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main.py
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35 lines (27 loc) · 810 Bytes
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#-*- coding:utf-8 -*-
'''
主执行文件
以后考虑把MAX_VOLUME和STRATEGY配置移到配置文件中
'''
from base import *
from strategy import *
#设定合约的策略
#[总最大持仓量,策略1,策略2...]
STRATEGY = {
'IF1104':( 1,#总最大持仓量=1
STRATEGY(opener=day_long_break,
closer=datr_long_stoper,
open_volume=1,
max_holding=1),
STRATEGY(opener=day_short_break,
closer=datr_short_stoper,
open_volume=1,
max_holding=1),
)
}
#####
import agent
def main():
pass
if __name__=="__main__":
main()