SpectralStrategy更新

2025-11-29 16:35:02 +08:00
parent 29199f9492
commit 687d8a180b
35 changed files with 40381 additions and 1153 deletions
--- a/futures_trading_strategies/SA/Spectral/SpectralTrendStrategy.py
+++ b/futures_trading_strategies/SA/Spectral/SpectralTrendStrategy.py
@@ -107,7 +107,7 @@ class SpectralTrendStrategy(Strategy):
        position_volume = self.get_current_positions().get(self.symbol, 0)

        # 获取历史价格 (使用完整历史)
-        closes = np.array([b.close for b in bar_history], dtype=float)
+        closes = np.array([b.close for b in bar_history[-self.spectral_window:]], dtype=float)

        # 【核心】计算频域趋势强度 (显式傅里叶)
        trend_strength, dominant_freq = self.calculate_trend_strength(closes)