crypto_quant/orb_trade_main.py

from core.trade.orb_trade import ORBStrategy
from config import US_STOCK_MONITOR_CONFIG
import core.logger as logging

logger = logging.logger

def main():
    symbols = US_STOCK_MONITOR_CONFIG.get("volume_monitor", {}).get("symbols", ["QQQ"])
    for symbol in symbols:
        logger.info(f"开始回测 {symbol}")
        # 初始化ORB策略
        orb_strategy = ORBStrategy(
            initial_capital=25000,
            max_leverage=4,
            risk_per_trade=0.01,
            commission_per_share=0.0005,
            is_us_stock=True,
        )
        # 1. 获取QQQ的5分钟日内数据（2024-2025，注意：yfinance免费版可能限制历史日内数据，建议用专业数据源）
        orb_strategy.fetch_intraday_data(
            symbol=symbol, start_date="2024-11-30", end_date="2025-08-30", interval="5m"
        )

        # 2. 生成ORB策略信号
        orb_strategy.generate_orb_signals()

        # 3. 回测策略（盈利目标10R）
        orb_strategy.backtest(profit_target_multiple=10)

        # 4. 绘制净值曲线
        orb_strategy.plot_equity_curve()


if __name__ == "__main__":
    main()