1、新增SMCPureH1LongStrategy策略
2、修复实盘bug
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@@ -8,15 +8,11 @@ from src.tqsdk_real_engine import TqsdkEngine
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# 导入你的策略类
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from src.strategies.OpenTwoFactorStrategy import SimpleLimitBuyStrategyLong, SimpleLimitBuyStrategyShort, SimpleLimitBuyStrategy
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from tqsdk import TqApi, TqBacktest, TqAuth, TqKq
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from tqsdk import TqApi, TqBacktest, TqAuth, TqKq, TqAccount
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# --- 配置参数 ---
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# Tqsdk 的本地数据文件路径,注意 Tqsdk 要求文件名为 KQ_m@交易所_品种名_周期.csv
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# 例如: KQ_m@SHFE_rb_min60.csv
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initial_capital = 100000.0
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slippage_rate = 0.000 # 在 Tqsdk 模拟中,滑点通常由 TqSim 处理或在策略中手动模拟
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commission_rate = 0.0001 # 同上
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# 主力合约的 symbol
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main_symbol = "KQ.m@DCE.jm"
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strategy_parameters = {
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@@ -41,7 +37,9 @@ strategy_parameters = {
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'indicator_s': RSI(5, 0, 100),
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}
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api = TqApi(TqKq(), auth=TqAuth("emanresu", "dfgvfgdfgg"))
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# api = TqApi(TqKq(), auth=TqAuth("emanresu", "dfgvfgdfgg"))
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api = TqApi(TqAccount('H宏源期货', '903308830', 'lzr520102'), auth=TqAuth("emanresu", "dfgvfgdfgg"))
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# --- 1. 初始化回测引擎并运行 ---
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print("\n初始化 Tqsdk 回测引擎...")
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engine = TqsdkEngine(
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