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/futures_trading_strategies/SA/TrendlineBreakoutStrategy/TrendlineHawkesStrategy.ipynb
+++ b/futures_trading_strategies/SA/TrendlineBreakoutStrategy/TrendlineHawkesStrategy.ipynb
--- a/futures_trading_strategies/SA/TrendlineBreakoutStrategy/TrendlineHawkesStrategyFast.py
+++ b/futures_trading_strategies/SA/TrendlineBreakoutStrategy/TrendlineHawkesStrategyFast.py
@@ -109,6 +109,7 @@ class TrendlineHawkesStrategy(Strategy):
        self._hawkes_window = np.array([], dtype=np.float64)

    def on_open_bar(self, open_price: float, symbol: str):
+        self.symbol = symbol
        bar_history = self.get_bar_history()
        min_bars_required = max(self.trendline_n + 2, self.hawkes_lookback + 2)
        if len(bar_history) < min_bars_required: