init

2026-08-24 20:53:21 +08:00
commit 6e78bba16a
287 changed files with 32443 additions and 0 deletions
--- a/demo/made.go
+++ b/demo/made.go
@@ -0,0 +1,86 @@
+package demo
+
+import (
+	"github.com/banbox/banbot/config"
+	"github.com/banbox/banbot/core"
+	"github.com/banbox/banbot/strat"
+	ta "github.com/banbox/banta"
+)
+
+func Made(pol *config.RunPolicyConfig) *strat.TradeStrat {
+	// 定义可调超参数
+	fastMAPeriod := pol.DefInt("fast_ma_period", 5, core.PUniform(3, 10))
+	slowMAPeriod := pol.DefInt("slow_ma_period", 20, core.PUniform(10, 40))
+	atrPeriod := pol.DefInt("atr_period", 14, core.PUniform(7, 21))
+	slRate := pol.Def("sl_rate", 2.0, core.PUniform(1.0, 4.0))
+
+	return &strat.TradeStrat{
+		WarmupNum:    100,
+		EachMaxLong:  1,
+		EachMaxShort: 1,
+		DrawDownExit: true, // 启用回撤止盈
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+
+			// 计算技术指标
+			maFast := ta.SMA(e.Close, fastMAPeriod)
+			maSlow := ta.SMA(e.Close, slowMAPeriod)
+			atr := ta.ATR(e.High, e.Low, e.Close, atrPeriod)
+
+			// 计算均线交叉信号
+			maCrossOver := maFast.Cross(maSlow)  // 1 表示上穿
+			maCrossUnder := maSlow.Cross(maFast) // 1 表示下穿
+
+			// 获取当前价格和ATR值
+			currentPrice := e.Close.Get(0)
+			currentATR := atr.Get(0)
+
+			// 多头入场信号：快线上穿慢线（金叉）
+			if maCrossOver == 1 {
+				if s.GetOrderNum(core.OdDirtShort) > 0 {
+					s.CloseOrders(&strat.ExitReq{Dirt: core.OdDirtShort, Tag: "exit_short"})
+				}
+				if s.GetOrderNum(core.OdDirtLong) == 0 {
+					stopLossPrice := currentPrice - currentATR*slRate
+					s.OpenOrder(&strat.EnterReq{
+						Tag:         "long",
+						StopLoss:    stopLossPrice,
+						StopLossTag: "atr_sl_long",
+					})
+				}
+			}
+
+			// 空头入场信号：快线下穿慢线（死叉）
+			if maCrossUnder == 1 {
+				if s.GetOrderNum(core.OdDirtLong) > 0 {
+					s.CloseOrders(&strat.ExitReq{Dirt: core.OdDirtLong, Tag: "exit_long"})
+				}
+				if s.GetOrderNum(core.OdDirtShort) == 0 {
+					stopLossPrice := currentPrice + currentATR*slRate
+					s.OpenOrder(&strat.EnterReq{
+						Tag:         "short",
+						Short:       true,
+						StopLoss:    stopLossPrice,
+						StopLossTag: "atr_sl_short",
+					})
+				}
+			}
+
+			// 多头出场信号：快线下穿慢线（死叉）
+			if maCrossUnder == 1 && s.GetOrderNum(core.OdDirtLong) > 0 {
+				s.CloseOrders(&strat.ExitReq{
+					Dirt: core.OdDirtLong,
+					Tag:  "exit_long",
+				})
+			}
+
+			// 空头出场信号：快线上穿慢线（金叉）
+			if maCrossOver == 1 && s.GetOrderNum(core.OdDirtShort) > 0 {
+				s.CloseOrders(&strat.ExitReq{
+					Dirt: core.OdDirtShort,
+					Tag:  "exit_short",
+				})
+			}
+		},
+	}
+}