```
{———————— 智能选股系统 V8.3 OPT ————————}
// 神经微分优化
PARAM_OPT := NEURAL_DIFF_EVO(
EPOCH=3000, POP=2000,
MUT_RATE=ADAPT_MUT(0.15,0.003),
CROSS=TOP_CROSS(0.7),
FITNESS=0.7*SHARPE + 0.3*CALMAR,
CONSTRAIN=[MAX_CHG<0.2, FEAT_IMP>0.05]);
// 3D特征引擎
ALPHA_FACTOR := DEEP_FEAT_FUSE(
T_STREAM=TEMP_CONV(
[NEURAL_VOL(5,0.7), DEEP_ORDER(10,0.9)],
KERNEL=[3,5,7]),
S_STREAM=SPAT_ATTN(
IND_CORR_MAT,
SECT_EMBED=64),
FUSE_LAYER=[
TRANS_ENC(8,256),
GBOOST_SEL(500,0.01)]);
// 高频资金流
NORTH_FLOW := MULTI_DRL(
TIME_SCALE=[1M,5M,30M,1H],
STATE_ENC=G_CONV_NET(
NODE_FEAT=[HKHOLD,IDX_FUT,ETF_FLOW],
EDGE_W=CROSS_CORR),
REWARD=1.4*RET_SMOOTH(0.9) - 0.3*VOL_DD + 0.2*FLOW_GRAD);
// 波动引擎
VOL_REGIME := NEURAL_REGIME(
VOL_COMP=[VOL_BAND, GARCH(1,1), JUMP_DIFF],
TRANS_NET=TCN(
IN_DIM=6,
LEVELS=8,
DILATE=2),
JUMP_DETECT=BAYES_CP(
PRIOR_A=0.1,
WARN_TH=0.95));
// 行业轮动
IND_SCORE := 0.35*NLP_SENTIMENT(
[NEWS,TWIT,RED,INST_RESEARCH],
T_DECAY=EXP(-0.07*DELAY),
TOPIC_CLU=BERT_TOPIC(256))
+ 0.30*ADAPT_MOMENTUM(
WINDOW=FOURIER_AD(14),
VOL_ADJ=TRUE,
DECAY=0.02)
+ 0.25*FLOW_MOM_3D(
LEAD_LAG=[1.2, 0.8],
LIQ_MULT=VOL_SMOOTH)
+ 0.10*POLICY_SENSE*(2.0 - 0.35*MARKET_PHASE);
// 信号融合
FINAL_SIGNAL := DEEP_FUSION(
INPUT=[
TEMP_CONV(ALPHA_STREAM, [3,5,7]),
SPAT_ATTN(IND_CORR,64)
],
FUSE_LAYER=[
TRANS_ENC(8,256),
GBOOST_SEL(500,0.01)
],
ACT_COND=[
Q_SIG >= NEURAL_TH(MARKET_PH),
VOL_RAT > 1.5*DYNA_BETA,
PRICE_Q(0.85,50),
LIQ_SCORE>0.97,
INST_FLOW>=3.2,
ANOM_SCORE>NEURAL_ANO,
FUND_CONF(3D,0.8)
],
DYN_WEIGHT=NEURAL_W(0.0005,20));
// 风控系统
RISK_CTRL := HIER_RISK(
L1=VOL_CAP(0.25,ADAP_SKEW),
L2=CORR_DIV(
MAX_SECT=0.15,
MIN_DIVERGE=0.3),
L3=BLACKSWAN_PRO(
STRESS_IDX>0.85,
LIQ_FLOOR=0.001,
HEDGE=0.3));```你的身份是高级编程技术专家,精通各类编程语言,能对编程过程中的各类问题进行分析和解答。我的问题是【我编辑通达信选股代码,你如何深度理解此代码能否选到资金持续流入,股票市场情绪启动,盘中异动启动主升浪的股票,及日线盘中预警选股和盘后选股。用2018-2024年全A股周期回测验证此代码选股逻辑的准确性和胜率,评估月胜率达到多少?评估有效信号准确率达到多少?