init

2026-08-24 20:53:21 +08:00
commit 6e78bba16a
287 changed files with 32443 additions and 0 deletions
--- a/llmjob/199.go
+++ b/llmjob/199.go
@@ -0,0 +1,116 @@
+// 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"
+	"math"
+)
+
+func J199(pol *config.RunPolicyConfig) *strat.TradeStrat {
+	// 定义可调参数
+	emaShortPeriod := pol.DefInt("emaShortPeriod", 12, core.PNorm(5, 20))
+	emaPeriodRatio := pol.Def("emaPeriodRatio", 2.5, core.PNorm(1.5, 4))
+	rsiOverbought := pol.DefInt("rsiOverbought", 70, core.PNorm(60, 85))
+	rsiOversold := pol.DefInt("rsiOversold", 30, core.PNorm(15, 40))
+
+	// 计算长期EMA周期
+	emaLongPeriod := int(float64(emaShortPeriod) * emaPeriodRatio)
+
+	// MACD参数
+	macdFastLength := 12
+	macdSlowLength := 26
+	macdSignalSmoothing := 9
+
+	// RSI参数
+	rsiLength := 14
+
+	// 成交量移动平均周期
+	volumeMAPeriod := 20
+
+	// 计算预热数量，取所有指标中最大的周期
+	warmupNum := emaLongPeriod
+	if macdSlowLength > warmupNum {
+		warmupNum = macdSlowLength
+	}
+	if rsiLength > warmupNum {
+		warmupNum = rsiLength
+	}
+	if volumeMAPeriod > warmupNum {
+		warmupNum = volumeMAPeriod
+	}
+
+	return &strat.TradeStrat{
+		WarmupNum:     warmupNum,
+		HedgeOff:      true, // 单向持仓模式
+		RunTimeFrames: []string{"4h"},
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+
+			// 计算技术指标
+			emaShort := ta.EMA(e.Close, emaShortPeriod)
+			emaLong := ta.EMA(e.Close, emaLongPeriod)
+
+			macdLine, signalLine := ta.MACD(e.Close, macdFastLength, macdSlowLength, macdSignalSmoothing)
+
+			rsi := ta.RSI(e.Close, rsiLength)
+
+			volumeMA := ta.SMA(e.Volume, volumeMAPeriod)
+
+			// 获取当前价格
+			closePrice := e.Close.Get(0)
+
+			// 检查数据有效性
+			if math.IsNaN(closePrice) {
+				return
+			}
+
+			// 生成交易信号 - 修复重复计算EMA交叉的问题
+			emaCross := emaShort.Cross(emaLong)                     // 只计算一次EMA交叉
+			emaCrossUp := emaCross == 1                             // 短期EMA上穿长期EMA
+			emaCrossDown := emaCross == -1                          // 短期EMA下穿长期EMA
+			macdBullish := macdLine.Get(0) > signalLine.Get(0)      // MACD多头信号
+			macdBearish := macdLine.Get(0) < signalLine.Get(0)      // MACD空头信号
+			rsiNotOverbought := rsi.Get(0) < float64(rsiOverbought) // RSI未超买
+			rsiNotOversold := rsi.Get(0) > float64(rsiOversold)     // RSI未超卖
+			volumeHigh := e.Volume.Get(0) > volumeMA.Get(0)         // 成交量高于平均
+
+			// 交易条件判断
+			buyCondition := emaCrossUp && macdBullish && rsiNotOverbought && volumeHigh
+			sellCondition := emaCrossDown && macdBearish && rsiNotOversold && volumeHigh
+
+			// 计算止损止盈价格 - 修复为使用固定比例，与原始策略一致
+			//longStopLoss := closePrice * 0.95
+			//longTakeProfit := closePrice * 1.05
+			shortStopLoss := closePrice * 1.05
+			shortTakeProfit := closePrice * 0.95
+
+			// 执行交易
+			_ = buyCondition
+			//if buyCondition && len(s.LongOrders) == 0 {
+			//	s.OpenOrder(&strat.EnterReq{
+			//		Tag:           "Buy",
+			//		OrderType:     core.OrderTypeMarket,
+			//		StopLoss:      longStopLoss,
+			//		TakeProfit:    longTakeProfit,
+			//		StopLossTag:   "Stop Loss",
+			//		TakeProfitTag: "Take Profit",
+			//	})
+			//}
+
+			if sellCondition && len(s.ShortOrders) == 0 {
+				s.OpenOrder(&strat.EnterReq{
+					Tag:           "Sell",
+					Short:         true,
+					OrderType:     core.OrderTypeMarket,
+					StopLoss:      shortStopLoss,
+					TakeProfit:    shortTakeProfit,
+					StopLossTag:   "Stop Loss",
+					TakeProfitTag: "Take Profit",
+				})
+			}
+		},
+	}
+}