1": [5, 10, 12],
        "n2": [26, 50, 60],
    },  # 9（n1<n2 全部有效）
    "dfma_cross": {
        "n1": [5, 10],
        "n2": [30, 50],
    },  # 4
    "cr_reversal": {
        "n": [20, 26],
        "oversold": [30, 40],
    },  # 4
    "xsii_breakout": {
        "n": [80, 102, 120],
    },  # 3
    "obv_cross": {
        "m": [10, 20, 30, 60],
    },  # 4
    "vr_reversal": {
        "m1": [20, 26],
        "oversold": [40, 50],
    },  # 4
    "mass_cross": {
        "n2": [20, 25, 30],
    },  # 3（n1 用默认 9）
    "mfi_reversal": {
        "n": [14, 20],
        "oversold": [15, 20],
    },  # 4
    "brar_reversal": {
        "m1": [26],
        "oversold": [30, 40, 50],
    },  # 3
    "asi_cross": {
        "m2": [7, 10, 14],
    },  # 3（m1 用默认 26）
    "zhuoyao_trend": {
        "n2": [40, 60, 90],
        "n3": [10, 20],
    },  # 6（n3<n2 全部有效）
    "bias_signal_cross": {
        "p": [5, 10],
        "m": [20, 30, 60],
    },  # 6
    "sar_follow": {
        "af_step": [0.01, 0.02, 0.03],
    },  # 3
    "vwap_cross": {
        "n": [10, 20, 30],
    },  # 3
    "aroon_cross": {
        "n": [14, 21, 25],
    },  # 3
    "fk_reversal": {},  # 无参数策略：单点（默认参数）
    # ── V1.30.2 新指标首发 ──────────────────────────────────────────────────
    "supertrend": {
        "n": [7, 10, 14],
        "m": [2.0, 3.0, 4.0],
    },  # 9
    "kama_cross": {
        "n": [10, 20, 30],
    },  # 3（fast/slow 用默认 2/30）
    "hma_cross": {
        "fast": [10, 16],
        "slow": [30, 50],
    },  # 4
    "chandelier": {
        "n": [15, 22, 30],
        "k": [2.5, 3.0],
    },  # 6（m 用默认 22）
    "ichimoku_cross": {
        "p1": [9, 20],
        "p2": [26, 40],
    },  # 4（p1<p2<p3=52 全部有效）
    "uos_reversal": {
        "oversold": [25, 30, 35],
    },  # 3（周期用默认 7/14/28）
    "cmo_reversal": {
        "n": [14, 20],
        "threshold": [40.0, 50.0, 60.0],
    },  # 6
    "tsi_cross": {
        "r": [13, 25],
        "m": [7, 13],
    },  # 4（s 用默认 13）
    "fisher_cross": {
        "n": [5, 9, 13],
    },  # 3
    "squeeze_breakout": {
        "kc": [1.2, 1.5, 2.0],
    },  # 3（n=20/bb=2.0 用默认）
    "chop_trend": {
        "n_ma": [20, 30],
        "trend_th": [35.0, 38.2],
    },  # 4
    "ad_cross": {
        "m": [10, 20, 30, 60],
    },  # 4
    "cmf_zero": {
        "n": [14, 20, 30],
    },  # 3
    "efi_zero": {
        "n": [10, 13, 20],
    },  # 3
    "bbp_reversal": {
        "n": [10, 20],
        "p": [1.5, 2.0],
    },  # 4
    "bbw_squeeze": {
        "n": [20, 30],
        "n_ma": [20, 30],
    },  # 4
}


def get_preset(strategy_name: str) -> dict[str, list[Any]]:
    """返回某策略的预设网格；未登记返回空 dict。"""
    return STRATEGY_PRESETS.get(strategy_name, {})