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https://github.com/silencesdg/mt5_python_ea_suite.git
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songkunling
33 lines
1.1 KiB
Python
33 lines
1.1 KiB
Python
#!/usr/bin/env python3
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# -*- coding: utf-8 -*-
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"""
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策略基类
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"""
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from logger import logger
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class BaseStrategy:
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"""策略基类 (已重构为依赖注入)"""
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def __init__(self, data_provider, symbol, timeframe):
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self.data_provider = data_provider
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self.symbol = symbol
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self.timeframe = timeframe
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self.name = self.__class__.__name__
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def _log_signal(self, signal, reason=None):
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"""记录信号日志"""
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if signal != 0:
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direction = "买入" if signal > 0 else "卖出"
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logger.info(f"{self.name}: 生成 {direction} 信号 (强度: {signal:.2f}), 原因: {reason}")
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else:
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logger.debug(f"{self.name}: 无信号, 原因: {reason}")
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def generate_signal(self):
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"""生成交易信号 - 子类必须实现此方法"""
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raise NotImplementedError("子类必须实现 generate_signal 方法")
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def run_backtest(self, df):
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"""回测方法 - 子类必须实现此方法"""
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raise NotImplementedError("子类必须实现 run_backtest 方法")
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