29 lines
738 B
Python
29 lines
738 B
Python
# 策略配置（Python格式）
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from src.indicators.indicators import ZScoreATR
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CONFIG = {
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"name": "ITrendStrategy",
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"version": "1.0",
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"enabled": True,
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"strategy_class": "futures_trading_strategies.SA.ITrend.ITrendStrategy.ITrendStrategy",
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"engine_params": {
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"symbol": "KQ.m@CZCE.SA",
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"duration_seconds": 900,
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"roll_over_mode": True,
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"history_length": 1000,
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# 支持Python对象
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"close_bar_delta": __import__('datetime').timedelta(minutes=58)
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},
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"strategy_params": {
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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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}
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