34 lines
1.3 KiB
Python
34 lines
1.3 KiB
Python
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# 策略配置（Python格式）
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from src.indicators.indicators import ZScoreATR, BollingerBandwidth
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CONFIG = {
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"name": "傅里叶趋势策略",
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"version": "1.0",
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"enabled": True,
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"strategy_class": "futures_trading_strategies.rb.Spectral.SpectralTrendStrategy.SpectralTrendStrategy",
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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': 3,
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# 'order_direction': ['SELL', 'BUY'],
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# 'indicators': [BollingerBandwidth(20, 2.0, 1.8, 5), BollingerBandwidth(20, 2.0, 1.8, 5),],
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'model_indicator': BollingerBandwidth(20, 2.0, 0.5, 3.5),
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'bars_per_day': 23,
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'spectral_window_days': 4, # STFT窗口大小(天)
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'low_freq_days': 4, # 低频下限(天)
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'high_freq_days': 2, # 高频上限(天)
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'trend_strength_threshold': 0.8, # 相变临界值
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'exit_threshold': 0.4, # 退出阈值
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'enable_log': True
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}
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}
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