init

2026-08-24 20:53:21 +08:00
commit 6e78bba16a
287 changed files with 32443 additions and 0 deletions
--- a/llmjob/3683.go
+++ b/llmjob/3683.go
@@ -0,0 +1,86 @@
+package llmjob
+
+import (
+	"github.com/banbox/banbot/config"
+	"github.com/banbox/banbot/core"
+	"github.com/banbox/banbot/strat"
+	ta "github.com/banbox/banta"
+)
+
+type MacdState struct {
+	lastCrossUp   bool
+	lastCrossDown bool
+}
+
+func J3683(pol *config.RunPolicyConfig) *strat.TradeStrat {
+	fastPeriod := pol.DefInt("fastPeriod", 16, core.PNorm(5, 20))
+	emaRatio := pol.Def("emaRatio", 1.7, core.PNorm(1.5, 4))
+	signalPeriod := pol.DefInt("signalPeriod", 8, core.PNorm(5, 15))
+	profitRate := pol.Def("profitRate", 0.012, core.PNorm(0.005, 0.03))
+	lossRate := pol.Def("lossRate", 0.009, core.PNorm(0.005, 0.03))
+
+	// 计算慢速EMA周期
+	slowPeriod := int(float64(fastPeriod) * emaRatio)
+
+	// 确保预热K线数量足够计算MACD指标
+	warmupNum := fastPeriod + slowPeriod + signalPeriod
+
+	return &strat.TradeStrat{
+		WarmupNum:     warmupNum,
+		HedgeOff:      true, // 单向持仓模式
+		RunTimeFrames: []string{"8h"},
+		OnStartUp: func(s *strat.StratJob) {
+			// 初始化每个品种的状态变量
+			s.More = &MacdState{
+				lastCrossUp:   false,
+				lastCrossDown: false,
+			}
+		},
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+			state, _ := s.More.(*MacdState)
+
+			// 计算MACD指标
+			macdLine, signalLine := ta.MACD(e.Close, fastPeriod, slowPeriod, signalPeriod)
+
+			// 检测金叉和死叉
+			crossUp := macdLine.Cross(signalLine)
+			crossDown := signalLine.Cross(macdLine)
+
+			// 更新交叉状态
+			if crossUp == 1 { // 金叉
+				state.lastCrossUp = true
+				state.lastCrossDown = false
+			} else if crossDown == 1 { // 死叉
+				state.lastCrossUp = false
+				state.lastCrossDown = true
+			}
+
+			// 获取当前价格
+			currentPrice := e.Close.Get(0)
+
+			// 连续金叉且当前无多头订单，开多仓
+			if state.lastCrossUp && crossUp == 1 && len(s.LongOrders) == 0 {
+				s.OpenOrder(&strat.EnterReq{
+					Tag:           "买入开多",
+					TakeProfitVal: currentPrice * (1 + profitRate),
+					StopLossVal:   currentPrice * (1 - lossRate),
+					TakeProfitTag: "多单止盈",
+					StopLossTag:   "多单止损",
+				})
+			}
+
+			// 连续死叉且当前无空头订单，开空仓
+			if state.lastCrossDown && crossDown == 1 && len(s.ShortOrders) == 0 {
+				s.OpenOrder(&strat.EnterReq{
+					Tag:           "卖出开空",
+					Short:         true,
+					TakeProfitVal: currentPrice * (1 - profitRate),
+					StopLossVal:   currentPrice * (1 + lossRate),
+					TakeProfitTag: "空单止盈",
+					StopLossTag:   "空单止损",
+				})
+			}
+		},
+	}
+}