# 实盘模拟交易配置 # 用法: # python -m sanguo_live # SANGUO_QMT_ACCOUNT=66639661 python -m sanguo_live # # env SANGUO_QMT_ACCOUNT / SANGUO_QMT_PATH 优先于此文件。 # miniQMT 交易账号(可用 env SANGUO_QMT_ACCOUNT 覆盖) account: "66639661" # userdata_mini 路径;留空则由 vnpy_qmt/md.py 自动扫描 C:\ # (避免中文路径字面量编码问题,推荐留空或用 env SANGUO_QMT_PATH) mini_path: "" # 策略实例名(唯一,用于 CTA 引擎路由) strategy_name: "dm_15min_600000" # 策略类名(必须在 sanguo_live.runner._STRATEGY_REGISTRY 注册) strategy_class: "AShareDoubleMaStrategy" # 标的 vt_symbol(SYMBOL.EXCHANGE)。600000.SSE = 浦发银行 vt_symbol: "600000.SSE" # 各阶段等待秒数 connect_wait_sec: 10 init_wait_sec: 60 # 策略参数(透传给 CtaTemplate.update_setting) setting: fast_window: 10 slow_window: 20 window: 15 # BarGenerator 分钟窗口(A 股 15min) size: 100 # 1 手 = 100 股 forbid_short: true # A 股不可做空 → short() 拦截