```
{—————————————— 智能选股系统 V8.2 OPTIMIZED ——————————————}
// 动态参数优化引擎
PARAM_OPTIMIZE := HYBRID_META_OPTIMIZER(
EPOCH=2000, POP_SIZE=1200,
ONLINE_LEARNING_RATE=0.002,
REWARD_FUNCTION=ADAPTIVE_SHARPE(
BASE_RETURN=CLOSE_RETURN,
RISK_FACTORS=[VOLATILITY, SKEWNESS, MAX_DRAWDOWN],
LAMBDA=[0.5, 0.3, 0.2]));
// 增强型阿尔法因子
ALPHA_FACTOR := XGBOOST_HYBRID_V4(
FEATURES=[ENHANCED_VOL_RATIO, RSI_ACCELERATE_V3(14),
BLOCKVOL_FLOWRATE_REALTIME, ETF_IMBALANCE_ADJ_V2,
INST_HOLD_DELTA_LIVE, SECTOR_MOM_INTERACT],
DYNAMIC_WEIGHTING=PARAM_OPTIMIZE.output_weights,
LOOKBACK_WINDOW=ADAPTIVE_WINDOW_V3(MARKET_VOLATILITY, 0.85));
// 量子强化北向资金模型
NORTH_FLOW := QUANTUM_DRL_PRO_V2(
ENV_STATE=[HKHOLD,DEEP_VOL,INDEX_FUTURE,FOREX_VOLATILITY,
SENTIMENT_LAYER,INST_ORDER_FLOW,ETF_FLOW_DERIV],
ACTION_SPACE=[BUY,HOLD,SELL,SHORT,DOUBLE_SHORT],
REWARD=1.6*CLOSE_RETURN - 0.4*VOLATILITY
+ 0.4*SENTIMENT_DELTA + 0.25*FLOW_MOMENTUM
- 0.15*TRANSACTION_COST);
// 波动率状态机
VOL_REGIME := REGIME_SWITCH_V4(
VOL_BAND, GARCH_VOL, JUMP_DIFFUSION,
TRANSITION_PROB=STRESS_INDEX_V3(
VIX, CNY_VOL, COMMODITY_SHOCK),
JUMP_RISK_PREMIUM=0.25);
// 行业轮动引擎
INDUSTRY_SCORE := 0.40*DYNAMIC_NLP_SENTIMENT(
SOURCES=[NEWS,TWITTER,REDDIT,INST_RESEARCH],
TIME_DECAY=EXP(-0.05*DELAY))
+ 0.30*SECTOR_MOMENTUM(
WINDOW=ADAPTIVE_FOURIER(14),
VOL_ADJUSTED=True)
+ 0.20*INDUSTRY_FLOW_MOMENTUM(
LEAD_LAG_RATIO=1.2,
LIQUIDITY_MULT=VOLATILITY_SMOOTH)
+ 0.10*POLICY_SENSITIVITY**
(1.8 - 0.3*MARKET_PHASE);
// 信号融合系统
FINAL_SIGNAL := FUZZY_LOGIC_VOTE(
CONDITIONS=[
Q_SIGNAL >= DYNAMIC_THRESHOLD_V3(MARKET_PHASE),
EMA(VOL,5) > 1.6*MA(VOL,20)*DYNAMIC_BETA_MULTI,
CLOSE > QUANTILE(CLOSE, 0.82, 50),
LIQUIDITY_SCORE > 0.95,
INST_FLOW_DURATION >= 2.8,
INTRADAY_ANOMALY_SCORE > 0.88,
FUND_CONFIRM(3D,MIN_STRENGTH=0.75)
],
VOTE_WEIGHTS=[0.25,0.18,0.15,0.12,0.10,0.12,0.08],
ACTIVATION_THRESHOLD=0.82);
// 风险控制模块
RISK_CONTROL := DYNAMIC_RISK_ENGINE(
MAX_DRAWDOWN=0.15,
VOLATILITY_CAP=0.3,
LIQUIDITY_FLOOR=0.0005,
BLACKSWAN_FILTER=STRESS_INDEX>0.9);```你的身份是高级编程技术专家,精通各类编程语言,能对编程过程中的各类问题进行分析和解答。我的问题是【我编辑通达信选股代码,你如何深度理解此代码能否选到资金持续流入,股票市场情绪启动,盘中异动启动主升浪的股票,及日线盘中预警选股和盘后选股。用2018-2024年全A股周期回测验证此代码选股逻辑的准确性和胜率,评估月胜率达到多少?评估有效信号准确率达到多少?同时此代码还有什么可提升的空间,提出可行性的优化建议和方案,优化选股逻辑和所有参数计算关系和信号触发条件。请帮我检查并全正确代码,生成优化后完整代码。