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

CONFIG = {
    "name": "卡尔曼策略",
    "version": "1.0",
    "enabled": True,

    "strategy_class": "futures_trading_strategies.rb.KalmanStrategy.KalmanStrategy2.DualModeKalmanStrategy",

    "engine_params": {
        "symbol": "KQ.m@SHFE.rb",
        "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': 'rb',  # <-- 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': 2,
    'order_direction': ['SELL', 'BUY'],
    'indicators': [PriceRangeToVolatilityRatio(7, 21, 4, 5), PriceRangeToVolatilityRatio(7, 21, 4, 5)],
    'enable_log': True
}
}