Register cn_industry_etf_rotation as primary runtime strategy#4
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Promote pure A-share industry ETF rotation to runtime_enabled, demote legacy index ETF tactical rotation to research-only, and add long-horizon research scripts plus defensive_symbols empty-tuple fixes. Co-authored-by: Cursor <cursoragent@cursor.com>
This was referenced Jun 27, 2026
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Summary
cn_industry_etf_rotationtoruntime_enabledwith pure-momentum defaults (top5 / vol20% / sentiment off).cn_index_etf_tactical_rotationtoresearch_backtest_only.defensive_symbols=()handling so research/backtests do not fall back to the legacy offensive universe.Test plan
PYTHONPATH=src python3 -m pytest -q tests(25 passed)PYTHONPATH=src python3 scripts/smoke_cn_industry_etf_rotation_dry_run.py --jsonSTRATEGY_PROFILEtocn_industry_etf_rotationMade with Cursor