init

2026-08-24 20:53:21 +08:00
commit 6e78bba16a
287 changed files with 32443 additions and 0 deletions
--- a/llmjob/1569.go
+++ b/llmjob/1569.go
@@ -0,0 +1,105 @@
+// 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 J1569(pol *config.RunPolicyConfig) *strat.TradeStrat {
+	// 定义可调超参数
+	fastPeriod := pol.DefInt("fastPeriod", 10, core.PNorm(5, 20))
+	smaRatio := pol.Def("smaRatio", 2.0, core.PNorm(1.5, 4.0))
+	supportResistancePeriod := pol.DefInt("supportResistancePeriod", 12, core.PNorm(5, 20))
+	confirmPeriod := pol.DefInt("confirmPeriod", 3, core.PNorm(2, 5))
+	riskRewardRatio := pol.Def("riskRewardRatio", 2.2, core.PNorm(1.5, 3.0))
+
+	// 计算慢速SMA周期
+	slowPeriod := int(float64(fastPeriod) * smaRatio)
+
+	// 确保预热K线数量足够计算所有指标
+	warmupNum := slowPeriod
+	if supportResistancePeriod > warmupNum {
+		warmupNum = supportResistancePeriod
+	}
+
+	return &strat.TradeStrat{
+		WarmupNum:     warmupNum,
+		HedgeOff:      true, // 单向持仓模式
+		EachMaxLong:   1,    // 最多1个多头订单
+		EachMaxShort:  1,    // 最多1个空头订单
+		RunTimeFrames: []string{"1h"},
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+
+			// 计算移动平均线
+			smaFast := ta.SMA(e.Close, fastPeriod)
+			smaSlow := ta.SMA(e.Close, slowPeriod)
+
+			// 计算支撑阻力位（过去10根K线的最高价和最低价）
+			recentLow := ta.Lowest(e.Low, supportResistancePeriod)
+			recentHigh := ta.Highest(e.High, supportResistancePeriod)
+
+			// 计算确认条件所需的指标
+			highestSmaSlow := ta.Highest(smaSlow, confirmPeriod)
+			lowestSmaSlow := ta.Lowest(smaSlow, confirmPeriod)
+			lowestLow3 := ta.Lowest(e.Low, confirmPeriod)
+			highestHigh3 := ta.Highest(e.High, confirmPeriod)
+
+			// 获取当前值
+			closePrice := e.Close.Get(0)
+			smaSlowVal := smaSlow.Get(0)
+			recentLowVal := recentLow.Get(0)
+			recentHighVal := recentHigh.Get(0)
+			highestSmaSlowVal := highestSmaSlow.Get(0)
+			lowestSmaSlowVal := lowestSmaSlow.Get(0)
+			lowestLow3Val := lowestLow3.Get(0)
+			highestHigh3Val := highestHigh3.Get(0)
+
+			// 生成交易信号 - 只计算一次交叉信号
+			crossSignal := smaFast.Cross(smaSlow)
+			bullishCross := crossSignal == 1              // 10周期SMA上穿20周期SMA
+			bearishCross := crossSignal == -1             // 10周期SMA下穿20周期SMA
+			breakoutUp := closePrice > highestSmaSlowVal  // 收盘价突破过去3根K线的20周期SMA最高点
+			breakoutDown := closePrice < lowestSmaSlowVal // 收盘价跌破过去3根K线的20周期SMA最低点
+			retestUp := lowestLow3Val > smaSlowVal        // 过去3根K线的最低价保持在20周期SMA之上
+			retestDown := highestHigh3Val < smaSlowVal    // 过去3根K线的最高价保持在20周期SMA之下
+
+			// 三重确认条件
+			buyCondition := bullishCross && breakoutUp && retestUp
+			sellCondition := bearishCross && breakoutDown && retestDown
+
+			// 计算止损止盈
+			longSL := recentLowVal   // 买入止损设为过去10根K线的最低价
+			shortSL := recentHighVal // 卖出止损设为过去10根K线的最高价
+
+			riskSizeLong := closePrice - longSL   // 买入交易的风险大小
+			riskSizeShort := shortSL - closePrice // 卖出交易的风险大小
+
+			longTP := closePrice + (riskSizeLong * riskRewardRatio)   // 买入交易的止盈价格
+			shortTP := closePrice - (riskSizeShort * riskRewardRatio) // 卖出交易的止盈价格
+
+			// 执行交易
+			if buyCondition && len(s.LongOrders) == 0 {
+				s.OpenOrder(&strat.EnterReq{
+					Tag:        "Long",
+					OrderType:  core.OrderTypeMarket,
+					StopLoss:   longSL,
+					TakeProfit: longTP,
+				})
+			}
+
+			if sellCondition && len(s.ShortOrders) == 0 {
+				s.OpenOrder(&strat.EnterReq{
+					Tag:        "Short",
+					Short:      true,
+					OrderType:  core.OrderTypeMarket,
+					StopLoss:   shortSL,
+					TakeProfit: shortTP,
+				})
+			}
+		},
+	}
+}