SpectralStrategy更新:TA品种

2025-11-29 21:07:15 +08:00
parent 687d8a180b
commit 444a1dfed1
10 changed files with 5244 additions and 204 deletions
--- a/strategy_manager/strategies/SpectralTrendStrategy/TA.py
+++ b/strategy_manager/strategies/SpectralTrendStrategy/TA.py
@@ -0,0 +1,35 @@
+# 策略配置（Python格式）
+from src.indicators.indicators import StochasticOscillator
+
+CONFIG = {
+    "name": "傅里叶趋势策略",
+    "version": "1.0",
+    "enabled": True,
+
+    "strategy_class": "futures_trading_strategies.TA.Spectral.SpectralTrendStrategy2.SpectralTrendStrategy",
+
+    "engine_params": {
+        "symbol": "KQ.m@CZCE.TA",
+        "duration_seconds": 900,
+        "roll_over_mode": True,
+        "history_length": 1000,
+        # 支持Python对象
+        "close_bar_delta": __import__('datetime').timedelta(minutes=58)
+    },
+
+    "strategy_params": {
+        'main_symbol': 'TA',  # <-- 替换为你的交易品种代码，例如 'GC=F' (黄金期货), 'ZC=F' (玉米期货)
+        'trade_volume': 3,
+        # 'order_direction': ['SELL', 'BUY'],
+        # 'indicators': StochasticOscillator(14, 3, 3, 16, 100),
+        'model_indicator': StochasticOscillator(14, 3, 3, 16, 100),
+        'bars_per_day': 23,
+        'spectral_window_days': 4,  # STFT窗口大小(天)
+        'low_freq_days': 4,  # 低频下限(天)
+        'high_freq_days': 2,  # 高频上限(天)
+        'trend_strength_threshold': 0.7,  # 相变临界值
+        'exit_threshold': 0.4,  # 退出阈值
+        'enable_log': True,
+        'reverse': False,
+    }
+}