From 3c5a4c288acf6884e8e89c01df8a8107a94b3b35 Mon Sep 17 00:00:00 2001 From: liaozhaorun <1300336796@qq.com> Date: Tue, 3 Mar 2026 23:32:12 +0800 Subject: [PATCH] =?UTF-8?q?=E6=96=B0=E5=A2=9E=E5=AE=9E=E7=9B=98=E7=AD=96?= =?UTF-8?q?=E7=95=A5=EF=BC=9AFisherTrendStrategy(FG)?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- futures_trading_strategies/FG/FisherTrendStrategy/Strategy3.py | 3 +++ src/strategies/FisherTrendStrategy/Strategy3.py | 3 +++ 2 files changed, 6 insertions(+) diff --git a/futures_trading_strategies/FG/FisherTrendStrategy/Strategy3.py b/futures_trading_strategies/FG/FisherTrendStrategy/Strategy3.py index ce3ec41..fbca153 100644 --- a/futures_trading_strategies/FG/FisherTrendStrategy/Strategy3.py +++ b/futures_trading_strategies/FG/FisherTrendStrategy/Strategy3.py @@ -192,6 +192,9 @@ class PragmaticCyberneticStrategy(Strategy): # 核心二:经典入场逻辑 (完全不变) # ========================================== elif pos == 0 and is_met: + self.log(f'{prev_bar.close}, {T} , {current_fb} , {self.fb_entry_threshold}') + self.log(f'prev_bar.close > T: {prev_bar.close > T}, current_fb < -self.fb_entry_threshold : {current_fb < -self.fb_entry_threshold}') + self.log(f'prev_bar.close < T: {prev_bar.close < T}, current_fb > self.fb_entry_threshold: {current_fb > self.fb_entry_threshold}') if prev_bar.close > T and current_fb < -self.fb_entry_threshold: if "BUY" in self.order_direction: long_limit = self.round_to_tick(FV - (self.limit_offset_mult * ATR)) diff --git a/src/strategies/FisherTrendStrategy/Strategy3.py b/src/strategies/FisherTrendStrategy/Strategy3.py index ce3ec41..fbca153 100644 --- a/src/strategies/FisherTrendStrategy/Strategy3.py +++ b/src/strategies/FisherTrendStrategy/Strategy3.py @@ -192,6 +192,9 @@ class PragmaticCyberneticStrategy(Strategy): # 核心二:经典入场逻辑 (完全不变) # ========================================== elif pos == 0 and is_met: + self.log(f'{prev_bar.close}, {T} , {current_fb} , {self.fb_entry_threshold}') + self.log(f'prev_bar.close > T: {prev_bar.close > T}, current_fb < -self.fb_entry_threshold : {current_fb < -self.fb_entry_threshold}') + self.log(f'prev_bar.close < T: {prev_bar.close < T}, current_fb > self.fb_entry_threshold: {current_fb > self.fb_entry_threshold}') if prev_bar.close > T and current_fb < -self.fb_entry_threshold: if "BUY" in self.order_direction: long_limit = self.round_to_tick(FV - (self.limit_offset_mult * ATR))