SpectralStrategy更新

strategy_manager/strategies/SpectralTrendStrategy/SA.py

@@ -19,7 +19,7 @@ CONFIG = {
 
     "strategy_params": {
         'main_symbol': 'SA',  # <-- 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': 1,
+        'trade_volume': 2,
         'model_indicator': ZScoreATR(14, 100, 0.5, 3),
         'spectral_window_days': 8,  # STFT窗口大小(天)
         'low_freq_days': 8,  # 低频下限(天)

strategy_manager/strategies/SpectralTrendStrategy/rb.py

@@ -0,0 +1,34 @@
+# 策略配置（Python格式）
+from src.indicators.indicators import ZScoreATR, BollingerBandwidth
+
+CONFIG = {
+    "name": "傅里叶趋势策略",
+    "version": "1.0",
+    "enabled": True,
+
+    "strategy_class": "futures_trading_strategies.rb.Spectral.SpectralTrendStrategy.SpectralTrendStrategy",
+
+    "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': 3,
+        # 'order_direction': ['SELL', 'BUY'],
+        # 'indicators': [BollingerBandwidth(20, 2.0, 1.8, 5), BollingerBandwidth(20, 2.0, 1.8, 5),],
+        'model_indicator': BollingerBandwidth(20, 2.0, 0.5, 3.5),
+        'bars_per_day': 23,
+        'spectral_window_days': 4,  # STFT窗口大小(天)
+        'low_freq_days': 4,  # 低频下限(天)
+        'high_freq_days': 2,  # 高频上限(天)
+        'trend_strength_threshold': 0.8,  # 相变临界值
+        'exit_threshold': 0.4,  # 退出阈值
+        'enable_log': True
+    }
+}

strategy_manager/web_backend.py

@@ -64,7 +64,7 @@ async def start_scheduler():
     # 任务 1: 每天 08:55
     scheduler.add_job(
         scheduled_restart_task,
-        CronTrigger(hour=8, minute=55),
+        CronTrigger(hour=8, minute=58),
         id="restart_morning",
         replace_existing=True
     )
@@ -72,7 +72,7 @@ async def start_scheduler():
     # 任务 2: 每天 20:55
     scheduler.add_job(
         scheduled_restart_task,
-        CronTrigger(hour=20, minute=55),
+        CronTrigger(hour=20, minute=58),
         id="restart_evening",
         replace_existing=True
     )