{
  "portfolios": [
    {
      "name": "BTC MVRV动态仓位策略",
      "code": "crypto_btc_mvrv_dynamic",
      "description": "MVRV策略升级版：底部满仓买入，随着MVRV升高逐步减仓。MVRV 1.0-5.0线性映射到100%-30%仓位，实现更精细的风险控制",
      "strategy_definition": {
        "market_indicators": {
          "indicators": [
            {
              "code": "BTC_MVRV_ZSCORE"
            }
          ],
          "transformers": [
            {
              "name": "mvrv_raw",
              "type": "IdentityTransformer",
              "params": {
                "indicator": "BTC_MVRV_ZSCORE",
                "field": "Close"
              }
            }
          ]
        },
        "trade_strategy": {
          "indicators": [
            {
              "id": "mvrv_buy_threshold",
              "type": "Constant",
              "params": {
                "value": 1.0
              }
            },
            {
              "id": "mvrv_sell_threshold",
              "type": "Constant",
              "params": {
                "value": 5.0
              }
            }
          ],
          "signals": [
            {
              "id": "mvrv_undervalued",
              "type": "LessThan",
              "inputs": [
                { "market": "BTC_MVRV_ZSCORE", "transformer": "mvrv_raw" },
                { "ref": "mvrv_buy_threshold" }
              ],
              "comment": "MVRV < 1.0 时买入"
            },
            {
              "id": "mvrv_overvalued",
              "type": "GreaterThan",
              "inputs": [
                { "market": "BTC_MVRV_ZSCORE", "transformer": "mvrv_raw" },
                { "ref": "mvrv_sell_threshold" }
              ],
              "comment": "MVRV > 5.0 时卖出"
            },
            {
              "id": "dynamic_weight",
              "type": "LinearScaleWeight",
              "inputs": [
                { "market": "BTC_MVRV_ZSCORE", "transformer": "mvrv_raw" }
              ],
              "params": {
                "min_indicator": 1.0,
                "max_indicator": 5.0,
                "min_weight": 1.0,
                "max_weight": 0.3,
                "clip": true
              },
              "comment": "MVRV 1.0→100%仓位, MVRV 5.0→30%仓位, 线性过渡"
            }
          ],
          "outputs": {
            "buy_signal": "mvrv_undervalued",
            "sell_signal": "mvrv_overvalued",
            "target_weight": "dynamic_weight",
            "indicators": [
              { "id": "mvrv_undervalued", "output_name": "mvrv_buy" },
              { "id": "mvrv_overvalued", "output_name": "mvrv_sell" },
              { "id": "dynamic_weight", "output_name": "target_weight" }
            ],
            "market_indicators": [
              {
                "market": "BTC_MVRV_ZSCORE",
                "transformer": "mvrv_raw",
                "output_name": "mvrv_zscore"
              }
            ]
          }
        },
        "capital_strategy": {
          "name": "RebalancingCapitalStrategy",
          "params": {
            "initial_capital": 100000
          }
        }
      },

      "symbols": [{ "symbol": "BTC", "name": "Bitcoin" }],
      "start_date": "2018-01-01",
      "currency": "USD",
      "market": "Crypto",
      "commission": 0.001,
      "update_time": "04:00"
    }
  ]
}