AssetManager.API/AssetManager.Models/DTOs/RiskParityConfig.cs
OpenClaw Agent 1977dd609d fix: 请求收益曲线时自动回填历史数据
- GetNavHistoryAsync现在会自动检查是否有历史数据
- 无历史数据时自动调用BackfillNavHistoryInternalAsync
- 拆分内部回填方法,避免重复验证权限
2026-03-13 16:21:31 +00:00

38 lines
862 B
C#
Executable File

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; }
}