{"id":1164,"date":"2026-06-02T22:51:58","date_gmt":"2026-06-02T14:51:58","guid":{"rendered":"https:\/\/khsci.com\/khQuant\/?page_id=1164"},"modified":"2026-06-03T00:06:18","modified_gmt":"2026-06-02T16:06:18","slug":"cross-level","status":"publish","type":"page","link":"https:\/\/khsci.com\/khQuant\/cross-level\/","title":{"rendered":"\u8de8\u5c42\u8865\u5355\u7f51\u683c\u4ea4\u6613\u7b56\u7565\u63a2\u7a76"},"content":{"rendered":"<p><a class=\"wp-editor-md-post-content-link\" href=\"https:\/\/mp.weixin.qq.com\/s?__biz=MzUzNDk1NjcyNg==&amp;mid=2247486261&amp;idx=1&amp;sn=7a54e3bf3727ed098c6d14eafb9aac55&amp;scene=21#wechat_redirect\">\u4e0a\u4e00\u7bc7\u7528 180 \u7ec4\u56de\u6d4b\u5bf9\u6bd4\u4e86\u56fa\u5b9a\u7f51\u683c\u548c\u6d6e\u52a8\u7f51\u683c<\/a>\uff0c\u7ed3\u8bba\u662f\u4e24\u8005\u6574\u4f53\u6253\u5e73\uff0c\u80dc\u8d1f\u770b\u7f51\u683c\u5f62\u6001\u548c\u884c\u60c5\u5f62\u72b6\u662f\u5426\u5339\u914d\u3002\u4f46\u6709\u4e2a\u8001\u95ee\u9898\u6ca1\u89e3\u51b3\uff1a\u56fa\u5b9a\u7f51\u683c\u5728\u5355\u8fb9\u4e0b\u8dcc\u5e02\u5e73\u5747\u8981\u4e8f 7%\uff0c\u6d6e\u52a8\u7f51\u683c\u4e5f\u53ea\u662f\u5c11\u4e8f\u4e00\u70b9\uff0c\u5e76\u6ca1\u6709\u7ffb\u76d8\u3002<\/p>\n<p>\u56de\u6d4b\u7528\u7684\u662f 1 \u5206\u949f K \u7ebf\uff0c\u6709\u4e9b\u65f6\u5019\u4e00\u6839 K \u7ebf\u4e4b\u5185\u4ef7\u683c\u4f1a\u8dcc\u7a7f\u6216\u6da8\u7a7f\u597d\u51e0\u6761\u7f51\u683c\u7ebf\u3002\u4e4b\u524d\u7684\u7f51\u683c\u7b56\u7565\u5bf9\u8fd9\u79cd\u60c5\u51b5\u505a\u4e86\u7b80\u5316\u5904\u7406\uff1a\u4e0d\u7ba1\u4e00\u6839 K \u7ebf\u8de8\u4e86\u51e0\u5c42\uff0c\u8dcc\u7a7f\u53ea\u4e70\u5165\u4e00\u7b14\u3001\u6da8\u7a7f\u53ea\u5356\u51fa\u4e00\u7b14\u3002\u8fd9\u6837\u505a\u4e3b\u8981\u662f\u56fe\u5b9e\u73b0\u7b80\u5355\uff0c\u4e5f\u907f\u514d\u5355\u6839\u5f02\u5e38\u6ce2\u52a8\u4e00\u6b21\u6027\u89e6\u53d1\u592a\u591a\u4e0b\u5355\u3002\u8fd9\u4e00\u7bc7\u6362\u4e00\u79cd\u5904\u7406\u65b9\u5f0f\u2014\u2014\u8dcc\u7a7f\u51e0\u5c42\u5c31\u4e70\u5165\u51e0\u7b14\u3001\u6da8\u7a7f\u51e0\u5c42\u5c31\u5356\u51fa\u51e0\u7b14\uff0c\u770b\u770b\u6548\u679c\u5982\u4f55\u3002<\/p>\n<blockquote><p>\n  \u8fd9\u662f\u7f51\u683c\u7b56\u7565\u6539\u8fdb\u63a2\u7d22\u7cfb\u5217\u7684\u7b2c\u4e8c\u7ad9\u3002\u6bcf\u4e2a\u60f3\u6cd5\u90fd\u7528\u540c\u4e00\u5957\u53c2\u6570\u626b\u63cf\u8dd1\u4e00\u904d\uff0c\u8ba9\u6570\u636e\u8bf4\u8bdd\uff0c\u800c\u4e0d\u662f\u51ed\u76f4\u89c9\u3002\n<\/p><\/blockquote>\n<hr \/>\n<h2>\u4e00\u3001\u6539\u4e4b\u524d\u5148\u62bc\u4e00\u6ce8<\/h2>\n<p>\u6280\u672f\u4e0a\u539f\u7b56\u7565\u662f\u8fd9\u4e48\u505a\u7684\uff1a\u6bcf\u6b21\u89e6\u53d1\u53ea\u4e0b\u4e00\u7b14\u5355\uff0c\u6210\u4ea4\u5b8c\u628a\u00a0<code>base_level<\/code>\u00a0\u76f4\u63a5\u8df3\u5230\u5f53\u524d\u6240\u5728\u5c42\u3002\u4e2d\u95f4\u90a3\u4e9b\u88ab\u7565\u8fc7\u7684\u5c42\u7ea7\u6c38\u8fdc\u4e0d\u4f1a\u518d\u89e6\u53d1\u2014\u2014\u8fd9\u662f\u771f\u6b63&#8221;\u6f0f\u5355&#8221;\u7684\u5730\u65b9\u3002<\/p>\n<p>\u6f0f\u7684\u9891\u7387\u5176\u5b9e\u4e0d\u9ad8\uff1a\u65e5\u5e38\u9707\u8361\u91cc\u7edd\u5927\u591a\u6570 K \u7ebf\u90fd\u53ea\u8de8 1 \u5c42\uff0c\u6839\u672c\u4e0d\u5b58\u5728\u6f0f\u5355\u95ee\u9898\u3002\u4f1a\u51fa\u5927\u4e8b\u7684\u662f<strong>\u5f00\u76d8\u8df3\u7a7a\u548c\u6025\u8dcc\u65f6\u6bb5<\/strong>\uff0c\u4e00\u6839 K \u7ebf\u5c31\u80fd\u8de8\u5341\u51e0\u751a\u81f3\u51e0\u5341\u5c42\u3002<\/p>\n<p>\u90a3\u628a\u8fd9\u4e00\u7b14\u6539\u6210&#8221;\u8de8 N \u5c42\u5c31\u6210\u4ea4 N \u7b14&#8221;\uff0c\u7ed3\u679c\u4f1a\u600e\u6837\uff1f\u51ed\u76f4\u89c9\uff0c\u6211\u4e8b\u524d\u7684\u9884\u5224\u662f\uff1a<\/p>\n<ul>\n<li>\u4e0b\u8dcc\u65f6 N \u500d\u4e70\u5165 \u2192 \u5e94\u8be5\u4e8f\u66f4\u591a<\/p>\n<\/li>\n<li>\n<p>\u4e0a\u6da8\u65f6 N \u500d\u5356\u51fa \u2192 \u5e94\u8be5\u8e0f\u7a7a\u66f4\u591a<\/p>\n<\/li>\n<\/ul>\n<p>\u4f46\u56de\u6d4b\u7ed3\u679c\u4e0d\u662f\u8fd9\u6837\u3002\u4e0b\u9762\u770b\u6570\u636e\u3002<\/p>\n<hr \/>\n<h2>\u4e8c\u3001\u6539\u8fdb\u4e00\uff1a\u8de8\u5c42\u8865\u5355\uff08\u53ea\u6539\u4e00\u884c\uff09<\/h2>\n<h3>2.1 \u539f\u7b56\u7565 vs \u65b0\u7b56\u7565<\/h3>\n<table>\n<thead>\n<tr>\n<th align=\"left\">\u60c5\u5f62<\/th>\n<th align=\"left\">\u539f\u7b56\u7565<\/th>\n<th align=\"left\">\u65b0\u7b56\u7565<\/th>\n<\/tr>\n<\/thead>\n<tbody>\n<tr>\n<td align=\"left\">\u8de8 1 \u5c42<\/td>\n<td align=\"left\">1 \u7b14<\/td>\n<td align=\"left\">1 \u7b14<\/td>\n<\/tr>\n<tr>\n<td align=\"left\">\u8de8 N \u2265 2 \u5c42<\/td>\n<td align=\"left\">\u4ecd\u53ea 1 \u7b14<\/td>\n<td align=\"left\">N \u7b14\uff08\u6309 N \u00d7 \u5355\u7b14\u91cf\uff09<\/td>\n<\/tr>\n<tr>\n<td align=\"left\">\u951a\u70b9<\/td>\n<td align=\"left\">\u6c38\u4e0d\u53d8<\/td>\n<td align=\"left\">\u6c38\u4e0d\u53d8\uff08\u4e00\u81f4\uff09<\/td>\n<\/tr>\n<tr>\n<td align=\"left\"><code>base_level<\/code> \u63a8\u8fdb<\/td>\n<td align=\"left\">\u76f4\u63a5\u8df3\u5230 <code>target_level<\/code><\/td>\n<td align=\"left\">\u76f4\u63a5\u8df3\u5230 <code>target_level<\/code>\uff08\u4e00\u81f4\uff09<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<p>\u5176\u4ed6\u903b\u8f91\u4e00\u5b57\u672a\u6539\u3002<\/p>\n<h3>2.2 \u4ee3\u7801<\/h3>\n<pre><code class=\"line-numbers\"># \u539f\u7b56\u7565if\u00a0target_level &gt; base_level:\u00a0 \u00a0 sigs = generate_signal(..., trade_amount\/price ...) \u00a0\u00a0# \u6c38\u8fdc\u53ea\u7b97 1 \u7b14# \u65b0\u7b56\u7565if\u00a0target_level &gt; base_level:\u00a0 \u00a0 cross_layers = target_level - base_level \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0# \u65b0\u589e\uff1a\u8de8\u8d8a\u5c42\u6570 N\u00a0 \u00a0 total_vol = (trade_amount\/price) * cross_layers \u00a0 \u00a0 \u00a0\u00a0# \u65b0\u589e\uff1aN \u00d7 \u5355\u7b14\u00a0 \u00a0 sigs = generate_signal(..., total_vol ...)\n<\/code><\/pre>\n<p>\u5356\u51fa\u53d7\u53ef\u7528\u6301\u4ed3\u9650\u5236\uff08<code>min(N \u00d7 \u5355\u7b14, \u6301\u4ed3)<\/code>\uff09\uff0c\u4e70\u5165\u53d7\u73b0\u91d1\u9650\u5236\uff08<code>min(N \u00d7 \u5355\u7b14, \u73b0\u91d1\u4e0a\u9650)<\/code>\uff09\u3002\u4e24\u4e2a\u5b89\u5168\u9600\u90fd\u4fdd\u7559\u3002<\/p>\n<hr \/>\n<h2>\u4e09\u3001\u8de8\u5c42\u8865\u5355\u7684\u56de\u6d4b\u7ed3\u679c<\/h2>\n<p>\u4e3a\u4e86\u548c\u4e0a\u4e00\u7bc7\u76f4\u63a5\u53ef\u6bd4\uff0c\u6807\u7684\u3001\u56de\u6d4b\u533a\u95f4\u3001\u6ed1\u70b9\u4f63\u91d1\u8fd9\u4e9b\u8bbe\u7f6e\u5168\u90e8\u6cbf\u7528\u4e0a\u4e00\u7bc7\uff0c\u552f\u4e00\u53d8\u7684\u5c31\u662f\u7b56\u7565\u6362\u6210\u4e86\u8de8\u5c42\u8865\u5355\u3002<\/p>\n<p>3 \u6807\u7684 \u00d7 6 \u95f4\u8ddd \u00d7 5 \u91d1\u989d = 90 \u7ec4\uff08\u65b0\u7b56\u7565\uff09\uff0c\u4e0e\u4e0a\u7bc7\u7684\u56fa\u5b9a\/\u6d6e\u52a8\u7f51\u683c 180 \u7ec4\u57fa\u7ebf\u5bf9\u9f50\u3002\u96f6\u6ed1\u70b9\u3001\u4f63\u91d1\u4e07 0.5\u3001\u521d\u59cb\u8d44\u91d1 100 \u4e07\u3001\u521d\u59cb 50% \u5e95\u4ed3\u300114 \u4e2a\u6708\uff08274 \u4e2a\u4ea4\u6613\u65e5\uff091 \u5206\u949f K \u7ebf\u3002<\/p>\n<h3>3.1 \u5168\u5c40\u5bf9\u6bd4<\/h3>\n<table>\n<thead>\n<tr>\n<th align=\"left\">\u7b56\u7565<\/th>\n<th align=\"left\">\u5e73\u5747\u6536\u76ca\u7387<\/th>\n<th align=\"left\">\u5e73\u5747\u6700\u5927\u56de\u64a4<\/th>\n<th align=\"left\">\u5e73\u5747\u6210\u4ea4\u7b14\u6570<\/th>\n<\/tr>\n<\/thead>\n<tbody>\n<tr>\n<td align=\"left\">\u56fa\u5b9a\u7f51\u683c<\/td>\n<td align=\"left\">+6.74%<\/td>\n<td align=\"left\">11.74%<\/td>\n<td align=\"left\">2872<\/td>\n<\/tr>\n<tr>\n<td align=\"left\">\u6d6e\u52a8\u7f51\u683c<\/td>\n<td align=\"left\">+7.21%<\/td>\n<td align=\"left\">11.09%<\/td>\n<td align=\"left\">781<\/td>\n<\/tr>\n<tr>\n<td align=\"left\"><strong>\u8de8\u5c42\u8865\u5355<\/strong><\/td>\n<td align=\"left\"><strong>+11.01%<\/strong><\/td>\n<td align=\"left\"><strong>6.82%<\/strong><\/td>\n<td align=\"left\">3154<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<p>\u6536\u76ca\u9ad8\u4e86\u7ea6 4pct\uff0c\u56de\u64a4\u780d\u4e86\u5c06\u8fd1\u4e00\u534a\u3002<\/p>\n<h3>3.2 \u5206\u6807\u7684\u9010\u573a\u666f<\/h3>\n<table>\n<thead>\n<tr>\n<th align=\"left\">\u6807\u7684\uff08\u884c\u60c5\uff09<\/th>\n<th align=\"left\">\u7b56\u7565<\/th>\n<th align=\"left\">\u5e73\u5747\u6536\u76ca<\/th>\n<th align=\"left\">\u5e73\u5747\u56de\u64a4<\/th>\n<th align=\"left\">\u6700\u4f18<\/th>\n<th align=\"left\">\u6700\u5dee<\/th>\n<th align=\"left\">\u5e73\u5747\u6210\u4ea4<\/th>\n<\/tr>\n<\/thead>\n<tbody>\n<tr>\n<td align=\"left\"><strong>A \u00b7 \u5355\u8fb9\u4e0b\u8dcc<\/strong><\/td>\n<td align=\"left\">\u56fa\u5b9a\u7f51\u683c<\/td>\n<td align=\"left\">\u22126.98%<\/td>\n<td align=\"left\">15.75%<\/td>\n<td align=\"left\">+3.78%<\/td>\n<td align=\"left\"><strong>\u221217.65%<\/strong><\/td>\n<td align=\"left\">1565<\/td>\n<\/tr>\n<tr>\n<td align=\"left\"><\/td>\n<td align=\"left\">\u6d6e\u52a8\u7f51\u683c<\/td>\n<td align=\"left\">\u22125.63%<\/td>\n<td align=\"left\">15.71%<\/td>\n<td align=\"left\">+2.95%<\/td>\n<td align=\"left\">\u221218.38%<\/td>\n<td align=\"left\">979<\/td>\n<\/tr>\n<tr>\n<td align=\"left\"><\/td>\n<td align=\"left\"><strong>\u8de8\u5c42\u8865\u5355<\/strong><\/td>\n<td align=\"left\"><strong>+6.09%<\/strong><\/td>\n<td align=\"left\"><strong>8.59%<\/strong><\/td>\n<td align=\"left\"><strong>+13.18%<\/strong><\/td>\n<td align=\"left\"><strong>+0.56%<\/strong><\/td>\n<td align=\"left\">3222<\/td>\n<\/tr>\n<tr>\n<td align=\"left\"><strong>B \u00b7 \u9707\u8361\u504f\u5f3a<\/strong><\/td>\n<td align=\"left\">\u56fa\u5b9a\u7f51\u683c<\/td>\n<td align=\"left\">+14.13%<\/td>\n<td align=\"left\">16.86%<\/td>\n<td align=\"left\">+33.46%<\/td>\n<td align=\"left\">+6.84%<\/td>\n<td align=\"left\">5941<\/td>\n<\/tr>\n<tr>\n<td align=\"left\"><\/td>\n<td align=\"left\">\u6d6e\u52a8\u7f51\u683c<\/td>\n<td align=\"left\">+11.22%<\/td>\n<td align=\"left\">14.37%<\/td>\n<td align=\"left\">+20.41%<\/td>\n<td align=\"left\">\u22129.75%<\/td>\n<td align=\"left\">1204<\/td>\n<\/tr>\n<tr>\n<td align=\"left\"><\/td>\n<td align=\"left\"><strong>\u8de8\u5c42\u8865\u5355<\/strong><\/td>\n<td align=\"left\"><strong>+15.44%<\/strong><\/td>\n<td align=\"left\"><strong>9.84%<\/strong><\/td>\n<td align=\"left\"><strong>+34.44%<\/strong><\/td>\n<td align=\"left\">+2.76%<\/td>\n<td align=\"left\">5393<\/td>\n<\/tr>\n<tr>\n<td align=\"left\"><strong>C \u00b7 \u5355\u8fb9\u5f3a\u6da8<\/strong><\/td>\n<td align=\"left\">\u56fa\u5b9a\u7f51\u683c<\/td>\n<td align=\"left\">+13.08%<\/td>\n<td align=\"left\">2.61%<\/td>\n<td align=\"left\">+37.05%<\/td>\n<td align=\"left\">+0.82%<\/td>\n<td align=\"left\">1110<\/td>\n<\/tr>\n<tr>\n<td align=\"left\"><\/td>\n<td align=\"left\"><strong>\u6d6e\u52a8\u7f51\u683c<\/strong><\/td>\n<td align=\"left\"><strong>+16.02%<\/strong><\/td>\n<td align=\"left\">3.19%<\/td>\n<td align=\"left\"><strong>+38.92%<\/strong><\/td>\n<td align=\"left\">+0.92%<\/td>\n<td align=\"left\">161<\/td>\n<\/tr>\n<tr>\n<td align=\"left\"><\/td>\n<td align=\"left\">\u8de8\u5c42\u8865\u5355<\/td>\n<td align=\"left\">+11.52%<\/td>\n<td align=\"left\"><strong>2.02%<\/strong><\/td>\n<td align=\"left\">+37.60%<\/td>\n<td align=\"left\">+0.76%<\/td>\n<td align=\"left\">848<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<p>\u628a\u6bcf\u4e2a\u6807\u7684\u7684\u5e73\u5747\u6536\u76ca\u548c\u5e73\u5747\u56de\u64a4\u753b\u6210\u67f1\u72b6\u56fe\uff0c\u4e00\u76ee\u4e86\u7136\uff1a<\/p>\n<p><img decoding=\"async\" src=\"https:\/\/khsci.com\/khQuant\/wp-content\/uploads\/2026\/06\/image-20260602-225038-r9vp1.png\" alt=\"\u56fe\u7247\" \/><\/p>\n<p>A\u00b7\u5355\u8fb9\u4e0b\u8dcc \u4e09\u65b9\u5bf9\u6bd4<\/p>\n<p><img decoding=\"async\" src=\"https:\/\/khsci.com\/khQuant\/wp-content\/uploads\/2026\/06\/image-20260602-225038-qx94p.png\" alt=\"\u56fe\u7247\" \/><\/p>\n<p>B\u00b7\u9707\u8361\u504f\u5f3a \u4e09\u65b9\u5bf9\u6bd4<\/p>\n<p><img decoding=\"async\" src=\"https:\/\/khsci.com\/khQuant\/wp-content\/uploads\/2026\/06\/image-20260602-225038-zrihp.png\" alt=\"\u56fe\u7247\" \/><\/p>\n<p>C\u00b7\u5355\u8fb9\u5f3a\u6da8 \u4e09\u65b9\u5bf9\u6bd4<\/p>\n<p>\u9010\u7ec4\u5bf9\u6bd4\uff08\u540c\u4e00\u53c2\u6570\u4e0b\u8865\u5355\u51cf\u56fa\u5b9a\u7f51\u683c\u7684\u6536\u76ca\u5dee\uff09\uff1a<\/p>\n<table>\n<thead>\n<tr>\n<th align=\"left\">\u6807\u7684<\/th>\n<th align=\"left\">\u80dc\u7387<\/th>\n<th align=\"left\">\u2265+5pct \u5927\u80dc<\/th>\n<th align=\"left\">\u5e73\u5747\u5dee\u503c<\/th>\n<\/tr>\n<\/thead>\n<tbody>\n<tr>\n<td align=\"left\">A<\/td>\n<td align=\"left\"><strong>30\/30\uff08100%\uff09<\/strong><\/td>\n<td align=\"left\">21 \u7ec4<\/td>\n<td align=\"left\"><strong>+13.07pct<\/strong><\/td>\n<\/tr>\n<tr>\n<td align=\"left\">B<\/td>\n<td align=\"left\">23\/30\uff0877%\uff09<\/td>\n<td align=\"left\">2 \u7ec4<\/td>\n<td align=\"left\">+1.30pct<\/td>\n<\/tr>\n<tr>\n<td align=\"left\">C<\/td>\n<td align=\"left\">13\/30\uff0843%\uff09<\/td>\n<td align=\"left\">0 \u7ec4<\/td>\n<td align=\"left\">\u22121.56pct<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<p>A \u5168\u573a\u65e0\u8d25\u7ee9\u3001\u4e14 70% \u662f \u2265+5pct \u5927\u80dc\uff1bB \u591a\u6570\u5360\u4f18\u4f46\u4f18\u52bf\u5c0f\uff1bC \u4e00\u534a\u591a\u7684\u7ec4\u5408\u7565\u8f93\u3002<\/p>\n<p><img decoding=\"async\" src=\"https:\/\/khsci.com\/khQuant\/wp-content\/uploads\/2026\/06\/image-20260602-225038-ixfzn.png\" alt=\"\u56fe\u7247\" \/><\/p>\n<p>A\u00b7\u5355\u8fb9\u4e0b\u8dcc \u6536\u76ca\u5dee\u70ed\u56fe<\/p>\n<p><img decoding=\"async\" src=\"https:\/\/khsci.com\/khQuant\/wp-content\/uploads\/2026\/06\/image-20260602-225038-p9328.png\" alt=\"\u56fe\u7247\" \/><\/p>\n<p>B\u00b7\u9707\u8361\u504f\u5f3a \u6536\u76ca\u5dee\u70ed\u56fe<\/p>\n<p><img decoding=\"async\" src=\"https:\/\/khsci.com\/khQuant\/wp-content\/uploads\/2026\/06\/image-20260602-225038-89pxd.png\" alt=\"\u56fe\u7247\" \/><\/p>\n<p>C\u00b7\u5355\u8fb9\u5f3a\u6da8 \u6536\u76ca\u5dee\u70ed\u56fe<\/p>\n<blockquote><p>\n  \u4e09\u5f20\u70ed\u56fe\u5404\u770b\u5404\u7684\uff08\u7ea2=\u8865\u5355\u66f4\u4f18\uff0c\u7eff=\u56fa\u5b9a\u66f4\u4f18\uff09\uff1aA \u5168\u90e8\u4e3a\u7ea2\uff0c\u6700\u6df1\u7684\u683c\u5b50\u5728 0.3% \u95f4\u8ddd\u6863\uff08\u6700\u6df1\u7ea6 +31pct\uff09\uff1bB \u591a\u6570\u6d45\u7ea2\u3001\u5939\u6742\u51e0\u683c\u6d45\u7eff\uff0c\u6574\u4f53\u5e73\u6de1\uff1bC \u7ea2\u7eff\u5939\u6742\uff0c\u5c0f\u95f4\u8ddd \u00d7 \u5c0f\u91d1\u989d\u90a3\u4e00\u89d2\u662f\u6df1\u7eff\uff08\u6700\u6df1\u7ea6 \u221217pct\uff09\uff0c\u5927\u95f4\u8ddd\u533a\u6709\u96f6\u661f\u6d45\u7ea2\u3002\u4e09\u5f20\u56fe\u7684\u8272\u677f\u90fd\u4ee5 0 \u4e3a\u4e2d\u5fc3\u3001\u6309\u5404\u81ea\u7684\u6700\u5927\u5e45\u5ea6\u6491\u6ee1\uff0c\u6240\u4ee5&#8221;\u989c\u8272\u6df1\u6d45&#8221;\u5728\u540c\u4e00\u5f20\u56fe\u5185\u53ef\u6bd4\uff0c\u8de8\u56fe\u6bd4\u8f83\u770b\u6570\u5b57\u3002\n<\/p><\/blockquote>\n<p>\u5230\u8fd9\u91cc\u6709\u4e24\u4e2a\u95ee\u9898\u5f85\u89e3\u91ca\uff1a<strong>\u4e3a\u4ec0\u4e48\u4e0b\u8dcc\u5e02\u80fd\u9006\u88ad\uff1f\u4e3a\u4ec0\u4e48\u5f3a\u6da8\u5e02\u53cd\u800c\u7565\u8f93\uff1f<\/strong>\u00a0\u4e0b\u4e00\u8282\u5c31\u6765\u62c6\u89e3\u8fd9\u4e24\u4e2a\u95ee\u9898\u3002<\/p>\n<hr \/>\n<h2>\u56db\u3001\u4e3a\u4ec0\u4e48\u8865\u5355\u5728\u4e0b\u8dcc\u5e02\u80fd\u9006\u88ad\u3001\u5728\u5f3a\u6da8\u5e02\u5403\u4e8f\uff1f<\/h2>\n<h3>4.1 \u8de8\u591a\u5c42\u662f\u5c11\u6570\u4e8b\u4ef6\uff0c\u4f46\u6743\u91cd\u5f88\u5927<\/h3>\n<p>\u4e8b\u524d\u6211\u4ee5\u4e3a\u8865\u5355\u7684\u6536\u76ca\u6765\u81ea\u9891\u7e41\u89e6\u53d1\u2014\u2014\u9519\u4e86\u3002<\/p>\n<p>\u4ece 3 \u4e2a\u5178\u578b\u53c2\u6570\u7ec4\u5408\u7684 trades.csv \u53cd\u63a8\u6bcf\u7b14\u6210\u4ea4\u8de8\u4e86\u51e0\u5c42\uff1a<\/p>\n<table>\n<thead>\n<tr>\n<th align=\"left\">\u6837\u672c<\/th>\n<th align=\"left\">\u603b\u7b14\u6570<\/th>\n<th align=\"left\">\u8de8\u591a\u5c42\u7b14\u6570<\/th>\n<th align=\"left\">\u5360\u6bd4<\/th>\n<th align=\"left\">\u6700\u5927 N<\/th>\n<\/tr>\n<\/thead>\n<tbody>\n<tr>\n<td align=\"left\">A \u00b7 0.3% \u00d7 1.5\u4e07<\/td>\n<td align=\"left\">9278<\/td>\n<td align=\"left\">610<\/td>\n<td align=\"left\">6.6%<\/td>\n<td align=\"left\">27<\/td>\n<\/tr>\n<tr>\n<td align=\"left\">B \u00b7 0.5% \u00d7 3\u4e07<\/td>\n<td align=\"left\">3718<\/td>\n<td align=\"left\">71<\/td>\n<td align=\"left\">1.9%<\/td>\n<td align=\"left\">13<\/td>\n<\/tr>\n<tr>\n<td align=\"left\">C \u00b7 0.3% \u00d7 0.5\u4e07<\/td>\n<td align=\"left\">3361<\/td>\n<td align=\"left\">112<\/td>\n<td align=\"left\">3.3%<\/td>\n<td align=\"left\">16<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<p>\u4e5d\u6210\u4ee5\u4e0a\u7684\u4ea4\u6613\u5176\u5b9e\u53ea\u8de8 1 \u5c42\uff0c\u548c\u539f\u7b56\u7565\u5b8c\u5168\u4e00\u6837\u3002<\/p>\n<p><img decoding=\"async\" src=\"https:\/\/khsci.com\/khQuant\/wp-content\/uploads\/2026\/06\/image-20260602-225038-8yg3v.png\" alt=\"\u56fe\u7247\" \/><\/p>\n<p>A\u00b7\u5355\u8fb9\u4e0b\u8dcc \u8de8\u8d8a\u5c42\u6570\u5206\u5e03<\/p>\n<p><img decoding=\"async\" src=\"https:\/\/khsci.com\/khQuant\/wp-content\/uploads\/2026\/06\/image-20260602-225038-4k18l.png\" alt=\"\u56fe\u7247\" \/><\/p>\n<p>B\u00b7\u9707\u8361\u504f\u5f3a \u8de8\u8d8a\u5c42\u6570\u5206\u5e03<\/p>\n<p><img decoding=\"async\" src=\"https:\/\/khsci.com\/khQuant\/wp-content\/uploads\/2026\/06\/image-20260602-225038-6pkac.png\" alt=\"\u56fe\u7247\" \/><\/p>\n<p>C\u00b7\u5355\u8fb9\u5f3a\u6da8 \u8de8\u8d8a\u5c42\u6570\u5206\u5e03<\/p>\n<p>\u4f46\u957f\u5c3e\u90a3 2~7% \u51b3\u5b9a\u80dc\u8d1f\uff1aA \u6807\u7684\u6700\u5927\u5355\u6839 K \u7ebf\u8de8 27 \u5c42\u2014\u2014\u76f8\u5f53\u4e8e 1 \u5206\u949f\u5185\u4ef7\u683c\u8dcc 8%\u3002\u8fd9\u79cd\u4e8b\u4ef6\u4e00\u5e74\u53ea\u51fa\u73b0\u4e00\u4e24\u6b21\uff0c\u5168\u5e74\u6210\u8d25\u5c31\u538b\u5728\u5b83\u4eec\u4e0a\u9762\u3002<\/p>\n<h3>4.2 \u8df3\u6c34\u4e00\u6b21\u5230\u5e95\u610f\u5473\u7740\u4ec0\u4e48<\/h3>\n<p>\u62ff A \u6807\u7684\u6700\u5927\u589e\u76ca\u7ec4\uff080.3% \u00d7 1.5 \u4e07\uff09\u7684\u5173\u952e\u4e8b\u4ef6\u590d\u76d8\u3002<\/p>\n<p>\u67d0\u6b21\u5f00\u76d8\u8df3\u7a7a\u6025\u8dcc\uff1a<\/p>\n<ul>\n<li>\u4ef7\u683c\u4e00\u6839 K \u7ebf\u4ece base=0 \u8dcc\u5230 target=\u221227\uff08\u8de8 27 \u5c42\uff09<\/p>\n<\/li>\n<li>\n<p><strong>\u539f\u7b56\u7565<\/strong>\uff1a\u4e70 1 \u7b14 1.5 \u4e07\uff0c<code>base_level = \u221227<\/code><\/p>\n<\/li>\n<li>\n<p><strong>\u65b0\u7b56\u7565<\/strong>\uff1a\u4e70 27 \u7b14 = 40.5 \u4e07\uff0c<code>base_level = \u221227<\/code><\/p>\n<\/li>\n<\/ul>\n<p>\u4e4b\u540e\u53cd\u5f39\u65f6\uff0c\u4e24\u79cd\u7b56\u7565\u7684\u5355\u7b14\u5356\u51fa\u52a8\u4f5c\u5176\u5b9e\u662f\u4e00\u6837\u7684\u2014\u2014\u4ef7\u683c\u6bcf\u722c 1 \u5c42\u00a0<code>cross_layers = 1<\/code>\uff0c\u90fd\u53ea\u5356 1 \u500d\u91cf\uff081.5 \u4e07\uff09\u3002\u5dee\u522b\u4e0d\u5728\u5355\u6b21\u5356\u591a\u5c11\uff0c\u800c\u5728\u5e95\u4ed3\u91cc\u6709\u591a\u5c11\u53ef\u5356\uff1a<\/p>\n<ul>\n<li>\u539f\u7b56\u7565\u591a\u4e86 1 \u00d7 1.5 \u4e07\u7684\u5e95\u4ed3\uff0c\u53cd\u5f39 1 \u5c42\u5c31\u5356\u5b8c\uff0c\u5269\u4e0b 26 \u5c42\u6da8\u5e45\u65e0\u8d27\u53ef\u5356<\/p>\n<\/li>\n<li>\n<p>\u65b0\u7b56\u7565\u591a\u4e86 27 \u00d7 1.5 \u4e07\u7684\u5e95\u4ed3\uff0c\u53cd\u5f39\u6bcf\u722c 1 \u5c42\u90fd\u80fd\u5356 1 \u7b14\uff0c\u4e00\u76f4\u5356\u5230\u00a0<code>base=0<\/code>\u00a0\u7d2f\u8ba1\u5151\u73b0 27 \u7b14<\/p>\n<\/li>\n<\/ul>\n<p>\u65b0\u7b56\u7565\u771f\u6b63\u8d5a\u7684\u94b1\u6765\u81ea\u8fd9\u91cc\uff1a<strong>\u540c\u4e00\u4e2a\u8df3\u6c34-\u53cd\u5f39\u5468\u671f\uff0c\u539f\u7b56\u7565\u53ea\u80fd\u5151\u73b0 1 \u7b14\u7f51\u683c\u5229\u6da6\uff0c\u65b0\u7b56\u7565\u80fd\u5151\u73b0 27 \u7b14<\/strong>\u3002\u5355\u7b14\u5229\u6da6\u76f8\u540c\uff0c\u6b21\u6570\u5dee\u51fa\u51e0\u5341\u500d\u3002<\/p>\n<h3>4.3 \u5f3a\u6da8\u5e02\u4e3a\u4ec0\u4e48\u53cd\u800c\u5403\u4e8f<\/h3>\n<p>\u628a\u540c\u6837\u7684\u903b\u8f91\u653e\u5230 C \u6807\u7684\uff08\u5355\u8fb9\u5f3a\u6da8\uff09\uff1a<\/p>\n<ul>\n<li>\u8df3\u7a7a\u6da8\u7a7f 16 \u5c42\u65f6\uff0c\u65b0\u7b56\u7565\u4e00\u6b21\u5356\u51fa 16 \u500d\u91cf\uff0c\u4ed3\u4f4d\u8fc7\u65e9\u6e05\u7a7a<\/p>\n<\/li>\n<li>\n<p>\u4e4b\u540e\u7ee7\u7eed\u4e0a\u6da8\u65f6\u624b\u91cc\u6ca1\u8d27\uff0c\u8e0f\u7a7a\u52a0\u5267<\/p>\n<\/li>\n<li>\n<p>\u8fd9\u5c31\u662f C \u4e0a\u7565\u8f93\u7684\u6839\u6e90<\/p>\n<\/li>\n<\/ul>\n<p>\u4e00\u53e5\u8bdd\u5f52\u56e0\uff1a<strong>\u8de8\u5c42\u8865\u5355\u662f\u5728\u6781\u7aef\u8df3\u7a7a\u65f6\u4e00\u6b21\u6027\u8865\u8db3\u8be5\u65b9\u5411\u7684\u4ed3\u4f4d\u3002\u4e0b\u8dcc\u65b9\u5411\u7684\u6781\u7aef\u8df3\u7a7a\u4e4b\u540e\u5927\u6982\u7387\u53cd\u5f39\uff0c\u591a\u63a5\u7684\u7b79\u7801\u5168\u90e8\u5151\u73b0\u6210\u5229\u6da6\uff1b\u4e0a\u6da8\u65b9\u5411\u7684\u6781\u7aef\u8df3\u7a7a\u4e4b\u540e\u672a\u5fc5\u5feb\u901f\u56de\u8e29\uff0c\u591a\u5356\u7684\u4ed3\u4f4d\u63a5\u4e0d\u56de\uff0c\u5c31\u6210\u4e86\u4e8f\u635f\u3002<\/strong><\/p>\n<p>\u8fd9\u91cc\u85cf\u7740\u7b2c\u4e8c\u4e2a\u6539\u8fdb\u7684\u7ebf\u7d22\uff1aC \u4e0a\u5403\u4e8f\uff0c\u6839\u5b50\u662f<strong>\u56fa\u5b9a\u951a\u70b9\u5728\u4e0a\u6da8\u9014\u4e2d\u628a\u4ed3\u4f4d\u8fc7\u65e9\u5356\u7a7a<\/strong>\u3002\u5982\u679c\u951a\u70b9\u80fd\u8ddf\u7740\u4ef7\u683c\u5f80\u4e0a\u8d70\u5462\uff1f\u2014\u2014\u90a3\u6b63\u662f\u4e0a\u4e00\u7bc7\u6d6e\u52a8\u7f51\u683c\u5e72\u7684\u4e8b\u3002<\/p>\n<hr \/>\n<h2>\u4e94\u3001\u6539\u8fdb\u4e8c\uff1a\u628a\u8865\u5355\u5957\u5230\u6d6e\u52a8\u951a\u70b9\u4e0a<\/h2>\n<p>\u7b2c\u4e00\u7248\u7684\u8de8\u5c42\u8865\u5355\u7528\u7684\u662f\u56fa\u5b9a\u951a\u70b9\uff0c\u4e00\u6b21\u6027\u786e\u5b9a\u540e\u6c38\u4e0d\u53d8\u52a8\u3002\u6362\u6210\u6d6e\u52a8\u951a\u70b9\u2014\u2014\u6bcf\u6b21\u6210\u4ea4\u540e\u951a\u70b9\u6f02\u79fb\u5230\u5f53\u524d\u4ef7\u2014\u2014\u903b\u8f91\u6539\u52a8\u53ea\u6709\u4e00\u6761\uff1a<\/p>\n<pre><code class=\"line-numbers\"># \u6d6e\u52a8\u7f51\u683c\u89e6\u53d1\u4e70\u5165\u65f6\uff0c\u6309\u8ddd\u79bb\u951a\u70b9\u7684\u5c42\u6570\u8865\u5355cross_layers = max(1, int((anchor - price) \/ (anchor * grid_gap)))total_vol = (trade_amount \/ price) * cross_layers# \u5356\u51fa\u5bf9\u79f0\uff1across_layers = max(1, int((price - anchor) \/ (anchor * grid_gap)))\n<\/code><\/pre>\n<p>\u540c\u4e00\u5957 90 \u7ec4\u53c2\u6570\u518d\u8dd1\u4e00\u904d\uff0c\u56db\u65b9\u5bf9\u6bd4\u3002<\/p>\n<h3>5.1 \u5168\u5c40\u5bf9\u6bd4<\/h3>\n<table>\n<thead>\n<tr>\n<th align=\"left\">\u7b56\u7565<\/th>\n<th align=\"left\">\u5e73\u5747\u6536\u76ca\u7387<\/th>\n<th align=\"left\">\u5e73\u5747\u6700\u5927\u56de\u64a4<\/th>\n<th align=\"left\">\u5e73\u5747\u6210\u4ea4\u7b14\u6570<\/th>\n<\/tr>\n<\/thead>\n<tbody>\n<tr>\n<td align=\"left\">\u56fa\u5b9a\u7f51\u683c<\/td>\n<td align=\"left\">+6.74%<\/td>\n<td align=\"left\">11.74%<\/td>\n<td align=\"left\">2872<\/td>\n<\/tr>\n<tr>\n<td align=\"left\">\u6d6e\u52a8\u7f51\u683c<\/td>\n<td align=\"left\">+7.21%<\/td>\n<td align=\"left\">11.09%<\/td>\n<td align=\"left\">781<\/td>\n<\/tr>\n<tr>\n<td align=\"left\">\u8de8\u5c42\u8865\u5355\uff08\u56fa\u5b9a\u951a\u70b9\uff09<\/td>\n<td align=\"left\">+11.01%<\/td>\n<td align=\"left\">6.82%<\/td>\n<td align=\"left\">3154<\/td>\n<\/tr>\n<tr>\n<td align=\"left\"><strong>\u6d6e\u52a8+\u8de8\u5c42\u8865\u5355<\/strong><\/td>\n<td align=\"left\"><strong>+11.82%<\/strong><\/td>\n<td align=\"left\"><strong>6.52%<\/strong><\/td>\n<td align=\"left\"><strong>523<\/strong><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<p>\u6536\u76ca\u6700\u9ad8\u3001\u56de\u64a4\u6700\u4f4e\u3001\u6210\u4ea4\u7b14\u6570\u6700\u5c11\u3002\u6700\u540e\u8fd9\u4e00\u9879\u662f\u610f\u5916\u6536\u83b7\uff1a\u6d6e\u52a8\u951a\u70b9\u628a\u6bcf\u6b21\u6210\u4ea4\u540e\u7684\u89e6\u53d1\u7ebf\u63a8\u5f00\uff0c\u6d88\u5316\u6389\u4e86\u5927\u91cf\u4f4e\u8d28\u91cf\u7684\u6765\u56de\u9707\u8361\u2014\u2014\u7528\u4e94\u5206\u4e4b\u4e00\u7684\u4ea4\u6613\u91cf\u62ff\u5230\u66f4\u597d\u7684\u7ed3\u679c\u3002<\/p>\n<h3>5.2 \u5206\u6807\u7684\u5bf9\u6bd4<\/h3>\n<table>\n<thead>\n<tr>\n<th align=\"left\">\u6807\u7684\uff08\u884c\u60c5\uff09<\/th>\n<th align=\"left\">\u7b56\u7565<\/th>\n<th align=\"left\">\u5e73\u5747\u6536\u76ca<\/th>\n<th align=\"left\">\u5e73\u5747\u56de\u64a4<\/th>\n<th align=\"left\">\u6700\u4f18<\/th>\n<th align=\"left\">\u6700\u5dee<\/th>\n<th align=\"left\">\u5e73\u5747\u6210\u4ea4<\/th>\n<\/tr>\n<\/thead>\n<tbody>\n<tr>\n<td align=\"left\"><strong>A \u00b7 \u5355\u8fb9\u4e0b\u8dcc<\/strong><\/td>\n<td align=\"left\">\u8de8\u5c42\u8865\u5355<\/td>\n<td align=\"left\"><strong>+6.09%<\/strong><\/td>\n<td align=\"left\">8.59%<\/td>\n<td align=\"left\">+13.18%<\/td>\n<td align=\"left\">+0.56%<\/td>\n<td align=\"left\">3222<\/td>\n<\/tr>\n<tr>\n<td align=\"left\"><\/td>\n<td align=\"left\"><strong>\u6d6e\u52a8+\u8de8\u5c42\u8865\u5355<\/strong><\/td>\n<td align=\"left\">+5.88%<\/td>\n<td align=\"left\"><strong>7.71%<\/strong><\/td>\n<td align=\"left\"><strong>+16.05%<\/strong><\/td>\n<td align=\"left\"><strong>+0.62%<\/strong><\/td>\n<td align=\"left\">608<\/td>\n<\/tr>\n<tr>\n<td align=\"left\"><strong>B \u00b7 \u9707\u8361\u504f\u5f3a<\/strong><\/td>\n<td align=\"left\">\u8de8\u5c42\u8865\u5355<\/td>\n<td align=\"left\">+15.44%<\/td>\n<td align=\"left\">9.84%<\/td>\n<td align=\"left\"><strong>+34.44%<\/strong><\/td>\n<td align=\"left\">+2.76%<\/td>\n<td align=\"left\">5393<\/td>\n<\/tr>\n<tr>\n<td align=\"left\"><\/td>\n<td align=\"left\"><strong>\u6d6e\u52a8+\u8de8\u5c42\u8865\u5355<\/strong><\/td>\n<td align=\"left\"><strong>+15.44%<\/strong><\/td>\n<td align=\"left\"><strong>9.22%<\/strong><\/td>\n<td align=\"left\">+26.76%<\/td>\n<td align=\"left\"><strong>+10.53%<\/strong><\/td>\n<td align=\"left\">857<\/td>\n<\/tr>\n<tr>\n<td align=\"left\"><strong>C \u00b7 \u5355\u8fb9\u5f3a\u6da8<\/strong><\/td>\n<td align=\"left\">\u6d6e\u52a8\u7f51\u683c<\/td>\n<td align=\"left\"><strong>+16.02%<\/strong><\/td>\n<td align=\"left\">3.19%<\/td>\n<td align=\"left\">+38.92%<\/td>\n<td align=\"left\">+0.92%<\/td>\n<td align=\"left\">161<\/td>\n<\/tr>\n<tr>\n<td align=\"left\"><\/td>\n<td align=\"left\">\u8de8\u5c42\u8865\u5355<\/td>\n<td align=\"left\">+11.52%<\/td>\n<td align=\"left\"><strong>2.02%<\/strong><\/td>\n<td align=\"left\">+37.60%<\/td>\n<td align=\"left\">+0.76%<\/td>\n<td align=\"left\">848<\/td>\n<\/tr>\n<tr>\n<td align=\"left\"><\/td>\n<td align=\"left\"><strong>\u6d6e\u52a8+\u8de8\u5c42\u8865\u5355<\/strong><\/td>\n<td align=\"left\">+14.14%<\/td>\n<td align=\"left\">2.63%<\/td>\n<td align=\"left\"><strong>+39.10%<\/strong><\/td>\n<td align=\"left\"><strong>+0.98%<\/strong><\/td>\n<td align=\"left\">106<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<p>\uff08\u56fa\u5b9a\/\u6d6e\u52a8\u7f51\u683c\u57fa\u7ebf\u89c1\u7b2c\u4e09\u8282\uff0c\u6b64\u5904\u53ea\u5217\u4e0e\u8865\u5355\u76f8\u5173\u7684\u5bf9\u6bd4\u3002\uff09<\/p>\n<p>\u4e09\u4e2a\u6807\u7684\u5404\u6709\u770b\u70b9\uff1a<\/p>\n<ul>\n<li><strong>A\uff08\u4e0b\u8dcc\u5e02\uff09<\/strong>\uff1a\u548c\u7eaf\u8de8\u5c42\u8865\u5355\u51e0\u4e4e\u6253\u5e73\uff08+5.88% vs +6.09%\uff09\uff0c\u4f46\u56de\u64a4\u66f4\u4f4e\u3001\u6700\u4f18\u6863\u66f4\u9ad8\u3002\u5e95\u4ed3\u52a0\u539a\u7684\u597d\u5904\u8fd8\u5728\uff0c\u6d6e\u52a8\u951a\u70b9\u8ba9\u5b83\u66f4\u514b\u5236\u3002<\/p>\n<\/li>\n<li>\n<p><strong>B\uff08\u9707\u8361\u504f\u5f3a\uff09<\/strong>\uff1a\u5e73\u5747\u6536\u76ca\u4e00\u81f4\uff0c\u4f46\u6700\u5dee\u6863\u4ece +2.76% \u62c9\u5230 &#42;&#42;+10.53%&#42;&#42;\u3002\u54ea\u6015\u53c2\u6570\u9009\u5f97\u6700\u5dee\u4e5f\u80fd\u7a33\u8d5a 10pct\uff0c\u5bf9\u5b9e\u76d8\u662f\u66f4\u53ef\u9760\u7684\u72b6\u6001\u3002<\/p>\n<\/li>\n<li>\n<p><strong>C\uff08\u5f3a\u6da8\u5e02\uff09<\/strong>\uff1a\u4ece\u7eaf\u8de8\u5c42\u8865\u5355\u7684 +11.52% \u53cd\u5f39\u5230 +14.14%\uff0c\u8d85\u8fc7\u56fa\u5b9a\u7f51\u683c\u2014\u2014\u6b63\u662f\u7b2c\u56db\u8282\u90a3\u4e2a\u77ed\u677f\u88ab\u4fee\u590d\u4e86\uff1a\u951a\u70b9\u8ddf\u7740\u4ef7\u683c\u4e0a\u62ac\uff0c\u4e0d\u518d\u8fc7\u65e9\u5356\u7a7a\u3002\u53ea\u662f\u4ecd\u4e0d\u53ca\u7eaf\u6d6e\u52a8\u7f51\u683c\u7684 +16.02%\u3002<\/p>\n<\/li>\n<\/ul>\n<p><strong>\u4e24\u4e2a\u6539\u8fdb\u5404\u7ba1\u4e00\u4ef6\u4e8b\uff0c\u6b63\u597d\u6b63\u4ea4<\/strong>\uff1a\u8de8\u5c42\u8865\u5355\u7ba1&#8221;\u6f0f\u6210\u4ea4&#8221;\uff08\u8de8\u591a\u5c42\u65f6\u6309 N \u500d\u8865\u9f50\uff09\uff0c\u6d6e\u52a8\u951a\u70b9\u7ba1&#8221;\u6210\u4ea4\u540e\u8981\u4e0d\u8981\u5728\u539f\u4f4d\u6b7b\u7b49\u56de\u8e29&#8221;\uff08\u951a\u70b9\u8ddf\u7740\u4ef7\u683c\u8d70\uff09\u3002\u5408\u8d77\u6765\uff0c\u4e09\u4e2a\u6807\u7684\u7684\u6700\u5dee\u6863\u5168\u90e8\u88ab\u62ac\u8fdb\u6b63\u6536\u76ca\uff0c\u5168\u5c40\u6700\u5dee\u4e5f\u53ea\u6709 +0.62%\u3002<\/p>\n<hr \/>\n<h2>\u516d\u3001\u8f6f\u808b\u548c\u53c2\u6570\u7ecf\u9a8c<\/h2>\n<h3>\u8f6f\u808b\uff1a\u5355\u8fb9\u5f3a\u8d8b\u52bf\u4ecd\u7136\u4e0d\u89e3<\/h3>\n<p>\u8865\u5355\u4e5f\u597d\u3001\u6d6e\u52a8\u4e5f\u597d\uff0c\u90fd\u89e3\u51b3\u4e0d\u4e86\u7f51\u683c\u6253\u4e0d\u8fc7\u8d8b\u52bf\u8fd9\u4ef6\u4e8b\u3002C \u6807\u7684\u5355\u8fb9\u5f3a\u6da8 +83%\uff0c\u56db\u79cd\u7b56\u7565\u90fd\u53ea\u8d5a 11%~16%\uff0c\u8fdc\u8fdc\u8dd1\u8f93\u4e70\u5165\u6301\u6709\u3002\u4f18\u5316\u6210\u4ea4\u89c4\u5219\u6551\u4e0d\u4e86\u65b9\u5411\u5224\u65ad\u9519\u8bef\u3002<\/p>\n<h3>\u53c2\u6570\u7ecf\u9a8c<\/h3>\n<ul>\n<li>\u7f51\u683c\u8d8a\u5bc6\uff0c\u8865\u5355\u4ef7\u503c\u8d8a\u5927\uff1aA \u6807\u7684 0.3% \u6863\u7684\u589e\u76ca\u6bd4 2.5% \u6863\u9ad8\u7ea6 20pct\u2014\u2014\u95f4\u8ddd\u8d8a\u5c0f\uff0c\u4e00\u6b21\u8df3\u7a7a\u8de8\u8d8a\u7684\u5c42\u6570\u5c31\u8d8a\u591a\u3002<\/p>\n<\/li>\n<li>\n<p>\u5355\u7b14\u91d1\u989d\u4ecd\u5efa\u8bae\u5360\u521d\u59cb\u8d44\u91d1 1%~5%\uff0c<strong>\u4e0d\u8981\u56e0\u4e3a\u6709\u8865\u5355\u5c31\u628a\u57fa\u7840\u5355\u7b14\u653e\u5927<\/strong>\u3002\u6781\u7aef\u4e8b\u4ef6\u4e0b\u7684\u5b9e\u9645\u4ed3\u4f4d = \u5355\u7b14 \u00d7 N\uff0cN \u5931\u63a7\u65f6\u5355\u7b14\u518d\u5927\u5c31\u5371\u9669\u3002<\/p>\n<\/li>\n<\/ul>\n<hr \/>\n<h2>\u4e03\u3001\u603b\u7ed3<\/h2>\n<p>\u8fd9\u4e00\u7bc7\u505a\u4e86\u4e24\u4e2a\u9012\u8fdb\u7684\u5c0f\u6539\u52a8\uff1a<\/p>\n<ul>\n<li><strong>\u8de8\u5c42\u8865\u5355<\/strong>\u53ea\u6539\u4e00\u884c\uff0c\u5c31\u628a\u5355\u8fb9\u4e0b\u8dcc\u5e02\u4ece\u5e73\u5747\u4e8f 7%\uff08\u6700\u5dee\u6863 \u221217.65%\uff09\u7ffb\u6210\u6b63\u6536\u76ca\uff08\u5e73\u5747 +6.09%\u3001\u6700\u5dee\u6863 +0.56%\uff09\uff0c\u5168\u5c40\u6536\u76ca\u63d0\u5347\u7ea6 4pct\u3001\u56de\u64a4\u780d\u534a\u3002<\/p>\n<\/li>\n<li>\n<p><strong>\u6d6e\u52a8+\u8de8\u5c42\u8865\u5355<\/strong>\u5728\u5b83\u7684\u57fa\u7840\u4e0a\u518d\u4fee\u6389\u5f3a\u6da8\u5e02\u7684\u77ed\u677f\uff0c\u5168\u5c40\u6536\u76ca +11.82%\u3001\u56de\u64a4 6.52% \u90fd\u662f\u56db\u79cd\u7b56\u7565\u91cc\u6700\u597d\u7684\uff0c\u4ea4\u6613\u91cf\u8fd8\u53ea\u6709\u4e94\u5206\u4e4b\u4e00\u3002<\/p>\n<\/li>\n<\/ul>\n<p>\u4f46\u5b83\u4eec\u90fd\u4e0d\u662f\u901a\u7528\u89e3\uff1a\u5355\u8fb9\u5f3a\u6da8\u5e02\u4ecd\u8dd1\u8f93\u7eaf\u6d6e\u52a8\u7f51\u683c\uff0c\u7f51\u683c\u6253\u4e0d\u8fc7\u5355\u8fb9\u8d8b\u52bf\u7684\u8001\u95ee\u9898\u4e5f\u6ca1\u89e3\u3002<\/p>\n<p>\u6211\u4e8b\u524d\u731c\u7684\u662f&#8221;\u770b\u8d77\u6765\u66f4\u6fc0\u8fdb\u3001\u5b9e\u6d4b\u4f1a\u66f4\u7cdf&#8221;\uff0c\u7ed3\u679c\u53cd\u4e86\u8fc7\u6765\u3002\u8fd9\u4e2a\u7cfb\u5217\u505a\u4e0b\u53bb\u7684\u610f\u4e49\u5c31\u5728\u8fd9\u91cc\u2014\u2014\u76f4\u89c9\u5e38\u5e38\u662f\u9519\u7684\uff0c\u53ea\u6709\u5b8c\u6574\u8dd1\u4e00\u904d\u53c2\u6570\u626b\u63cf\u624d\u77e5\u9053\u4e00\u4e2a\u6539\u8fdb\u5230\u5e95\u503c\u4e0d\u503c\u5f97\u3002<\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u4e0a\u4e00\u7bc7\u7528 180 \u7ec4\u56de\u6d4b\u5bf9\u6bd4\u4e86\u56fa\u5b9a\u7f51\u683c\u548c\u6d6e\u52a8\u7f51\u683c\uff0c\u7ed3\u8bba\u662f\u4e24\u8005\u6574\u4f53\u6253\u5e73\uff0c\u80dc\u8d1f\u770b\u7f51\u683c\u5f62\u6001\u548c\u884c\u60c5\u5f62\u72b6\u662f\u5426\u5339\u914d\u3002\u4f46\u6709\u4e2a [&hellip;]<\/p>\n","protected":false},"author":38,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"template\/page-t0-strategy.php","meta":{"_acf_changed":false,"footnotes":""},"class_list":["post-1164","page","type-page","status-publish","hentry"],"acf":[],"_links":{"self":[{"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/pages\/1164","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/users\/38"}],"replies":[{"embeddable":true,"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/comments?post=1164"}],"version-history":[{"count":1,"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/pages\/1164\/revisions"}],"predecessor-version":[{"id":1165,"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/pages\/1164\/revisions\/1165"}],"wp:attachment":[{"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/media?parent=1164"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}