init

llmjob/3707.go

@@ -0,0 +1,72 @@
+// 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 J3707(pol *config.RunPolicyConfig) *strat.TradeStrat {
+	// 定义策略参数
+	rangeLength := pol.DefInt("rangeLength", 5, core.PNorm(3, 20))
+	useHeikinAshi := pol.Def("useHeikinAshi", 0.0, core.PUniform(0, 1)) // 1.0表示true，0.0表示false
+
+	return &strat.TradeStrat{
+		WarmupNum:     rangeLength + 1, // 确保有足够的历史数据计算指标
+		HedgeOff:      true,            // 单向持仓模式
+		RunTimeFrames: []string{"3d"},
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+
+			// 获取K线数据
+			var open, close *ta.Series
+			if useHeikinAshi > 0.5 {
+				// 使用Heikin Ashi蜡烛图
+				haOpen, _, _, haClose := ta.HeikinAshi(e)
+				open = haOpen
+				close = haClose
+			} else {
+				// 使用标准K线
+				open = e.Open
+				close = e.Close
+			}
+
+			// 计算成交量范围
+			highest := ta.Highest(e.Volume, rangeLength)
+			_ = ta.Lowest(e.Volume.Mul(-1), rangeLength) // 最低负成交量
+
+			// 获取当前值和前一个值
+			highestCurr := highest.Get(0)
+			highestPrev := highest.Get(1)
+			closeCurr := close.Get(0)
+			openCurr := open.Get(0)
+
+			// 检查数据有效性
+			if math.IsNaN(highestCurr) || math.IsNaN(highestPrev) || math.IsNaN(closeCurr) || math.IsNaN(openCurr) {
+				return
+			}
+
+			// 生成交易信号
+			volumeBreakout := highestCurr > highestPrev
+			isBullish := closeCurr > openCurr
+			isBearish := closeCurr < openCurr
+
+			// 执行交易
+			if volumeBreakout && isBullish {
+				// 成交量突破前高且为阳线，做多
+				s.OpenOrder(&strat.EnterReq{
+					Tag: "Long Entry",
+				})
+			} else if volumeBreakout && isBearish {
+				// 成交量突破前高且为阴线，做空
+				s.OpenOrder(&strat.EnterReq{
+					Tag:   "Short Entry",
+					Short: true,
+				})
+			}
+		},
+	}
+}