Files
NewQuant/strategy_manager/strategies/ITrendStrategy/SA.py

29 lines
738 B
Python
Raw Normal View History

# 策略配置Python格式
from src.indicators.indicators import ZScoreATR
CONFIG = {
"name": "ITrendStrategy",
"version": "1.0",
"enabled": True,
"strategy_class": "futures_trading_strategies.SA.ITrend.ITrendStrategy.ITrendStrategy",
"engine_params": {
"symbol": "KQ.m@CZCE.SA",
"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': 'SA',
'trade_volume': 1,
'enable_log': False,
'length': 55,
'range_fraction': 5,
# 'indicator': Hurst(230, 0.45, 0.55)
}
}