27 lines
871 B
Python
27 lines
871 B
Python
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# 策略配置（Python格式）
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from src.indicators.indicators import *
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CONFIG = {
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"name": "卡尔曼策略",
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"version": "1.0",
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"enabled": True,
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"strategy_class": "futures_trading_strategies.rb.KalmanStrategy.KalmanStrategy2.DualModeKalmanStrategy",
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"engine_params": {
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"symbol": "KQ.m@SHFE.rb",
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"duration_seconds": 900,
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"roll_over_mode": True,
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"history_length": 1000,
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# 支持Python对象
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"close_bar_delta": __import__('datetime').timedelta(minutes=58)
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},
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"strategy_params": {
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'main_symbol': 'rb', # <-- 替换为你的交易品种代码，例如 'GC=F' (黄金期货), 'ZC=F' (玉米期货)
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'trade_volume': 2,
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'order_direction': ['SELL', 'BUY'],
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'indicators': [PriceRangeToVolatilityRatio(7, 21, 4, 5), PriceRangeToVolatilityRatio(7, 21, 4, 5)],
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'enable_log': True
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}
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}
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