SpectralStrategy更新

This commit is contained in:
2025-11-29 16:35:02 +08:00
parent 29199f9492
commit 687d8a180b
35 changed files with 40381 additions and 1153 deletions

View File

@@ -50,6 +50,11 @@ def run_single_backtest(
'order_direction': common_config['order_direction'],
'enable_log': False, # 建议在调试和测试时开启日志
}
# strategy_parameters['spectral_window_days'] = 2
strategy_parameters['low_freq_days'] = strategy_parameters['spectral_window_days']
strategy_parameters['high_freq_days'] = int(strategy_parameters['spectral_window_days'] / 2)
strategy_parameters['exit_threshold'] = max(strategy_parameters['trend_strength_threshold'] - 0.3, 0)
# 打印当前进程正在处理的组合信息
# 注意:多进程打印会交错显示
print(f"--- 正在运行组合: {strategy_parameters} (PID: {multiprocessing.current_process().pid}) ---")