init

2026-08-24 20:53:21 +08:00
commit 6e78bba16a
287 changed files with 32443 additions and 0 deletions
--- a/llmjob/2775.go
+++ b/llmjob/2775.go
@@ -0,0 +1,104 @@
+// 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"
+)
+
+type MacdRsiState struct {
+	above50        bool  // 标记RSI是否上穿50
+	below50        bool  // 标记RSI是否下穿50
+	longEntryTime  int64 // 记录多头入场时间
+	shortEntryTime int64 // 记录空头入场时间
+}
+
+func J2775(pol *config.RunPolicyConfig) *strat.TradeStrat {
+	fastPeriod := pol.DefInt("fastPeriod", 15, core.PNorm(5, 20))
+	macdRate := pol.Def("macdRate", 2.5, core.PNorm(1.5, 4))
+	rsiPeriod := pol.DefInt("rsiPeriod", 16, core.PNorm(7, 21))
+	exitBars := pol.DefInt("exitBars", 5, core.PNorm(1, 10))
+	signalSmoothing := pol.DefInt("signalSmoothing", 9, core.PNorm(5, 15))
+
+	// 计算MACD慢线长度
+	slowPeriod := int(float64(fastPeriod) * macdRate)
+
+	return &strat.TradeStrat{
+		WarmupNum:     slowPeriod + signalSmoothing + rsiPeriod,
+		HedgeOff:      true, // 单向持仓
+		EachMaxLong:   1,    // 最多一个多头订单
+		EachMaxShort:  1,    // 最多一个空头订单
+		RunTimeFrames: []string{"8h"},
+		OnStartUp: func(s *strat.StratJob) {
+			s.More = &MacdRsiState{
+				above50:        false,
+				below50:        false,
+				longEntryTime:  0,
+				shortEntryTime: 0,
+			}
+		},
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+			state, _ := s.More.(*MacdRsiState)
+
+			// 计算MACD指标
+			macdLine, signalLine := ta.MACD(e.Close, fastPeriod, slowPeriod, signalSmoothing)
+
+			// 计算RSI指标
+			rsi := ta.RSI(e.Close, rsiPeriod)
+
+			// 检测MACD金叉和死叉
+			bullishCross := macdLine.Cross(signalLine) == 1
+			bearishCross := macdLine.Cross(signalLine) == -1
+
+			// 更新RSI状态
+			if rsi.Get(0) > 50 && rsi.Get(1) <= 50 {
+				state.above50 = true
+			}
+			if rsi.Get(0) < 50 && rsi.Get(1) >= 50 {
+				state.below50 = true
+			}
+
+			// 执行交易信号
+			if bullishCross && state.above50 && len(s.LongOrders) == 0 {
+				s.OpenOrder(&strat.EnterReq{
+					Tag: "Buy",
+				})
+				state.longEntryTime = e.TimeStop
+			}
+
+			if bearishCross && state.below50 && len(s.ShortOrders) == 0 {
+				s.OpenOrder(&strat.EnterReq{
+					Tag:   "Sell",
+					Short: true,
+				})
+				state.shortEntryTime = e.TimeStop
+			}
+
+			// 检查退出条件
+			if len(s.LongOrders) > 0 && state.longEntryTime > 0 {
+				holdBars := e.BarCount(state.longEntryTime)
+				if holdBars >= float64(exitBars) {
+					s.CloseOrders(&strat.ExitReq{
+						Tag:  "Exit Long",
+						Dirt: core.OdDirtLong,
+					})
+					state.longEntryTime = 0
+				}
+			}
+
+			if len(s.ShortOrders) > 0 && state.shortEntryTime > 0 {
+				holdBars := e.BarCount(state.shortEntryTime)
+				if holdBars >= float64(exitBars) {
+					s.CloseOrders(&strat.ExitReq{
+						Tag:  "Exit Short",
+						Dirt: core.OdDirtShort,
+					})
+					state.shortEntryTime = 0
+				}
+			}
+		},
+	}
+}