feat: 新增2h/6h时间框架支持,策略重构为增量指标计算
- 数据层: build_aggregates_sql 新增 2h/6h 聚合视图,默认起始时间调整为 2017-05 - 模型层: KlineInterval 类型扩展 2h/6h,DataService 新增对应表名和毫秒映射 - 指标层: 新增 incremental.py 增量指标模块 (EmaInc/AtrInc/RsiInc/BbInc),O(1) per bar - 策略重构: long_short.py 和 regime_all.py 从批量 ema/atr 迁移至增量指标,避免每 bar 重复全量计算 - regime 探测器: RegimeDetector3 改为增量 EMA200,detect() 接口简化 - 回测扩展: regime_timeframe_comparison 从 4h/1d 扩展至 2h/4h/6h/1d - 新增示例: multi_strategy_report, vol_break_compare/periods, intraday_explore, top3_trades 等分析脚本
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@@ -17,6 +17,7 @@ from .trend import sma, ema, macd, macd_signal, macd_histogram, adx
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from .momentum import rsi, stoch, stoch_k, stoch_d
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from .volatility import bollinger, bollinger_upper, bollinger_mid, bollinger_lower, atr
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from .volume import obv, vwap
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from .incremental import EmaInc, AtrInc, RsiInc, BbInc
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__all__ = [
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# 趋势
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@@ -27,4 +28,6 @@ __all__ = [
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"bollinger", "bollinger_upper", "bollinger_mid", "bollinger_lower", "atr",
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# 成交量
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"obv", "vwap",
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# 增量
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"EmaInc", "AtrInc", "RsiInc", "BbInc",
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]
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