namespace AssetManager.Models.DTOs;

/// <summary>
/// 风险平价策略配置
/// </summary>
public class RiskParityConfig
{
    /// <summary>
    /// 历史数据回看周期
    /// </summary>
    public int LookbackPeriod { get; set; } = 60;

    /// <summary>
    /// 再平衡阈值（偏离度超过 5% 触发再平衡）
    /// </summary>
    public decimal RebalanceThreshold { get; set; } = 0.05m;

    /// <summary>
    /// 目标资产列表（可选，不指定则使用当前持仓）
    /// </summary>
    public List<AssetAllocation> Assets { get; set; }
}

/// <summary>
/// 资产配置项
/// </summary>
public class AssetAllocation
{
    /// <summary>
    /// 标的代码
    /// </summary>
    public string Symbol { get; set; }

    /// <summary>
    /// 目标权重
    /// </summary>
    public decimal TargetWeight { get; set; }
}