48 lines
1.9 KiB
Python
48 lines
1.9 KiB
Python
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from datetime import timedelta
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from src.analysis.result_analyzer import ResultAnalyzer
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# 导入 TqsdkEngine，而不是原来的 BacktestEngine
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from src.indicators.indicators import RSI, HistoricalRange, BollingerBandwidth, NormalizedATR, ADX
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from src.tqsdk_real_engine import TqsdkEngine
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# 导入你的策略类
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from src.strategies.ReversalVolatilityStrategy.ReversalVolatilityStrategy import ReversalVolatilityStrategy
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from tqsdk import TqApi, TqBacktest, TqAuth, TqKq, TqAccount
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# --- 配置参数 ---
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# Tqsdk 的本地数据文件路径，注意 Tqsdk 要求文件名为 KQ_m@交易所_品种名_周期.csv
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# 主力合约的 symbol
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symbol = "KQ.m@CZCE.RM"
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strategy_parameters = {
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'main_symbol': 'RM', # <-- 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': 1,
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# 'partial_profit_atr_multiplier': 1.8,
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# 'partial_profit_atr_multiplier': 1.3,
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'partial_profit_atr_multiplier': [1.8, 0.9],
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'trailing_stop_atr_multiplier': 1,
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# 'open_atr_multiplier': 0.8,
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# 'open_atr_multiplier': 0.4,
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'open_atr_multiplier': [0.6, 0.8],
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'order_direction': ['BUY', 'SELL'],
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'enable_log': True, # 建议在调试和测试时开启日志
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'indicators': [ADX(30, 10, 20), ADX(7, 30, 75)]
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}
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# api = TqApi(TqKq(), auth=TqAuth("emanresu", "dfgvfgdfgg"))
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api = TqApi(TqAccount('H宏源期货', '903308830', 'lzr520102'), auth=TqAuth("emanresu", "dfgvfgdfgg"))
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# --- 1. 初始化回测引擎并运行 ---
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print("\n初始化 Tqsdk 回测引擎...")
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engine = TqsdkEngine(
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strategy_class=ReversalVolatilityStrategy,
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strategy_params=strategy_parameters,
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api=api,
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symbol=symbol,
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duration_seconds=60 * 15,
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roll_over_mode=True, # 启用换月模式检测
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history_length=100,
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close_bar_delta=timedelta(minutes=58)
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)
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engine.run() # 这是一个同步方法，内部会运行 asyncio 循环
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