1、新增傅里叶策略

2、新增策略管理、策略重启功能

real_trading/KalmanStrategy/MA.py

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+from datetime import timedelta
+
+from tqsdk import TqApi, TqAuth, TqAccount
+
+from futures_trading_strategies.MA.KalmanStrategy.KalmanStrategy2 import DualModeKalmanStrategy
+# 导入 TqsdkEngine，而不是原来的 BacktestEngine
+from src.indicators.indicators import PriceRangeToVolatilityRatio
+from src.tqsdk_real_engine import TqsdkEngine
+
+# 导入你的策略类
+
+# --- 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
+
+# 主力合约的 symbol
+symbol = "KQ.m@CZCE.MA"
+strategy_parameters = {
+    'main_symbol': 'MA',  # <-- 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,
+    'order_direction': ['SELL', 'BUY'],
+    'kalman_measurement_noise': 0.51,
+    'entry_threshold_atr': 0.7,
+    'strategy_mode': 'REVERSION',
+    # 'indicators': [NormalizedATR(21, 0.6, 1), NormalizedATR(21, 0.6, 1)],
+    # 'indicators': [RSI(14, 40, 70), RSI(14, 40, 70)],
+    'enable_log': True
+}
+# 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(
+    strategy_class=DualModeKalmanStrategy,
+    strategy_params=strategy_parameters,
+    api=api,
+    symbol=symbol,
+    duration_seconds=60 * 15,
+    roll_over_mode=True,  # 启用换月模式检测
+    history_length=1000,
+    close_bar_delta=timedelta(minutes=58)
+)
+engine.run()  # 这是一个同步方法，内部会运行 asyncio 循环

real_trading/KalmanStrategy/states/futures_trading_strategies.MA.KalmanStrategy.KalmanStrategy2.DualModeKalmanStrategy_e177ca59b50f6d6ed9b38b419ed24a21.json

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+{}