feat: Enhance trading system with new e_min_chg_pct parameter and related logic
Changes: - Introduced the `e_min_chg_pct` parameter to define the minimum price change percentage compared to the previous day's close, enhancing the momentum trading strategy. - Updated various functions and classes to incorporate this new parameter, ensuring it is utilized in both backtesting and live trading scenarios. - Improved documentation and comments to clarify the purpose and usage of the new parameter across the codebase. Impact: - This addition allows for more precise control over trading conditions, potentially increasing the effectiveness of the momentum strategy while maintaining system integrity and performance.
This commit is contained in:
@@ -141,6 +141,9 @@ def _patch_from_momentum_merged(m: Dict[str, Any]) -> Dict[str, str]:
|
||||
|
||||
patch["MOMENTUM_VOL_WIN"] = str(gi("mom_vol_win", 5))
|
||||
|
||||
# HTS K: 전일종가 대비 최소등락(%) — UI/그리드와 동일 단위(0.2 = 0.2%)
|
||||
patch["MOMENTUM_E_MIN_CHG_PCT"] = str(gf("e_min_chg_pct", 0.2))
|
||||
|
||||
# TIME_* 는 session_env_patch / PARAM_SEARCH_APPLY_SESSION_TIME 경로만.
|
||||
# Optuna 과적합 창이 실매 매수시간을 덮지 않도록 여기서는 쓰지 않음.
|
||||
|
||||
|
||||
Reference in New Issue
Block a user