1、研究多空不对称策略

2025-09-20 00:04:51 +08:00
parent 9a58fec9ca
commit bc93a547f0
15 changed files with 14240 additions and 3432 deletions
--- a/src/indicators/indicator_list.py
+++ b/src/indicators/indicator_list.py
@@ -23,12 +23,18 @@ INDICATOR_LIST = [
    # DifferencedVolumeIndicator(shift_window=13),
    # DifferencedVolumeIndicator(shift_window=20),
    StochasticOscillator(fastk_period=14, slowd_period=3, slowk_period=3),
-    StochasticOscillator(fastk_period=5, slowd_period=3, slowk_period=3),
+    StochasticOscillator(5, 3, 3),
    StochasticOscillator(fastk_period=21, slowd_period=5, slowk_period=5),
    RateOfChange(5),
    RateOfChange(10),
    RateOfChange(15),
    RateOfChange(20),
+    ROC_MA(5, 5),
+    ROC_MA(5, 10),
+    ROC_MA(10, 10),
+    ROC_MA(10, 20),
+    ROC_MA(20, 20),
+    ROC_MA(20, 40),
    NormalizedATR(5),
    NormalizedATR(14),
    NormalizedATR(21),