38 lines
860 B
C#
38 lines
860 B
C#
namespace AssetManager.Models.DTOs;
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/// <summary>
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/// 风险平价策略配置
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/// </summary>
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public class RiskParityConfig
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{
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/// <summary>
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/// 历史数据回看周期
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/// </summary>
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public int LookbackPeriod { get; set; } = 60;
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/// <summary>
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/// 再平衡阈值（偏离度超过 5% 触发再平衡）
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/// </summary>
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public decimal RebalanceThreshold { get; set; } = 0.05m;
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/// <summary>
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/// 目标资产列表（可选，不指定则使用当前持仓）
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/// </summary>
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public List<AssetAllocation> Assets { get; set; }
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}
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/// <summary>
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/// 资产配置项
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/// </summary>
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public class AssetAllocation
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{
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/// <summary>
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/// 标的代码
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/// </summary>
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public string Symbol { get; set; }
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/// <summary>
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/// 目标权重
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/// </summary>
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public decimal TargetWeight { get; set; }
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} |