31 lines
1.1 KiB
Python
31 lines
1.1 KiB
Python
# 策略配置（Python格式）
|
||
from src.indicators.indicators import ZScoreATR
|
||
|
||
CONFIG = {
|
||
"name": "傅里叶趋势策略",
|
||
"version": "1.0",
|
||
"enabled": True,
|
||
|
||
"strategy_class": "futures_trading_strategies.SA.Spectral.SpectralTrendStrategy.SpectralTrendStrategy",
|
||
|
||
"engine_params": {
|
||
"symbol": "KQ.m@CZCE.SA",
|
||
"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': 'SA', # <-- 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,
|
||
'model_indicator': ZScoreATR(14, 100, 0.5, 3),
|
||
'spectral_window_days': 8, # STFT窗口大小(天)
|
||
'low_freq_days': 8, # 低频下限(天)
|
||
'high_freq_days': 4, # 高频上限(天)
|
||
'trend_strength_threshold': 0.7, # 相变临界值
|
||
'exit_threshold': 0.3, # 退出阈值
|
||
'enable_log': True
|
||
}
|
||
} |