新增实盘策略：ITrendStrategy(SA)

futures_trading_strategies/FG/Spectral/SpectralTrendStrategy3.py

@@ -38,6 +38,7 @@ class SpectralTrendStrategy(Strategy):
             order_direction: Optional[List[str]] = None,
             indicators: Indicator = None,
             model_indicator: Indicator = None,
+            holding_indicators: Indicator = None,
             reverse: bool = False,
     ):
         super().__init__(context, main_symbol, enable_log)
@@ -62,6 +63,7 @@ class SpectralTrendStrategy(Strategy):
         self.order_direction = order_direction
         self.model_indicator = model_indicator or Empty()
         self.indicators = indicators or Empty()
+        self.holding_indicators = holding_indicators or Empty()
         self.reverse = reverse
 
         # 计算窗口大小
@@ -208,6 +210,13 @@ class SpectralTrendStrategy(Strategy):
         self.log(f'trend_strength: {trend_strength:.2f}')
         avg_entry_price = self.get_average_position_price(self.symbol)
 
+        if not self.holding_indicators.is_condition_met(*self.get_indicator_tuple()):
+            direction = "CLOSE_LONG" if volume > 0 else "CLOSE_SHORT"
+            self.log(f"Exit (Signal): {direction} | Strength={trend_strength:.2f} < {self.exit_threshold}")
+            self.close_position(direction, abs(volume))
+            self.entry_time = None
+            self.position_direction = None
+
         # 确保 ATR 和 均价 有效
         if current_atr > 0 and avg_entry_price > 0:
             is_stop_loss = False