新增实盘策略:rb卡尔曼策略

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2025-12-21 20:51:15 +08:00
parent e55f5ab666
commit 4a37652269

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# 策略配置Python格式
from src.indicators.indicators import *
CONFIG = {
"name": "卡尔曼策略",
"version": "1.0",
"enabled": True,
"strategy_class": "futures_trading_strategies.rb.KalmanStrategy.KalmanStrategy2.DualModeKalmanStrategy",
"engine_params": {
"symbol": "KQ.m@SHFE.rb",
"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': 'rb', # <-- 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': 2,
'order_direction': ['SELL', 'BUY'],
'indicators': [PriceRangeToVolatilityRatio(7, 21, 4, 5), PriceRangeToVolatilityRatio(7, 21, 4, 5)],
'enable_log': True
}
}