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strategy_30w.xml 3.98 KB
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邹吉华 提交于 2023-04-19 19:08 +08:00 . 接入oessdk
<?xml version="1.0" encoding="utf-8"?>
<config>
<execute begin="20220901" end="20220930">
<signals>
<signal id="1" type="1" param="code=SHFE.rb2301"/>
<signal id="7" type="1" param="code=CZCE.SR211"/>
</signals>
<strategys>
<strategy id="2" type="2" openable="true" closeable="true" param="signal=7&open_once=1&delta=12alpha=0.28&beta=0.6&long_limit=20&short_limit=20&threshold_ratio=8&random_offset=1"/>
<strategy id="4" type="2" openable="true" closeable="true" param="signal=1&open_once=1&delta=9&alpha=0.39&beta=0.8&long_limit=20&short_limit=20&threshold_ratio=10&random_offset=1"/>
</strategys>
</execute>
<execute begin="20221001" end="20221131">
<signals>
<signal id="1" type="1" param="code=SHFE.rb2301"/>
<signal id="7" type="1" param="code=CZCE.SR303"/>
<signal id="8" type="1" param="code=CZCE.SR211"/>
</signals>
<strategys>
<strategy id="1" type="2" openable="false" closeable="true" param="signal=8&open_once=1&delta=12&alpha=0.28&beta=0.6&long_limit=20&short_limit=20&threshold_ratio=8&random_offset=1"/>
<strategy id="2" type="2" openable="true" closeable="true" param="signal=7&open_once=1&delta=12&alpha=0.28&beta=0.6&long_limit=20&short_limit=20&threshold_ratio=8&random_offset=1"/>
<strategy id="4" type="2" openable="true" closeable="true" param="signal=1&open_once=1&delta=9&alpha=0.39&beta=0.8&long_limit=20&short_limit=20&threshold_ratio=10&random_offset=1"/>
</strategys>
</execute>
<execute begin="20230301" end="20230430">
<signals>
<signal id="1" type="1" param="code=CZCE.MA309"/>
<signal id="2" type="1" param="code=CZCE.SR307"/>
<signal id="3" type="1" param="code=DCE.eb2305"/>
<signal id="4" type="1" param="code=SHFE.hc2310"/>
<signal id="5" type="1" param="code=SHFE.rb2305"/>
<signal id="6" type="1" param="code=DCE.eb2307"/>
</signals>
<strategys>
<strategy id="1" type="2" openable="true" closeable="true" param="signal=1&open_once=1&delta=10&alpha=0.18&beta=0.9&long_limit=20&short_limit=20&threshold_ratio=8&random_offset=1"/>
<strategy id="2" type="2" openable="true" closeable="true" param="signal=2&open_once=1&delta=12&alpha=0.28&beta=0.6&long_limit=20&short_limit=20&threshold_ratio=12&random_offset=1"/>
<strategy id="3" type="2" openable="false" closeable="true" param="signal=3&open_once=1&delta=18&alpha=0.36&beta=0.8&long_limit=20&short_limit=20&threshold_ratio=8&random_offset=1"/>
<strategy id="4" type="2" openable="true" closeable="true" param="signal=4&open_once=1&delta=9&alpha=0.39&beta=0.8&long_limit=20&short_limit=20&threshold_ratio=10&random_offset=1"/>
<strategy id="5" type="2" openable="false" closeable="true" param="signal=5&open_once=1&delta=9&alpha=0.39&beta=0.8&long_limit=20&short_limit=20&threshold_ratio=10&random_offset=1"/>
<strategy id="6" type="2" openable="true" closeable="true" param="signal=6&open_once=1&delta=18&alpha=0.36&beta=0.8&long_limit=20&short_limit=20&threshold_ratio=8&random_offset=1"/>
</strategys>
</execute>
<execute begin="20230501" end="20230530">
<signals>
<signal id="1" type="1" param="code=CZCE.MA309"/>
<signal id="2" type="1" param="code=CZCE.SR307"/>
<signal id="3" type="1" param="code=DCE.eb2307"/>
<signal id="4" type="1" param="code=SHFE.hc2310"/>
</signals>
<strategys>
<strategy id="1" type="2" openable="true" closeable="true" param="signal=1&open_once=1&delta=10&alpha=0.18&beta=0.9&long_limit=20&short_limit=20&threshold_ratio=8&random_offset=1"/>
<strategy id="2" type="2" openable="true" closeable="true" param="signal=2&open_once=1&delta=12&alpha=0.28&beta=0.6&long_limit=20&short_limit=20&threshold_ratio=12&random_offset=1"/>
<strategy id="3" type="2" openable="true" closeable="true" param="signal=3&open_once=1&delta=18&alpha=0.36&beta=0.8&long_limit=20&short_limit=20&threshold_ratio=8&random_offset=1"/>
<strategy id="4" type="2" openable="true" closeable="true" param="signal=4&open_once=1&delta=9&alpha=0.39&beta=0.8&long_limit=20&short_limit=20&threshold_ratio=10&random_offset=1"/>
</strategys>
</execute>
</config>
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