新增实盘策略：FisherTrendStrategy(FG)

2026-02-25 23:54:24 +08:00
parent c0d996f39b
commit 05adafeb4e
28 changed files with 16221 additions and 1982 deletions
--- a/strategy_manager/strategies/FisherTrendStrategy/FG.py
+++ b/strategy_manager/strategies/FisherTrendStrategy/FG.py
@@ -0,0 +1,28 @@
+# 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)
+    }
+}