init

llmjob/3127.go

@@ -0,0 +1,55 @@
+// 修复后的完整策略代码
+// 请勿修改package包名和任意函数名
+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 J3127(pol *config.RunPolicyConfig) *strat.TradeStrat {
+	buyThreshold := pol.Def("buyThreshold", 0.025, core.PNorm(0.005, 0.05))
+	sellThreshold := pol.Def("sellThreshold", 0.025, core.PNorm(0.005, 0.05))
+	lookbackPeriod := pol.DefInt("lookbackPeriod", 16, core.PNorm(5, 20))
+
+	return &strat.TradeStrat{
+		WarmupNum:     lookbackPeriod,
+		HedgeOff:      true,
+		EachMaxLong:   1,
+		RunTimeFrames: []string{"15m"},
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+			closePrice := e.Close.Get(0)
+
+			if math.IsNaN(closePrice) {
+				return
+			}
+
+			// 修复：使用收盘价计算历史极值
+			highest := ta.Highest(e.Close, lookbackPeriod).Get(0)
+			lowest := ta.Lowest(e.Close, lookbackPeriod).Get(0)
+
+			buyTrigger := highest * (1 - buyThreshold)
+			sellTrigger := lowest * (1 + sellThreshold)
+
+			if closePrice < buyTrigger && len(s.LongOrders) == 0 {
+				s.OpenOrder(&strat.EnterReq{
+					Tag:       "Achat",
+					Short:     false,
+					OrderType: core.OrderTypeMarket,
+				})
+			}
+
+			if closePrice > sellTrigger && len(s.LongOrders) > 0 {
+				s.CloseOrders(&strat.ExitReq{
+					Tag:   "Vente",
+					Dirt:  core.OdDirtLong,
+					Force: true,
+				})
+			}
+		},
+	}
+}