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liaozhaorun
2025-11-21 16:08:03 +08:00
parent 4b7ec4e564
commit 218ca5f533
11 changed files with 747 additions and 124 deletions
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18
futures_trading_strategies/SA/Spectral/SpectralTrendStrategy.ipynb
View File

@@ -6,8 +6,8 @@
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@@ -44,8 +44,8 @@
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@@ -79,8 +79,8 @@
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@@ -148,7 +148,7 @@
"\n",
"初始化回测引擎...\n",
"模拟器初始化：初始资金=100000.00, 滑点率=0.0, 佣金率=0.0001\n",
"内存仓储已初始化，管理ID: 'futures_trading_strategies.SA.Spectral.SpectralTrendStrategy.SpectralTrendStrategy_228362dc13ea83accde90203f5f5434e'\n",
"内存仓储已初始化，管理ID: 'futures_trading_strategies.SA.Spectral.SpectralTrendStrategy.SpectralTrendStrategy_f774488b98ac53758169305e51fd8595'\n",
"\n",
"--- 回测引擎初始化完成 ---\n",
" 策略: SpectralTrendStrategy\n",
@@ -196,8 +196,8 @@
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9
futures_trading_strategies/SA/Spectral/SpectralTrendStrategy.py
View File

@@ -123,10 +123,11 @@ class SpectralTrendStrategy(Strategy):
return
# 核心逻辑：相变入场/退出
if position_volume == 0:
self.evaluate_entry_signal(open_price, trend_strength, dominant_freq)
else:
self.manage_open_position(position_volume, trend_strength, dominant_freq)
if self.trading:
if position_volume == 0:
self.evaluate_entry_signal(open_price, trend_strength, dominant_freq)
else:
self.manage_open_position(position_volume, trend_strength, dominant_freq)
def calculate_trend_strength(self, prices: np.array) -> (float, float):
"""