init

llmjob/2874.go

@@ -0,0 +1,94 @@
+// 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 J2874(pol *config.RunPolicyConfig) *strat.TradeStrat {
+	// 定义可调参数
+	rsiPeriod := pol.DefInt("rsiPeriod", 70, core.PNorm(20, 100))
+	longExitThreshold := pol.Def("longExitThreshold", 0.65, core.PNorm(0.55, 0.8))
+	shortExitThreshold := pol.Def("shortExitThreshold", 0.35, core.PNorm(0.2, 0.45))
+	allowLong := pol.Def("allowLong", 1.0, core.PUniform(0, 1)) > 0.5
+	allowShort := pol.Def("allowShort", 1.0, core.PUniform(0, 1)) > 0.5
+
+	return &strat.TradeStrat{
+		WarmupNum:     rsiPeriod, // 预热期至少为RSI周期
+		HedgeOff:      true,      // 单向持仓模式，与原PineScript策略一致
+		RunTimeFrames: []string{"4h"},
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+
+			// 计算各种价格组合
+			ohlc4 := ta.HLC3(e.High, e.Low, e.Close).Add(e.Open).Div(4)
+			hlc3 := ta.HLC3(e.High, e.Low, e.Close)
+			hl2 := ta.HL2(e.High, e.Low)
+
+			// 计算各种RSI值并归一化(除以100)
+			rsiOhlc4 := ta.RSI(ohlc4, rsiPeriod).Div(100)
+			rsiClose := ta.RSI(e.Close, rsiPeriod).Div(100)
+			rsiOpen := ta.RSI(e.Open, rsiPeriod).Div(100)
+			rsiHigh := ta.RSI(e.High, rsiPeriod).Div(100)
+			rsiHlc3 := ta.RSI(hlc3, rsiPeriod).Div(100)
+			rsiHl2 := ta.RSI(hl2, rsiPeriod).Div(100)
+
+			// 计算RSI均值
+			rsiAvg := rsiOhlc4.Add(rsiClose).Add(rsiOpen).Add(rsiHigh).Add(rsiHlc3).Add(rsiHl2).Div(6)
+			rsiAvgVal := rsiAvg.Get(0)
+
+			// 检查数据有效性
+			if math.IsNaN(rsiAvgVal) {
+				return
+			}
+
+			// 检测RSI均值与0.5的交叉
+			entryThreshold := 0.5
+			crossSignal := rsiAvg.Cross(entryThreshold)
+
+			// 生成交易信号
+			longSignal := crossSignal == 1   // RSI均值上穿0.5
+			shortSignal := crossSignal == -1 // RSI均值下穿0.5
+
+			// 生成平仓信号
+			longExit := rsiAvgVal >= longExitThreshold || shortSignal
+			shortExit := rsiAvgVal <= shortExitThreshold || longSignal
+
+			// 执行交易逻辑
+			if allowLong && longSignal && len(s.LongOrders) == 0 {
+				// 开多头仓位
+				s.OpenOrder(&strat.EnterReq{
+					Tag: "long",
+				})
+			}
+
+			if allowShort && shortSignal && len(s.ShortOrders) == 0 {
+				// 开空头仓位
+				s.OpenOrder(&strat.EnterReq{
+					Tag:   "short",
+					Short: true,
+				})
+			}
+
+			if allowLong && len(s.LongOrders) > 0 && longExit {
+				// 平多头仓位
+				s.CloseOrders(&strat.ExitReq{
+					Tag:  "long_exit",
+					Dirt: core.OdDirtLong,
+				})
+			}
+
+			if allowShort && len(s.ShortOrders) > 0 && shortExit {
+				// 平空头仓位
+				s.CloseOrders(&strat.ExitReq{
+					Tag:  "short_exit",
+					Dirt: core.OdDirtShort,
+				})
+			}
+		},
+	}
+}