策略回测

# 肯特纳通道突破策略（与 /keltner 选股器一致） # 入场：最高价突破上轨（TP-MA + K/10 × ATR）且中轨向上 # 默认离场：最低价跌破中轨 MA 平仓 # 可选离场：移动止盈、持仓超时 entry = KeltnerBreakoutEntry(ma_length=MA, atr_length=ATR, k_multiplier=K) exits = [KeltnerMABreakExit(ma_length=MA)] if enable_trailing_stop: exits.append(KeltnerTrailingStopExit(atr_length=ATR, atr_mult=N)) if enable_time_stop: exits.append(TimeStopExit(max_bars=60)) # 交易成本 buy_cost = max(5, amount × 0.0003) sell_cost = max(5, amount × (0.0003 + 0.001))