diff --git a/strategy_manager/strategies/ITrendStrategy/SA.py b/strategy_manager/strategies/ITrendStrategy/SA.py new file mode 100644 index 0000000..9d6cee2 --- /dev/null +++ b/strategy_manager/strategies/ITrendStrategy/SA.py @@ -0,0 +1,28 @@ +# 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) + } +}