新增实盘策略：ITrendStrategy(SA)

futures_trading_strategies/MA/KalmanStrategy/KalmanStrategy2.py

@@ -6,7 +6,7 @@ from typing import Optional, Any, List, Dict
 
 from src.core_data import Bar, Order
 from src.indicators.base_indicators import Indicator
-from src.indicators.indicators import Empty
+from src.indicators.indicators import Empty, ADX
 from src.strategies.base_strategy import Strategy
 
 
@@ -97,6 +97,8 @@ class DualModeKalmanStrategy(Strategy):
         bar_history = self.get_bar_history()
         if len(bar_history) < max(self.atr_period, self.atr_lookback) + 2: return
 
+        self.cancel_all_pending_orders(symbol)
+
         # --- 通用数据计算 ---
         highs = np.array([b.high for b in bar_history], dtype=float)
         lows = np.array([b.low for b in bar_history], dtype=float)
@@ -196,6 +198,7 @@ class DualModeKalmanStrategy(Strategy):
     def evaluate_entry_signal(self, current_bar: Bar, kalman_price: float, current_atr: float):
         deviation = current_bar.close - kalman_price
         deviation_in_atr = deviation / current_atr
+        self.log(f'deviation_in_atr: {deviation_in_atr:.4f}')
 
         direction = None
 
@@ -219,7 +222,7 @@ class DualModeKalmanStrategy(Strategy):
 
         if direction:
             self.log(
-                f"{self.strategy_mode} Mode: Catalyst Fired. Direction: {direction}. Deviation: {deviation_in_atr:.2f} ATRs.")
+                f"{self.strategy_mode} Mode: Catalyst Fired. Direction: {direction}. Deviation: {deviation_in_atr:.2f} ATRs., entry_threshold_atr: {self.entry_threshold_atr}")
             entry_price = current_bar.close + (1 if direction == "BUY" else -1)
             stop_loss_price = entry_price - self.initial_stop_atr_multiplier * current_atr if direction in ["BUY",
                                                                                                             "CLOSE_SHORT"] else entry_price + self.initial_stop_atr_multiplier * current_atr