init

demo/demo.go

@@ -0,0 +1,71 @@
+package demo
+
+import (
+	"github.com/banbox/banbot/config"
+	"github.com/banbox/banbot/core"
+	"github.com/banbox/banbot/strat"
+	ta "github.com/banbox/banta"
+)
+
+func Demo(pol *config.RunPolicyConfig) *strat.TradeStrat {
+	// 定义可调超参数
+	fastPeriod := pol.DefInt("fastPeriod", 5, core.PNorm(3, 20))
+	maRate := pol.Def("maRate", 4.0, core.PNorm(1.5, 9.0))
+
+	// 计算慢速均线周期
+	slowPeriod := int(float64(fastPeriod) * maRate)
+
+	return &strat.TradeStrat{
+		WarmupNum: slowPeriod + 10,
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+
+			// 计算技术指标
+			maFast := ta.SMA(e.Close, fastPeriod) // 快速移动平均线
+			maSlow := ta.SMA(e.Close, slowPeriod) // 慢速移动平均线
+			maCrossState := maFast.Cross(maSlow)  // 判断均线交叉状态
+
+			// 金叉：快线上穿慢线
+			if maCrossState == 1 {
+				// 先平掉空头持仓
+				if len(s.ShortOrders) > 0 {
+					s.CloseOrders(&strat.ExitReq{
+						Tag:  "golden_cross_close_short",
+						Dirt: core.OdDirtShort,
+					})
+				}
+
+				// 再开多头仓位
+				if len(s.LongOrders) == 0 {
+					s.OpenOrder(&strat.EnterReq{
+						Tag:   "golden_cross_long",
+						Short: false,
+					})
+				}
+			}
+
+			// 死叉：快线下穿慢线
+			if maCrossState == -1 {
+				// 先平掉多头持仓
+				if len(s.LongOrders) > 0 {
+					s.CloseOrders(&strat.ExitReq{
+						Tag:  "death_cross_close_long",
+						Dirt: core.OdDirtLong,
+					})
+				}
+
+				// 再开空头仓位
+				if len(s.ShortOrders) == 0 {
+					s.OpenOrder(&strat.EnterReq{
+						Tag:   "death_cross_short",
+						Short: true,
+					})
+				}
+			}
+		},
+	}
+}
+
+func init() {
+	strat.StratMake["demo"] = Demo
+}