新增实盘策略：FisherTrendStrategy(FG)

AGENTS.md

@@ -0,0 +1,177 @@
+# AGENTS.md - Quant Trading Project Guidelines
+
+This document provides guidelines for agentic coding agents operating in this repository.
+
+## 对话语言规则 (Conversation Language Rules)
+
+- **请始终使用简体中文进行回复，除非我明确要求使用其他语言。**
+- **涉及编程术语时，请保留英文原文并（在必要时）提供中文解释。**
+
+## Project Overview
+
+Python-based quantitative trading system with:
+- Backtesting engine (`src/backtest_engine.py`)
+- Multiple strategy implementations (`src/strategies/`)
+- TQSdk integration for real-time trading (`src/tqsdk_engine.py`, `src/tqsdk_real_engine.py`)
+- Strategy management (`strategy_manager/`)
+- Data processing and analysis (`src/analysis/`)
+
+## Build, Lint, and Test Commands
+
+### Python Environment
+```bash
+# Install dependencies
+pip install -r requirements.txt
+
+# Run single test file
+pytest test/test_file.py -v
+
+# Run single test function
+pytest test/test_file.py::TestClass::test_function -v
+
+# Run tests with coverage
+pytest --cov=src --cov-report=term-missing
+
+# Run tests matching pattern
+pytest -k "test_name_pattern"
+```
+
+### Jupyter Notebooks
+Several research notebooks exist in root directory:
+- `main.ipynb`, `main2.ipynb`, `main_multi.ipynb`
+- `grid_search.ipynb`, `grid_search_multi_process.ipynb`
+- `tqsdk_main.ipynb`, `tqsdk_main2.ipynb`
+
+Run via Jupyter Lab:
+```bash
+jupyter lab
+```
+
+### Strategy Manager (Web Backend)
+```bash
+cd strategy_manager && python start.py
+```
+
+## Code Style Guidelines
+
+### Imports
+- Use absolute imports from `src` package:
+  ```python
+  from src.backtest_engine import BacktestEngine
+  from src.strategies.base_strategy import Strategy
+  ```
+- Group imports: standard library → third-party → local modules
+- Use `TYPE_CHECKING` for circular import avoidance with type hints:
+  ```python
+  from typing import TYPE_CHECKING
+  if TYPE_CHECKING:
+      from src.core_data import Order
+  ```
+
+### Naming Conventions
+- **Classes**: PascalCase (`BacktestEngine`, `SimpleLimitBuyStrategy`)
+- **Functions/Variables**: snake_case (`get_current_positions`, `send_order`)
+- **Constants**: UPPER_SNAKE_CASE (`BEIJING_TZ`, `TRADING_SESSIONS_TIMES`)
+- **Private members**: Leading underscore (`_indicator_cache`, `_clean_params_for_hashing`)
+
+### Type Annotations
+- Use Python's `typing` module for type hints
+- Common patterns:
+  ```python
+  from typing import Dict, Any, Optional, List, Union
+  def func(param: Dict[str, Any]) -> Optional[float]:
+  ```
+- Use string annotations for forward references when needed:
+  ```python
+  def send_order(self, order: "Order") -> Optional[Order]:
+  ```
+
+### Error Handling
+- Use specific exception types, not bare `except:`
+- Log errors with context:
+  ```python
+  try:
+      # operation
+  except Exception as e:
+      self.log(f"Operation failed: {e}")
+  ```
+- Raise descriptive exceptions:
+  ```python
+  raise ValueError("Step direction inconsistent with range")
+  ```
+
+### Docstrings and Comments
+- Use Chinese for comments and docstrings (project convention)
+- Document public methods with Args/Returns sections:
+  ```python
+  def generate_parameter_range(start, end, step):
+      """
+      根据开始、结束和步长生成参数值列表。
+
+      Args:
+          start: 参数范围的起始值
+          end: 参数范围的结束值
+          step: 参数的步长
+
+      Returns:
+          生成的参数值列表
+      """
+  ```
+
+### Code Formatting
+- No strict formatting rules (no ruff/black config found)
+- Follow Python PEP 8 generally
+- Maximum line length: 120 characters recommended
+- Use 4 spaces for indentation
+
+### Project-Specific Patterns
+
+#### Strategy Implementation
+All strategies inherit from `Strategy` ABC:
+```python
+from src.strategies.base_strategy import Strategy
+
+class MyStrategy(Strategy):
+    def on_open_bar(self, open: float, symbol: str):
+        # Implement strategy logic
+        pass
+```
+
+#### Backtest Context
+Strategies interact with `BacktestContext` for:
+- Order management (`send_order`, `cancel_order`)
+- Position tracking (`get_current_positions`)
+- Historical data (`get_price_history`, `get_bar_history`)
+
+#### Trading Sessions
+Define trading hours in `src/common_utils.py`:
+```python
+TRADING_SESSIONS_TIMES: List[Tuple[time, time]] = [
+    (time(9, 0, 0), time(11, 30, 0)),
+    (time(13, 30, 0), time(15, 0, 0)),
+    (time(21, 0, 0), time(23, 0, 0))
+]
+```
+
+## File Organization
+
+```
+NewQuant/
+├── src/                    # Core codebase
+│   ├── strategies/         # Strategy implementations
+│   ├── analysis/           # Result analysis tools
+│   ├── indicators/         # Technical indicators
+│   └── *.py               # Engine and utility modules
+├── futures_trading_strategies/  # Additional strategies by commodity
+├── strategy_manager/       # Web backend and launcher
+├── test/                   # Tests (Jupyter notebooks)
+├── data/                   # Data files
+└── *.ipynb                # Research notebooks
+```
+
+## Key Files for Reference
+
+- `src/strategies/base_strategy.py` - Strategy interface definition
+- `src/backtest_engine.py` - Backtesting core
+- `src/common_utils.py` - Utility functions and constants
+- `strategy_manager/start.py` - Web service entry point