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SpectralStrategy更新:TA品种

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liaozhaorun
2025-11-29 23:17:16 +08:00
parent 444a1dfed1
commit e4f6de426c
3 changed files with 102 additions and 442 deletions
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4
futures_trading_strategies/TA/Spectral/SpectralTrendStrategy.ipynb
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@@ -97,7 +97,7 @@
"source": [ "source": [
"from src.indicators.indicators import *\n", "from src.indicators.indicators import *\n",
"from src.indicators.base_indicators import CompositeIndicator\n", "from src.indicators.base_indicators import CompositeIndicator\n",
"from src.strategies.Spectral.SpectralTrendStrategy2 import SpectralTrendStrategy\n", "from futures_trading_strategies.TA.Spectral.SpectralTrendStrategy2 import SpectralTrendStrategy\n",
"\n", "\n",
"# --- 1. 初始化数据管理器 ---\n", "# --- 1. 初始化数据管理器 ---\n",
"print(\"初始化数据管理器...\")\n", "print(\"初始化数据管理器...\")\n",
@@ -109,7 +109,7 @@
" 'trade_volume': 1,\n", " 'trade_volume': 1,\n",
" # 'order_direction': ['SELL', 'BUY'],\n", " # 'order_direction': ['SELL', 'BUY'],\n",
" # 'indicators': StochasticOscillator(14, 3, 3, 16, 100),\n", " # 'indicators': StochasticOscillator(14, 3, 3, 16, 100),\n",
" 'model_indicator': StochasticOscillator(14, 3, 3, 16, 100),\n", " 'model_indicator': StochasticOscillator(14, 3, 3, 15, 100),\n",
" 'bars_per_day': 23,\n", " 'bars_per_day': 23,\n",
" 'spectral_window_days': 4, # STFT窗口大小(天)\n", " 'spectral_window_days': 4, # STFT窗口大小(天)\n",
" 'low_freq_days': 4, # 低频下限(天)\n", " 'low_freq_days': 4, # 低频下限(天)\n",

538
src/strategies/Spectral/SpectralTrendStrategy.ipynb
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2
strategy_manager/strategies/SpectralTrendStrategy/TA.py
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@@ -22,7 +22,7 @@ CONFIG = {
'trade_volume': 3, 'trade_volume': 3,
# 'order_direction': ['SELL', 'BUY'], # 'order_direction': ['SELL', 'BUY'],
# 'indicators': StochasticOscillator(14, 3, 3, 16, 100), # 'indicators': StochasticOscillator(14, 3, 3, 16, 100),
'model_indicator': StochasticOscillator(14, 3, 3, 16, 100), 'model_indicator': StochasticOscillator(14, 3, 3, 15, 100),
'bars_per_day': 23, 'bars_per_day': 23,
'spectral_window_days': 4, # STFT窗口大小(天) 'spectral_window_days': 4, # STFT窗口大小(天)
'low_freq_days': 4, # 低频下限(天) 'low_freq_days': 4, # 低频下限(天)