新增实盘策略：ITrendStrategy(SA)

2026-01-25 23:28:54 +08:00
parent fa4749b02e
commit 1b5021d640
1 changed files with 28 additions and 0 deletions
--- a/strategy_manager/strategies/ITrendStrategy/SA.py
+++ 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)
+    }
+}