diff --git a/futures_trading_strategies/FG/FisherTrendStrategy/Strategy3.py b/futures_trading_strategies/FG/FisherTrendStrategy/Strategy3.py index 9944155..ce3ec41 100644 --- a/futures_trading_strategies/FG/FisherTrendStrategy/Strategy3.py +++ b/futures_trading_strategies/FG/FisherTrendStrategy/Strategy3.py @@ -118,7 +118,7 @@ class PragmaticCyberneticStrategy(Strategy): self._closes.append(prev_bar.close) T, FV, FB, ATR = self._calculate_indicators() - self.log(f'T: {Tf} FV: {FVf} FB: {FBf} ATR: {ATRf}') + self.log(f'T: {T} FV: {FV} FB: {FB} ATR: {ATR}') if T is None or math.isnan(ATR): return self._fbs.append(FB) @@ -134,7 +134,7 @@ class PragmaticCyberneticStrategy(Strategy): is_met = self.indicator is None or self.indicator.is_condition_met(*self.get_indicator_tuple()) - self.log(f'is_met: {is_met}, pos: {pos}, current_fb: {current_fbf}, prev_fb: {prev_fbf}') + self.log(f'is_met: {is_met}, pos: {pos}, current_fb: {current_fb}, prev_fb: {prev_fb}') # ========================================== # 核心一:经典出场逻辑 (你的原版设计) @@ -151,7 +151,7 @@ class PragmaticCyberneticStrategy(Strategy): if pos > 0: # A. 动能极值止盈 if current_fb > self.fisher_exit_level and current_fb < prev_fb: - self.log(f"TAKE PROFIT (Long): FB {current_fbf} Peak Reached") + self.log(f"TAKE PROFIT (Long): FB {current_fb} Peak Reached") self.send_market_order("CLOSE_LONG", abs(pos), "CLOSE") return @@ -171,7 +171,7 @@ class PragmaticCyberneticStrategy(Strategy): elif pos < 0: # A. 动能极值止盈 if current_fb < -self.fisher_exit_level and current_fb > prev_fb: - self.log(f"TAKE PROFIT (Short): FB {current_fbf} Bottom Reached") + self.log(f"TAKE PROFIT (Short): FB {current_fb} Bottom Reached") self.send_market_order("CLOSE_SHORT", abs(pos), "CLOSE") return diff --git a/src/strategies/FisherTrendStrategy/Strategy3.py b/src/strategies/FisherTrendStrategy/Strategy3.py index 9944155..ce3ec41 100644 --- a/src/strategies/FisherTrendStrategy/Strategy3.py +++ b/src/strategies/FisherTrendStrategy/Strategy3.py @@ -118,7 +118,7 @@ class PragmaticCyberneticStrategy(Strategy): self._closes.append(prev_bar.close) T, FV, FB, ATR = self._calculate_indicators() - self.log(f'T: {Tf} FV: {FVf} FB: {FBf} ATR: {ATRf}') + self.log(f'T: {T} FV: {FV} FB: {FB} ATR: {ATR}') if T is None or math.isnan(ATR): return self._fbs.append(FB) @@ -134,7 +134,7 @@ class PragmaticCyberneticStrategy(Strategy): is_met = self.indicator is None or self.indicator.is_condition_met(*self.get_indicator_tuple()) - self.log(f'is_met: {is_met}, pos: {pos}, current_fb: {current_fbf}, prev_fb: {prev_fbf}') + self.log(f'is_met: {is_met}, pos: {pos}, current_fb: {current_fb}, prev_fb: {prev_fb}') # ========================================== # 核心一:经典出场逻辑 (你的原版设计) @@ -151,7 +151,7 @@ class PragmaticCyberneticStrategy(Strategy): if pos > 0: # A. 动能极值止盈 if current_fb > self.fisher_exit_level and current_fb < prev_fb: - self.log(f"TAKE PROFIT (Long): FB {current_fbf} Peak Reached") + self.log(f"TAKE PROFIT (Long): FB {current_fb} Peak Reached") self.send_market_order("CLOSE_LONG", abs(pos), "CLOSE") return @@ -171,7 +171,7 @@ class PragmaticCyberneticStrategy(Strategy): elif pos < 0: # A. 动能极值止盈 if current_fb < -self.fisher_exit_level and current_fb > prev_fb: - self.log(f"TAKE PROFIT (Short): FB {current_fbf} Bottom Reached") + self.log(f"TAKE PROFIT (Short): FB {current_fb} Bottom Reached") self.send_market_order("CLOSE_SHORT", abs(pos), "CLOSE") return