新增实盘策略:ITrendStrategy(SA)
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40
real_trading/ITrend/SA.py
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40
real_trading/ITrend/SA.py
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from datetime import timedelta
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from tqsdk import TqApi, TqAuth, TqAccount
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from futures_trading_strategies.SA.ITrend.ITrendStrategy import ITrendStrategy
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# 导入 TqsdkEngine,而不是原来的 BacktestEngine
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from src.indicators.indicators import PriceRangeToVolatilityRatio, ZScoreATR
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from src.tqsdk_real_engine import TqsdkEngine
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# 导入你的策略类
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# --- 配置参数 ---
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# 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
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# 主力合约的 symbol
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symbol = "KQ.m@CZCE.SA"
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strategy_parameters = {
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'main_symbol': 'SA',
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'trade_volume': 1,
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'enable_log': False,
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'length': 55,
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'range_fraction': 5,
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# 'indicator': Hurst(230, 0.45, 0.55)
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}
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# api = TqApi(TqKq(), auth=TqAuth("emanresu", "dfgvfgdfgg"))
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api = TqApi(TqAccount('H宏源期货', '903308830', 'lzr520102'), auth=TqAuth("emanresu", "dfgvfgdfgg"))
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# --- 1. 初始化回测引擎并运行 ---
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print("\n初始化 Tqsdk 回测引擎...")
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engine = TqsdkEngine(
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strategy_class=ITrendStrategy,
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strategy_params=strategy_parameters,
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api=api,
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symbol=symbol,
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duration_seconds=60 * 15,
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roll_over_mode=True, # 启用换月模式检测
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history_length=1000,
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close_bar_delta=timedelta(minutes=58)
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)
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engine.run() # 这是一个同步方法,内部会运行 asyncio 循环
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