init

2026-08-24 20:53:21 +08:00
commit 6e78bba16a
287 changed files with 32443 additions and 0 deletions
--- a/llmjob/128.go
+++ b/llmjob/128.go
@@ -0,0 +1,189 @@
+// 修复后的banbot完整策略代码
+package llmjob
+
+import (
+	"github.com/banbox/banbot/config"
+	"github.com/banbox/banbot/core"
+	"github.com/banbox/banbot/strat"
+	ta "github.com/banbox/banta"
+)
+
+func J128(pol *config.RunPolicyConfig) *strat.TradeStrat {
+	// 定义可调参数
+	longEntryThreshold := pol.Def("long_entry_threshold", 60.0, core.PNorm(50.0, 70.0))
+	thresholdRange := pol.Def("threshold_range", 14.0, core.PNorm(10.0, 25.0))
+	smaPeriod := pol.DefInt("sma_period", 3, core.PNorm(2, 8))
+	atrPeriod := pol.DefInt("atr_period", 14, core.PNorm(7, 21))
+	tp1ATR := pol.Def("tp1_atr", 3.0, core.PNorm(1.5, 5.0))
+	tp2ATR := pol.Def("tp2_atr", 8.0, core.PNorm(5.0, 12.0))
+	tp3ATR := pol.Def("tp3_atr", 14.0, core.PNorm(10.0, 20.0))
+	tp1Percent := pol.Def("tp1_percent", 12.0, core.PNorm(5.0, 25.0))
+	tp2Percent := pol.Def("tp2_percent", 12.0, core.PNorm(5.0, 25.0))
+	tp3Percent := pol.Def("tp3_percent", 12.0, core.PNorm(5.0, 25.0))
+	useTakeProfit := pol.Def("use_take_profit", 0.0, core.PNorm(0.0, 1.0))      // 0=false, 1=true
+	tradingDirection := pol.Def("trading_direction", 2.0, core.PNorm(0.0, 2.0)) // 0=Long, 1=Short, 2=Both
+
+	// 计算衍生参数
+	shortEntryThreshold := longEntryThreshold - thresholdRange
+	longExitThreshold := shortEntryThreshold
+	shortExitThreshold := longEntryThreshold
+
+	// 确定最长预热周期
+	warmupNum := 55 + smaPeriod + 10
+
+	return &strat.TradeStrat{
+		Name:          "FATR",
+		WarmupNum:     warmupNum,
+		HedgeOff:      true, // 单向持仓模式
+		EachMaxLong:   1,
+		EachMaxShort:  1,
+		RunTimeFrames: []string{"4h"},
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+
+			// 计算真实高低点和真实波动范围
+			trueLow := e.Low.Min(e.Close.Back(1))
+			trueHigh := e.High.Max(e.Close.Back(1))
+			trueRange := trueHigh.Sub(trueLow)
+
+			// 计算买入压力(BP)
+			bp := e.Close.Sub(trueLow)
+
+			// 计算不同周期的压力比率
+			calcRatio := func(len int) *ta.Series {
+				sumBP := ta.Sum(bp, len)
+				sumTR := ta.Sum(trueRange, len)
+				return sumBP.Div(sumTR).Mul(100)
+			}
+
+			// 计算Fibonacci数列周期的压力比率
+			ratio8 := calcRatio(8)
+			ratio13 := calcRatio(13)
+			ratio21 := calcRatio(21)
+			ratio34 := calcRatio(34)
+			ratio55 := calcRatio(55)
+
+			// 计算加权平均值
+			weightedAvg := ratio8.Mul(5).Add(
+				ratio13.Mul(4)).Add(
+				ratio21.Mul(3)).Add(
+				ratio34.Mul(2)).Add(
+				ratio55).Div(15)
+
+			// 应用SMA平滑
+			weightedAvgSMA := ta.SMA(weightedAvg, smaPeriod)
+
+			// 计算ATR值
+			atrValue := ta.ATR(e.High, e.Low, e.Close, atrPeriod)
+
+			// 获取当前值
+			atrVal := atrValue.Get(0)
+			closePrice := e.Close.Get(0)
+
+			// 生成交易信号
+			longCondition := weightedAvgSMA.Cross(longEntryThreshold) == 1
+			shortCondition := weightedAvgSMA.Cross(shortEntryThreshold) == -1
+			longExit := weightedAvgSMA.Cross(longExitThreshold) == -1
+			shortExit := weightedAvgSMA.Cross(shortExitThreshold) == 1
+
+			// 执行交易逻辑
+			isLongEnabled := tradingDirection == 0 || tradingDirection == 2
+			isShortEnabled := tradingDirection == 1 || tradingDirection == 2
+
+			// 多头交易逻辑
+			if isLongEnabled {
+				if longCondition && len(s.LongOrders) == 0 {
+					// 开多单
+					s.OpenOrder(&strat.EnterReq{
+						Tag: "Long",
+					})
+
+					// 设置止盈订单
+					if useTakeProfit > 0.5 {
+						tpPrice1 := closePrice + tp1ATR*atrVal
+						tpPrice2 := closePrice + tp2ATR*atrVal
+						tpPrice3 := closePrice + tp3ATR*atrVal
+
+						// 设置多个止盈订单
+						s.CloseOrders(&strat.ExitReq{
+							Tag:      "TP1_Long",
+							Dirt:     core.OdDirtLong,
+							ExitRate: tp1Percent / 100,
+							Limit:    tpPrice1,
+						})
+
+						s.CloseOrders(&strat.ExitReq{
+							Tag:      "TP2_Long",
+							Dirt:     core.OdDirtLong,
+							ExitRate: tp2Percent / 100,
+							Limit:    tpPrice2,
+						})
+
+						s.CloseOrders(&strat.ExitReq{
+							Tag:      "TP3_Long",
+							Dirt:     core.OdDirtLong,
+							ExitRate: tp3Percent / 100,
+							Limit:    tpPrice3,
+						})
+					}
+				}
+
+				if longExit && len(s.LongOrders) > 0 {
+					// 平多单
+					s.CloseOrders(&strat.ExitReq{
+						Tag:  "Long_Exit",
+						Dirt: core.OdDirtLong,
+					})
+				}
+			}
+
+			// 空头交易逻辑
+			if isShortEnabled {
+				if shortCondition && len(s.ShortOrders) == 0 {
+					// 开空单
+					s.OpenOrder(&strat.EnterReq{
+						Tag:   "Short",
+						Short: true,
+					})
+
+					// 设置止盈订单
+					if useTakeProfit > 0.5 {
+						tpPrice1 := closePrice - tp1ATR*atrVal
+						tpPrice2 := closePrice - tp2ATR*atrVal
+						tpPrice3 := closePrice - tp3ATR*atrVal
+
+						// 设置多个止盈订单
+						s.CloseOrders(&strat.ExitReq{
+							Tag:      "TP1_Short",
+							Dirt:     core.OdDirtShort,
+							ExitRate: tp1Percent / 100,
+							Limit:    tpPrice1,
+						})
+
+						s.CloseOrders(&strat.ExitReq{
+							Tag:      "TP2_Short",
+							Dirt:     core.OdDirtShort,
+							ExitRate: tp2Percent / 100,
+							Limit:    tpPrice2,
+						})
+
+						s.CloseOrders(&strat.ExitReq{
+							Tag:      "TP3_Short",
+							Dirt:     core.OdDirtShort,
+							ExitRate: tp3Percent / 100,
+							Limit:    tpPrice3,
+						})
+					}
+				}
+
+				if shortExit && len(s.ShortOrders) > 0 {
+					// 平空单
+					s.CloseOrders(&strat.ExitReq{
+						Tag:  "Short_Exit",
+						Dirt: core.OdDirtShort,
+					})
+				}
+			}
+		},
+	}
+}