使用ctpplus，然后增加回测模块

1.交易策略/4.orderflow/config.py

@@ -39,32 +39,32 @@ TRADING_PARAMS = {
     "IM2606": {
         "lots": 1,
         "price_offset": 5,
-        "delta_threshold": 300,
+        "delta_threshold": 200,
         "imbalance_ratio": 3,
         "accumulation_threshold": 3,
-        "period": "3min",
-        "min_volume": 10,
+        "period": "1min",
+        "min_volume": 20,
         "merge_price": 5,
         "mini_price": 0.2,
     },
-    "jm2609": {
-        "lots": 1,
-        "price_offset": 1,     # 黄金波动较小，价格偏移也小
-        "delta_threshold": 300,
-        "imbalance_ratio": 3,
-        "accumulation_threshold": 3,
-        "period": "3min",
-        "min_volume": 5,       # 黄金成交量较大，可适当调高
-        "merge_price": 2,
-        "mini_price": 0.5,    # 黄金最小变动价位
-    },
+    # "jm2609": {
+    #     "lots": 1,
+    #     "price_offset": 1,     # 黄金波动较小，价格偏移也小
+    #     "delta_threshold": 300,
+    #     "imbalance_ratio": 3,
+    #     "accumulation_threshold": 3,
+    #     "period": "1min",
+    #     "min_volume": 10,       # 黄金成交量较大，可适当调高
+    #     "merge_price": 2,
+    #     "mini_price": 0.5,    # 黄金最小变动价位
+    # },
 }
 
 # ============ SimNow模拟账户配置 ============
 SIMNOW_CONFIG = {
     "investor_id": "223828",
     "password": os.getenv("SIMNOW_PASSWORD", "Zj1234!@#%"),
-    "server_name": "电信1",  # 交易服务器(电信1、电信2、移动、TEST、N视界、TEST环境)
+    "server_name": "TEST",  # 交易服务器(电信1、电信2、移动、TEST、N视界、TEST环境)
 }
 
 # ============ 实盘账户配置（注释备用） ============
@@ -88,6 +88,18 @@ SYSTEM_CONFIG = {
     "json_records_limit": 20,
     "stops_load_interval": 60,
     "data_dir": "traderdata",
+    # === 回测/录制配置 ===
+    "mode": "backtest",                          # "live" | "backtest"
+    "backtest_mode": "ofdata",               # "ofdata" | "tick"
+    "backtest_results_dir": "backtest_results",
+    "initial_equity": 1000000.0,
+    "contract_multiplier": {
+        "im2606": 300, 
+        "jm2609": 60,                        # 焦煤：吨/手
+        "au2608": 1000,                       # 黄金：克/手
+    },
+    "record_tick": True,                    # 是否录制 tick 数据
+    "tick_record_interval": 1,               # 录制间隔（每N个tick录一个）
 }
 
 # ============ 夜盘收盘时间字典 ============