"""
阿尔法模块配置
"""
from dataclasses import dataclass, field
from typing import List, Optional


@dataclass
class AlphaConfig:
    """阿尔法研究全局配置"""

    # ---- 数据库 ----
    db_host: str = "192.168.27.15"
    db_port: int = 12345
    db_name: str = "quant_db"
    db_user: str = "postgres"
    db_password: str = "postgres"

    # ---- 回测基础参数 ----
    initial_cash: float = 1_000_000.0  # 初始资金
    benchmark: str = "000300.SH"        # 基准指数（沪深300）
    start_date: str = "2020-01-01"
    end_date: str = "2025-12-31"

    # ---- 交易成本 ----
    commission_rate: float = 0.0003    # 佣金费率
    slippage: float = 0.001            # 滑点（百分比）
    stamp_tax: float = 0.001           # 印花税（仅卖出）

    # ---- 组合约束 ----
    max_position_pct: float = 0.10     # 单票最大仓位
    max_turnover: float = 0.20         # 单日最大换手率
    min_holding_period: int = 1        # 最小持仓天数

    # ---- 因子研究参数 ----
    factor_windows: List[int] = field(default_factory=lambda: [5, 10, 20, 60])
    ic_decay_days: int = 20            # IC 衰减分析天数

    # ---- 输出 ----
    output_dir: str = "./output"
    save_trade_log: bool = True
    verbose: bool = False