其中 price是当前一分钟bar的收盘价

方法一:
Ssetup= High + 0.35 (Close – Low)
Bsetup= Low – 0.35 (High – Close)
Senter= 1.07 / 2 (High + Low) – 0.07 Low
Benter= 1.07 / 2 (High + Low) – 0.07 High
Bbreak= Ssetup+ 0.25 (Ssetup– Bsetup)
Sbreak = Bsetup– 0.25 (Ssetup– Bsetup)
方法二：
pivot = (high + low + close) / 3 # 枢轴点
context.bBreak = high + 2 (pivot - low) # 突破买入价
context.sSetup = pivot + (high - low) # 观察卖出价
context.sEnter = 2 pivot - low # 反转卖出价
context.bEnter = 2 pivot - high # 反转买入价
context.bSetup = pivot - (high - low) # 观察买入价
context.sBreak = low - 2 (high - pivot) # 突破卖出价
方法三：
观察卖出价（Ssetup）= High + a (Close – Low)
观察买入（Bsetup）= Low – a (High – Close)
反转卖出价（Senter）= b / 2 (High + Low) – c Low
反转买入价（Benter）= b / 2 (High + Low) – c High
突破卖出价（Sbreak）= Ssetup - d (Ssetup – Bsetup)
突破买入价（Bbreak）= Bsetup + d (Ssetup – Bsetup)

Traceback (most recent call last):
File "c:\vnstudio\lib\site-packages\vnpy\trader\ui\mainwindow.py", line 281, in open_widget
widget = widget_class(self.main_engine, self.event_engine)
File "c:\vnstudio\lib\site-packages\vnpy\app\cta_strategy\ui\widget.py", line 37, in init
self.cta_engine.init_engine()
File "c:\vnstudio\lib\site-packages\vnpy\app\cta_strategy\engine.py", line 109, in init_engine
self.load_strategy_setting()
File "c:\vnstudio\lib\site-packages\vnpy\app\cta_strategy\engine.py", line 869, in load_strategy_setting
self.strategy_setting = load_json(self.setting_filename)
File "c:\vnstudio\lib\site-packages\vnpy\trader\utility.py", line 99, in load_json
data = json.load(f)
File "c:\vnstudio\lib\json__init.py", line 296, in load
parse_constant=parse_constant, object_pairs_hook=object_pairs_hook, **kw)
File "c:\vnstudio\lib\json\init__.py", line 348, in loads
return _default_decoder.decode(s)
File "c:\vnstudio\lib\json\decoder.py", line 337, in decode
obj, end = self.raw_decode(s, idx=_w(s, 0).end())
File "c:\vnstudio\lib\json\decoder.py", line 355, in raw_decode
raise JSONDecodeError("Expecting value", s, err.value) from None
json.decoder.JSONDecodeError: Expecting value: line 10 column 21 (char 254)

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