1、卡尔曼策略

src/strategies/base_strategy.py

@@ -33,6 +33,7 @@ class Strategy(ABC):
         """
         self.context = context  # 存储 context 对象
         self.symbol = symbol  # 策略操作的合约Symbol
+        self.main_symbol = symbol
         self.params = params
         self.enable_log = enable_log
         self.trading = False
@@ -187,7 +188,7 @@ class Strategy(ABC):
 
             # 你可以将其他 kwargs (如 sep, end, file, flush) 传递给 print，
             # 但通常日志方法不会频繁使用这些。这里只支持最基础的打印。
-            print(f"{time_prefix}策略 ({self.symbol}): {message}", **kwargs)
+            print(f"{time_prefix}策略 ({self.symbol}): {message}")
 
     def on_rollover(self, old_symbol: str, new_symbol: str):
         """
@@ -219,13 +220,21 @@ class Strategy(ABC):
             return self._indicator_cache
 
         # 数据有变化，重新创建数组并更新缓存
-        close = np.array(close_data)
-        open_price = np.array(self.get_price_history("open"))
-        high = np.array(self.get_price_history("high"))
-        low = np.array(self.get_price_history("low"))
-        volume = np.array(self.get_price_history("volume"))
+        close = np.array(close_data[-1000:])
+        open_price = np.array(self.get_price_history("open")[-1000:])
+        high = np.array(self.get_price_history("high")[-1000:])
+        low = np.array(self.get_price_history("low")[-1000:])
+        volume = np.array(self.get_price_history("volume")[-1000:])
 
         self._indicator_cache = (close, open_price, high, low, volume)
         self._cache_length = current_length
 
         return self._indicator_cache
+
+    def save_state(self, state: Any) -> None:
+        if self.trading:
+            self.context.save_state(state)
+
+    def load_state(self) -> None:
+        if self.trading:
+            self.context.load_state()