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新增实盘策略：FisherTrendStrategy(FG)

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liaozhaorun
2026-02-27 21:30:18 +08:00
parent 05adafeb4e
commit ae45cc8231
2 changed files with 6 additions and 0 deletions
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3
futures_trading_strategies/FG/FisherTrendStrategy/Strategy3.py
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@@ -118,6 +118,7 @@ class PragmaticCyberneticStrategy(Strategy):
self._closes.append(prev_bar.close) self._closes.append(prev_bar.close)
T, FV, FB, ATR = self._calculate_indicators() T, FV, FB, ATR = self._calculate_indicators()
self.log(f'T: {T:.2f} FV: {FV:.2f} FB: {FB:.2f} ATR: {ATR:.2f}')
if T is None or math.isnan(ATR): return if T is None or math.isnan(ATR): return
self._fbs.append(FB) self._fbs.append(FB)
@@ -133,6 +134,8 @@ class PragmaticCyberneticStrategy(Strategy):
is_met = self.indicator is None or self.indicator.is_condition_met(*self.get_indicator_tuple()) 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:.2f}, current_fb: {current_fb:.2f}, prev_fb: {prev_fb:.2f}')
# ========================================== # ==========================================
# 核心一：经典出场逻辑 (你的原版设计) # 核心一：经典出场逻辑 (你的原版设计)
# ========================================== # ==========================================

3
src/strategies/FisherTrendStrategy/Strategy3.py
View File

@@ -118,6 +118,7 @@ class PragmaticCyberneticStrategy(Strategy):
self._closes.append(prev_bar.close) self._closes.append(prev_bar.close)
T, FV, FB, ATR = self._calculate_indicators() T, FV, FB, ATR = self._calculate_indicators()
self.log(f'T: {T:.2f} FV: {FV:.2f} FB: {FB:.2f} ATR: {ATR:.2f}')
if T is None or math.isnan(ATR): return if T is None or math.isnan(ATR): return
self._fbs.append(FB) self._fbs.append(FB)
@@ -133,6 +134,8 @@ class PragmaticCyberneticStrategy(Strategy):
is_met = self.indicator is None or self.indicator.is_condition_met(*self.get_indicator_tuple()) 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:.2f}, current_fb: {current_fb:.2f}, prev_fb: {prev_fb:.2f}')
# ========================================== # ==========================================
# 核心一：经典出场逻辑 (你的原版设计) # 核心一：经典出场逻辑 (你的原版设计)
# ========================================== # ==========================================