{
  "portfolios": [
    {
      "name": "ETH RSI策略（简化版）",
      "code": "crypto_eth_rsi_macd",
      "description": "RSI超买超卖策略：RSI<30买入，RSI>70卖出，适合加密币高波动环境的简单反转策略",
      "strategy_definition": {
        "trade_strategy": {
          "indicators": [
            {
              "id": "rsi_indicator",
              "type": "RSI",
              "params": {
                "period": 14,
                "column": "Close"
              }
            },
            {
              "id": "rsi_oversold",
              "type": "Constant",
              "params": {
                "value": 30
              }
            },
            {
              "id": "rsi_overbought",
              "type": "Constant",
              "params": {
                "value": 70
              }
            }
          ],
          "signals": [
            {
              "id": "rsi_low",
              "type": "LessThan",
              "inputs": [{ "ref": "rsi_indicator" }, { "ref": "rsi_oversold" }]
            },
            {
              "id": "rsi_high",
              "type": "GreaterThan",
              "inputs": [
                { "ref": "rsi_indicator" },
                { "ref": "rsi_overbought" }
              ]
            }
          ],
          "outputs": {
            "buy_signal": "rsi_low",
            "sell_signal": "rsi_high",
            "indicators": [
              { "id": "rsi_indicator", "output_name": "rsi" },
              { "id": "rsi_low", "output_name": "rsi_buy" },
              { "id": "rsi_high", "output_name": "rsi_sell" }
            ]
          }
        },
        "capital_strategy": {
          "name": "PercentCapitalStrategy",
          "params": {
            "initial_capital": 100000,
            "percents": 95
          }
        }
      },
      "symbols": [{ "symbol": "ETH", "name": "Ethereum" }],
      "start_date": "2018-01-01",
      "currency": "USD",
      "market": "Crypto",
      "commission": 0.001,
      "update_time": "04:00"
    }
  ]
}