# 策略配置（Python格式）
from src.indicators.indicators import StochasticOscillator

CONFIG = {
    "name": "傅里叶趋势策略",
    "version": "1.0",
    "enabled": True,

    "strategy_class": "futures_trading_strategies.TA.Spectral.SpectralTrendStrategy2.SpectralTrendStrategy",

    "engine_params": {
        "symbol": "KQ.m@CZCE.TA",
        "duration_seconds": 900,
        "roll_over_mode": True,
        "history_length": 1000,
        # 支持Python对象
        "close_bar_delta": __import__('datetime').timedelta(minutes=58)
    },

    "strategy_params": {
        'main_symbol': 'TA',  # <-- 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,
        # 'order_direction': ['SELL', 'BUY'],
        # 'indicators': StochasticOscillator(14, 3, 3, 16, 100),
        'model_indicator': StochasticOscillator(14, 3, 3, 16, 100),
        'bars_per_day': 23,
        'spectral_window_days': 4,  # STFT窗口大小(天)
        'low_freq_days': 4,  # 低频下限(天)
        'high_freq_days': 2,  # 高频上限(天)
        'trend_strength_threshold': 0.7,  # 相变临界值
        'exit_threshold': 0.4,  # 退出阈值
        'enable_log': True,
        'reverse': False,
    }
}