新增实盘策略:ITrendStrategy(SA)

This commit is contained in:
2026-01-25 23:26:03 +08:00
parent 4a37652269
commit fa4749b02e
66 changed files with 44943 additions and 5961 deletions

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real_trading/ITrend/SA.py Normal file
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from datetime import timedelta
from tqsdk import TqApi, TqAuth, TqAccount
from futures_trading_strategies.SA.ITrend.ITrendStrategy import ITrendStrategy
# 导入 TqsdkEngine而不是原来的 BacktestEngine
from src.indicators.indicators import PriceRangeToVolatilityRatio, ZScoreATR
from src.tqsdk_real_engine import TqsdkEngine
# 导入你的策略类
# --- 配置参数 ---
# Tqsdk 的本地数据文件路径,注意 Tqsdk 要求文件名为 KQ_m@交易所_品种名_周期.csv
# 主力合约的 symbol
symbol = "KQ.m@CZCE.SA"
strategy_parameters = {
'main_symbol': 'SA',
'trade_volume': 1,
'enable_log': False,
'length': 55,
'range_fraction': 5,
# 'indicator': Hurst(230, 0.45, 0.55)
}
# api = TqApi(TqKq(), auth=TqAuth("emanresu", "dfgvfgdfgg"))
api = TqApi(TqAccount('H宏源期货', '903308830', 'lzr520102'), auth=TqAuth("emanresu", "dfgvfgdfgg"))
# --- 1. 初始化回测引擎并运行 ---
print("\n初始化 Tqsdk 回测引擎...")
engine = TqsdkEngine(
strategy_class=ITrendStrategy,
strategy_params=strategy_parameters,
api=api,
symbol=symbol,
duration_seconds=60 * 15,
roll_over_mode=True, # 启用换月模式检测
history_length=1000,
close_bar_delta=timedelta(minutes=58)
)
engine.run() # 这是一个同步方法,内部会运行 asyncio 循环