更新策略邮件推送

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2025-12-16 00:36:36 +08:00
parent 548ea34238
commit 3648f9c790
25 changed files with 10229 additions and 2519 deletions

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from datetime import timedelta
from tqsdk import TqApi, TqAuth, TqAccount, TqKq
from src.strategies.SimpleLimitBuyStrategy import SimpleLimitBuyStrategyLong
# 导入 TqsdkEngine而不是原来的 BacktestEngine
from src.indicators.indicators import PriceRangeToVolatilityRatio, ZScoreATR, Hurst
from src.tqsdk_real_engine import TqsdkEngine
# 导入你的策略类
# --- 配置参数 ---
# Tqsdk 的本地数据文件路径,注意 Tqsdk 要求文件名为 KQ_m@交易所_品种名_周期.csv
# 主力合约的 symbol
symbol = "KQ.m@SHFE.ag"
strategy_parameters = {
'symbol': symbol,
'trade_volume': 1,
'enable_log': True,
}
api = TqApi(TqKq(), auth=TqAuth("emanresu", "dfgvfgdfgg"))
# --- 1. 初始化回测引擎并运行 ---
print("\n初始化 Tqsdk 回测引擎...")
engine = TqsdkEngine(
strategy_class=SimpleLimitBuyStrategyLong,
strategy_params=strategy_parameters,
api=api,
symbol=symbol,
duration_seconds=60 * 15,
roll_over_mode=True, # 启用换月模式检测
history_length=1000,
close_bar_delta=timedelta(minutes=58)
)
engine.run() # 这是一个同步方法,内部会运行 asyncio 循环