帮我写一段vnpy3.9boll+rsi的期货15分钟交易策略

在编写一个基于VNPy 3.9的期货15分钟Bollinger Bands（布林带）和RSI（相对强弱指数）的交易策略时，首先我们需要确保你已经安装了VNPy库并且熟悉其基本架构。以下是一个简单的示例策略，展示了如何结合这两个技术指标进行入场和退出信号的生成：

from vnpy.trader.constant import Direction, Offset, Exchange
from vnpy.trader.object import TickData, BarData
from vnpy.strategy.backtesting import BacktestingEngine, OptimizationSetting
from vnpy.indicator import BollingerBands, RSI
import pandas as pd

class BollRsiStrategy(object):
    def __init__(self, strategy_name, vt_symbol, setting):
        self.name = strategy_name
        self.vt_symbol = vt_symbol
        self.bbands = BollingerBands(self.on_bar)
        self.rsi = RSI(self.on_bar)
        self.position = 0
        self.entry_price = None
        self.exit_price = None
        self.stop_loss = None
        self.trailing_stop = False

    def on_init(self):
        pass

    def on_start(self):
        pass

    def on_tick(self, tick: TickData):
        if not self.inited:
            return
        
        # 计算当前的布林带宽度
        lower_band, middle_band, upper_band = self.bbands.get_boll()
        rsi_value = self.rsi[-1]
        
        # 如果满足买入条件（例如超买或下穿下轨）
        if rsi_value > 70 and tick.last_price < lower_band:
            self.buy(tick.last_price)

    def on_bar(self, bar: BarData):
        # 更新布林带和RSI值
        self.bbands.update(bar.close_price)
        rsi_value = self.rsi[-1]

        # 如果持有位置，检查是否达到卖出条件（例如超卖或上穿上轨）
        if self.position == 1 and rsi_value < 30 and bar.close_price > upper_band:
            self.sell(bar.close_price, lock=True)  # 使用lock=True防止滑点

        # 停损设置
        if self.position == 1 and self.stop_loss is None:
            self.stop_loss = bar.close_price - (bar.high_price - bar.low_price) * 0.1  # 10%风险止损

        # 追踪止损
        if self.position == 1 and self.trailing_stop:
            if bar.close_price > self.exit_price:
                self.exit_price = bar.close_price

    def on_order(self, order: OrderData):
        pass

    def on_trade(self, trade: TradeData):
        pass

    def on_stop_order(self, stop_order: StopOrderData):
        pass

def run_strategy(strategy_class, vt_symbols, start_date, end_date, optimize=False):
    engine = BacktestingEngine()
    engine.add_strategy(strategy_class, vt_symbols=vt_symbols, setting={})
    
    if optimize:
        optimization_setting = OptimizationSetting(
            start=start_date,
            end=end_date,
            interval=60*15,  # 指定为15分钟
            rate=0.001,  # 手续费比例
            slippage=0.01,  # 滑点
            size=1,  # 合约大小
            pricetick=0.1,  # 最小价格变动
            capital=1_000_000  # 初始资金
        )
        engine.run_optimization(optimization_setting)
    else:
        engine.load_data(vt_symbols, start=start_date, end=end_date)
        engine.run_backtesting()

    engine.calculate_result()
    engine.show_chart()

# 使用策略并回测
strategy_name = "Boll_RSI"
vt_symbol = "your_vt_symbol"  # 替换为你想测试的具体合约代码
start_date = '2022-01-01'  # 开始日期
end_date = '2022-12-31'  # 结束日期

run_strategy(BollRsiStrategy, [vt_symbol], start_date, end_date)

请注意，这个例子是一个基础模板，实际使用时可能需要根据具体的市场数据和交易规则进行调整。你还需要设置适当的参数，如入场、出场、止损和止盈条件。另外，优化部分可根据需求开启，但通常在回测过程中不会启用。