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25 lines
771 B
Python
25 lines
771 B
Python
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from strategies import ma_cross, rsi, bollinger, mean_reversion, momentum_breakout, macd, kdj, turtle, daily_breakout, profit_protect, resilient_trend
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SYMBOL = "XAUUSD"
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INTERVAL = 60 # 秒
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INITIAL_CAPITAL = 10000 # 初始资金
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# 策略权重配置 (策略实例, 权重)
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STRATEGIES = [
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(ma_cross.Strategy(), 2.28),
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(rsi.Strategy(), 1.84),
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(bollinger.Strategy(), 1.46),
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(mean_reversion.Strategy(), 1.90),
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(momentum_breakout.Strategy(), 2.77),
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(macd.Strategy(), 1.70),
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(kdj.Strategy(), 0.65),
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(turtle.Strategy(), 0.68),
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(daily_breakout.Strategy(), 0.66),
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(profit_protect.Strategy(), 0.57),
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(resilient_trend.Strategy(), 1.0), # 新增带容错的趋势策略
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]
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# 交易信号阈值
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BUY_THRESHOLD = 1.5
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SELL_THRESHOLD = -1.5
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