From 4a37652269db99d3f815f70f41e966a46509529a Mon Sep 17 00:00:00 2001
From: liaozhaorun <1300336796@qq.com>
Date: Sun, 21 Dec 2025 20:51:15 +0800
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---
 .../strategies/KalmanStrategy/rb.py           | 27 +++++++++++++++++++
 1 file changed, 27 insertions(+)
 create mode 100644 strategy_manager/strategies/KalmanStrategy/rb.py

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