diff --git a/strategy_manager/strategies/KalmanStrategy/rb.py b/strategy_manager/strategies/KalmanStrategy/rb.py new file mode 100644 index 0000000..ec2f69f --- /dev/null +++ b/strategy_manager/strategies/KalmanStrategy/rb.py @@ -0,0 +1,27 @@ +# 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 +} +} \ No newline at end of file