1、新增SMCPureH1LongStrategy策略

2、修复实盘bug
This commit is contained in:
2025-07-28 14:36:58 +08:00
parent 2fa952a3da
commit 52c5ec18d8
12 changed files with 982 additions and 852 deletions

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@@ -8,15 +8,11 @@ from src.tqsdk_real_engine import TqsdkEngine
# 导入你的策略类
from src.strategies.OpenTwoFactorStrategy import SimpleLimitBuyStrategyLong, SimpleLimitBuyStrategyShort, SimpleLimitBuyStrategy
from tqsdk import TqApi, TqBacktest, TqAuth, TqKq
from tqsdk import TqApi, TqBacktest, TqAuth, TqKq, TqAccount
# --- 配置参数 ---
# 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
# 例如: KQ_m@SHFE_rb_min60.csv
initial_capital = 100000.0
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
commission_rate = 0.0001 # 同上
# 主力合约的 symbol
main_symbol = "KQ.m@DCE.jm"
strategy_parameters = {
@@ -41,7 +37,9 @@ strategy_parameters = {
'indicator_s': RSI(5, 0, 100),
}
api = TqApi(TqKq(), auth=TqAuth("emanresu", "dfgvfgdfgg"))
# api = TqApi(TqKq(), auth=TqAuth("emanresu", "dfgvfgdfgg"))
api = TqApi(TqAccount('H宏源期货', '903308830', 'lzr520102'), auth=TqAuth("emanresu", "dfgvfgdfgg"))
# --- 1. 初始化回测引擎并运行 ---
print("\n初始化 Tqsdk 回测引擎...")
engine = TqsdkEngine(