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mike 657dc41c46 Initial commit: Trading skills collection

- OKX交易自动化 (okx-auto-position, okx-crypto, okx-exchange)
- 交易信号处理 (signal-confirmation-templates, trading-signal-aggregator)
- 量化因子挖掘 (quant-factor-mining)
- 长桥集成 (longbridge-cli, longbridge-python-sdk)
- 六合彩分析 (lottery-hk)
- 股息投资 (dividend-investing, dividend-scanner)
- 日内交易 (intraday-trading)
- 同花顺 (tonghuashun)

2026-07-05 02:39:41 -04:00

1.8 KiB

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DCA Yield Filter Pattern

When user wants to filter DCA positions by minimum dividend yield, add this block to the monitor script after loading positions but before fetching quotes.

Code Pattern

positions = config['positions']

# === Yield filter: skip positions below threshold ===
MIN_YIELD = 7.0  # user-configurable
filtered_out = []
for sym in list(positions.keys()):
    if positions[sym].get('yield', 0) < MIN_YIELD:
        filtered_out.append(f"{sym}({positions[sym]['name']} {positions[sym]['yield']}%)")
        del positions[sym]

Budget Reallocation

When filtering removes positions, redistribute budget evenly among remaining:

n = len(positions)
per_stock_hkd = round(7500 / n)  # monthly budget / remaining count
usd_hkd = config['budget']['usd_hkd']

for sym, pos in positions.items():
    pos['monthly_budget_hkd'] = per_stock_hkd
    if pos['market'] == 'US':
        pos['monthly_budget_local'] = round(per_stock_hkd / usd_hkd, 2)
    else:
        pos['monthly_budget_local'] = per_stock_hkd

Config File Structure (dca_positions.json)

Each position has a yield field used for filtering:

{
  "positions": {
    "NLY.US": {
      "name": "Annaly Capital",
      "yield": 13.2,
      "market": "US",
      "ladder": [...],
      "monthly_budget_hkd": 2500,
      "monthly_budget_local": 320.51
    }
  },
  "alert_settings": { "trigger_pct": 2.0 },
  "budget": { "monthly_mid_hkd": 7500, "usd_hkd": 7.8 }
}

Key Points

Filter runs in-memory at script start; the JSON file retains all positions (including filtered ones) for future reference
User can change MIN_YIELD threshold without editing the JSON
When adding new positions to the JSON, the filter automatically enforces the threshold
filtered_out list can be logged for transparency

1.8 KiB Raw Blame History