liaozhaorun/NewQuant
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

更新策略参数

Browse Source
This commit is contained in:
liaozhaorun
2025-12-05 00:40:19 +08:00
parent 6e64cc69ce
commit f3c0645dd7
2 changed files with 2 additions and 2 deletions
Download Patch File Download Diff File Expand all files Collapse all files

2
strategy_manager/strategies/SpectralTrendStrategy/SA.py
View File

@@ -19,7 +19,7 @@ CONFIG = {
"strategy_params": { "strategy_params": {
'main_symbol': 'SA', # <-- 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) 'main_symbol': 'SA', # <-- 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': 2, 'trade_volume': 3,
'model_indicator': ZScoreATR(14, 100, 0.5, 3), 'model_indicator': ZScoreATR(14, 100, 0.5, 3),
'spectral_window_days': 8, # STFT窗口大小(天) 'spectral_window_days': 8, # STFT窗口大小(天)
'low_freq_days': 8, # 低频下限(天) 'low_freq_days': 8, # 低频下限(天)

2
strategy_manager/strategies/SpectralTrendStrategy/rb.py
View File

@@ -19,7 +19,7 @@ CONFIG = {
"strategy_params": { "strategy_params": {
'main_symbol': 'rb', # <-- 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) 'main_symbol': 'rb', # <-- 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': 3, 'trade_volume': 5,
# 'order_direction': ['SELL', 'BUY'], # 'order_direction': ['SELL', 'BUY'],
# 'indicators': [BollingerBandwidth(20, 2.0, 1.8, 5), BollingerBandwidth(20, 2.0, 1.8, 5),], # 'indicators': [BollingerBandwidth(20, 2.0, 1.8, 5), BollingerBandwidth(20, 2.0, 1.8, 5),],
'model_indicator': BollingerBandwidth(20, 2.0, 0.5, 3.5), 'model_indicator': BollingerBandwidth(20, 2.0, 0.5, 3.5),