SHAP归因分析:年化收益率（45.81%）
该策略以随机森林机器学习模型为模板，使用shap归因分析，并且输出shap_global_importance和shap_local_importance
概要
核心指标
- 累计收益率: 130.5%
- 年化收益率: 45.81%
- 基准收益率: 40.84%
- 阿尔法: 0.3
- 夏普比率: 2.03
- 最大回撤: 12.74%
源码
查看AI策略代码
绩效
持仓详情
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-24 | 福晶科技(002222.SZ) | 70.38 | 100 | 17 | 89.25 | 8925 | 1887/26.812% |
| 2026-04-24 | 国泰海通(601211.SH) | 16.8425 | 400 | 17 | 16.72 | 6688 | -49/-0.727% |
| 2026-04-24 | 云南锗业(002428.SZ) | 51.26 | 100 | 17 | 77.12 | 7712 | 2586/50.449% |
| 2026-04-24 | 浦发银行(600000.SH) | 10.207142857143 | 700 | 17 | 9.45 | 6615 | -530/-7.418% |
| 2026-04-24 | 中油工程(600339.SH) | 4.0027777777778 | 1800 | 17 | 3.83 | 6894 | -311/-4.316% |
| 2026-04-24 | 中国重汽(000951.SZ) | 22.666666666667 | 300 | 17 | 23.42 | 7026 | 226/3.324% |
| 2026-04-24 | 中国太保(601601.SH) | 38.2 | 100 | 17 | 36.62 | 3662 | -158/-4.136% |
| 2026-04-24 | 福田汽车(600166.SH) | 2.982 | 2500 | 17 | 3.69 | 9225 | 1770/23.742% |
| 2026-04-24 | 贵研铂业(600459.SH) | 19.966666666667 | 300 | 17 | 21.32 | 6396 | 406/6.778% |
| 2026-04-24 | 朗姿股份(002612.SZ) | 17.4425 | 400 | 37 | 16.56 | 6624 | -353/-5.059% |
交易详情
| 2026-04-01 | 工商银行(601398.SH) | 卖 | -1000 | 7.6 | -7600 | ¥12.6 | 495 |
| 2026-04-01 | 建设银行(601939.SH) | 卖 | -800 | 9.58 | -7664 | ¥12.66 | 555 |
| 2026-04-01 | 兴业银行(601166.SH) | 卖 | -400 | 18.89 | -7556 | ¥12.56 | 199 |
| 2026-04-01 | 苏州银行(002966.SZ) | 卖 | -900 | 8.38 | -7542 | ¥12.54 | 202 |
| 2026-04-01 | 重庆银行(601963.SH) | 卖 | -700 | 10.48 | -7336 | ¥12.34 | 93 |
| 2026-04-01 | 中信银行(601998.SH) | 卖 | -1000 | 8.26 | -8260 | ¥13.26 | 1025 |
| 2026-04-01 | 华润双鹤(600062.SH) | 卖 | -400 | 18.69 | -7476 | ¥12.48 | 231 |
| 2026-04-01 | 健康元(600380.SH) | 卖 | -600 | 11.2 | -6720 | ¥11.72 | 103 |
| 2026-04-01 | 沪农商行(601825.SH) | 卖 | -800 | 9.11 | -7288 | ¥12.29 | 555 |
| 2026-04-01 | 广发证券(000776.SZ) | 卖 | -300 | 18.31 | -5493 | ¥10.49 | -638 |
