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# 本代码由可视化策略环境自动生成 2023年1月12日 11:34
# 本代码单元只能在可视化模式下编辑。您也可以拷贝代码，粘贴到新建的代码单元或者策略，然后修改。


m1 = M.strategy_asset_allocation.v1(
    stra_dict={
    'stockrank':"stockrank.csv",
    '多条件选股':"多条件选股.csv",
    '多头排列回踩':"多头排列回踩.csv"
},
    start_date='2021-01-04',
    upper_weight=1,
    lower_weight=0,
    target='Black-Litterman',
    self_para={
    "P":[[1,0,-1],[0,1,-1],[1,0,0]],
    "Q":[0.1,0.08,0.2],
    "TAU":0.3,
    "WEIGHT":[1/3,1/3,1/3],
    "TARGET":'最小化风险'
},
    balance_period='1个月',
    cal_period='全部历史',
    cal_days=30
)

[2023-01-12 11:34:01.945749] INFO: moduleinvoker: strategy_asset_allocation.v1 运行完成[0.845318s].

再平衡日期和各策略对应权重:
2021-01-04 {'stockrank': 0.33, '多条件选股': 0.33, '多头排列回踩': 0.33}
2021-02-03 {'stockrank': 0.38, '多条件选股': 0.62, '多头排列回踩': 0.0}
2021-03-05 {'stockrank': 0.53, '多条件选股': 0.21, '多头排列回踩': 0.26}
2021-04-04 {'stockrank': 0.53, '多条件选股': 0.23, '多头排列回踩': 0.24}
2021-05-04 {'stockrank': 0.5, '多条件选股': 0.23, '多头排列回踩': 0.27}
2021-06-03 {'stockrank': 0.53, '多条件选股': 0.2, '多头排列回踩': 0.27}
2021-07-03 {'stockrank': 0.54, '多条件选股': 0.18, '多头排列回踩': 0.28}
2021-08-02 {'stockrank': 0.56, '多条件选股': 0.17, '多头排列回踩': 0.27}
2021-09-01 {'stockrank': 0.55, '多条件选股': 0.17, '多头排列回踩': 0.27}
2021-10-01 {'stockrank': 0.59, '多条件选股': 0.23, '多头排列回踩': 0.18}
2021-10-31 {'stockrank': 0.58, '多条件选股': 0.25, '多头排列回踩': 0.17}
2021-11-30 {'stockrank': 0.61, '多条件选股': 0.22, '多头排列回踩': 0.17}
2021-12-30 {'stockrank': 0.61, '多条件选股': 0.23, '多头排列回踩': 0.17}