1、卡尔曼策略

2025-11-07 16:26:00 +08:00
parent 9358dba814
commit 2eec6452ee
42 changed files with 4680 additions and 23709 deletions
--- a/analysis/Trend.ipynb
+++ b/analysis/Trend.ipynb
--- a/analysis/Volume.ipynb
+++ b/analysis/Volume.ipynb
--- a/data/tqsdk/tq_copy_data.py
+++ b/data/tqsdk/tq_copy_data.py
@@ -236,12 +236,12 @@ if __name__ == "__main__":

    # 这种方式适合获取相对较短或中等长度的历史K线数据。
    df_if_backtest_daily = collect_and_save_tqsdk_data_stream(
-        symbol="KQ.m@CZCE.CF",
+        symbol="KQ.m@SHFE.rb",
        # symbol='SHFE.rb2510',
        # symbol='KQ.i@SHFE.bu',
        freq="min15",
        start_date_str="2021-01-01",
-        end_date_str="2025-10-20",
+        end_date_str="2025-10-28",
        mode="backtest",  # 指定为回测模式
        tq_user=TQ_USER_NAME,
        tq_pwd=TQ_PASSWORD,