init

2026-08-24 20:53:21 +08:00
commit 6e78bba16a
287 changed files with 32443 additions and 0 deletions
--- a/llmjob/2523.go
+++ b/llmjob/2523.go
@@ -0,0 +1,103 @@
+// 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"
+)
+
+/*
+以大止损实现的高胜率，订单太少
+尝试使用atrBase针对CostRate、TakeProfit、StopLoss进行自适应，效果都更差。
+*/
+
+func J2523(pol *config.RunPolicyConfig) *strat.TradeStrat {
+	// 定义可调参数
+	maLen := pol.DefInt("maLen", 240, core.PNorm(50, 300))
+	adxThres := pol.Def("adxThres", 20, core.PNorm(15, 35))
+	slRate := pol.Def("slRate", 2.5, core.PNorm(0.8, 5.0))
+
+	// 计算预热K线数，确保所有指标都能正确计算
+	warmupNum := maLen + 20
+
+	//rates := make([]float64, 0, 10)
+	return &strat.TradeStrat{
+		WarmupNum:     warmupNum,
+		RunTimeFrames: []string{"3d"},
+		StakeRate:     20,
+		EachMaxLong:   1,
+		EachMaxShort:  1,
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+
+			// 计算技术指标
+			maBig := ta.SMA(e.Close, maLen)
+			rsi := ta.RSI(e.Close, 14)
+			// 使用DMI计算ADX，与原始策略保持一致
+			adx := ta.ADX(e.High, e.Low, e.Close, 14)
+			atr := ta.ATR(e.High, e.Low, e.Close, 14)
+
+			// 获取当前值和历史值，避免重复计算
+			curClose := e.Close.Get(0)
+			curMA := maBig.Get(0)
+			curRSI := rsi.Get(0)
+			curADX := adx.Get(0)
+			curATR := atr.Get(0)
+
+			// 检查数据有效性
+			if math.IsNaN(curClose) || math.IsNaN(curMA) || math.IsNaN(curRSI) ||
+				math.IsNaN(curADX) || math.IsNaN(curATR) {
+				return
+			}
+
+			// 检查2根K线前是否发生交叉
+			closeXBig := e.Close.Cross(maBig)
+			rsi2 := rsi.Get(2)
+			adxOk := adx.Get(2) > adxThres
+			buyConfirmation := closeXBig == 3 && (rsi2 > 40) && adxOk
+			sellConfirmation := closeXBig == -3 && (rsi2 < 60) && adxOk
+
+			// 执行交易逻辑
+			if buyConfirmation {
+				s.OpenOrder(&strat.EnterReq{
+					Tag:           "Buy",
+					TakeProfitVal: curClose * 0.02, // 2%止盈
+					StopLossVal:   slRate * curATR,
+				})
+				s.CloseOrders(&strat.ExitReq{
+					Tag:  "XShort",
+					Dirt: core.OdDirtShort,
+				})
+			}
+
+			if sellConfirmation {
+				s.OpenOrder(&strat.EnterReq{
+					Tag:           "short",
+					Short:         true,
+					TakeProfitVal: curClose * 0.02, // 2%止盈
+					StopLossVal:   slRate * curATR,
+				})
+				s.CloseOrders(&strat.ExitReq{
+					Tag:  "XLong",
+					Dirt: core.OdDirtLong,
+				})
+			}
+		},
+		//OnShutDown: func(s *strat.StratJob) {
+		//	if len(rates) == 0 {
+		//		return
+		//	}
+		//	sort.Float64s(rates)
+		//	size := len(rates) / 10
+		//	for i := 0; i < len(rates); i += size {
+		//		block := rates[i:min(len(rates), i+size)]
+		//		avg := floats.Sum(block) / float64(len(block))
+		//		fmt.Printf("rate %v: %.3f\n", i, avg)
+		//	}
+		//	rates = nil
+		//},
+	}
+}