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NewQuant/strategy_manager/strategies/FisherTrendStrategy/FG.py

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# 策略配置Python格式
from src.indicators.indicators import Hurst
CONFIG = {
"name": "PragmaticCyberneticStrategy策略",
"version": "1.0",
"enabled": True,
"strategy_class": "futures_trading_strategies.FG.FisherTrendStrategy.Strategy3.PragmaticCyberneticStrategy",
"engine_params": {
"symbol": "KQ.m@CZCE.FG",
"duration_seconds": 900,
"roll_over_mode": True,
"history_length": 1000,
# 支持Python对象
"close_bar_delta": __import__('datetime').timedelta(minutes=58)
},
"strategy_params": {
'main_symbol': 'FG',
'trade_volume': 1,
'enable_log': True,
'fb_entry_threshold': 0.1,
'fisher_exit_level': 1.7,
'indicator': Hurst(115, 0.51, 0.6)
}
}