init

llmjob/3956.go

@@ -0,0 +1,94 @@
+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 J3956(pol *config.RunPolicyConfig) *strat.TradeStrat {
+	fastLength := pol.DefInt("fastLength", 9, core.PNorm(5, 20))
+	slowMaRate := pol.Def("slowMaRate", 2.17, core.PNorm(1.5, 4))
+	signalLength := pol.DefInt("signalLength", 20, core.PNorm(9, 30))
+	entryLevel := pol.Def("entryLevel", 0, core.PNorm(-5, 5))
+	longExitLevel := pol.Def("longExitLevel", 11, core.PNorm(5, 20))
+	shortExitLevel := pol.Def("shortExitLevel", -9, core.PNorm(-20, -5))
+
+	// 计算慢速EMA周期
+	slowLength := int(float64(fastLength) * slowMaRate)
+
+	// 确定预热数量，取所有参数中的最大值
+	warmupNum := fastLength
+	if slowLength > warmupNum {
+		warmupNum = slowLength
+	}
+	if signalLength > warmupNum {
+		warmupNum = signalLength
+	}
+
+	return &strat.TradeStrat{
+		WarmupNum:     warmupNum,
+		HedgeOff:      true, // 单向持仓模式
+		RunTimeFrames: []string{"8h"},
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+
+			// 计算MACD指标
+			fastEma := ta.EMA(e.Close, fastLength)
+			slowEma := ta.EMA(e.Close, slowLength)
+			macd := fastEma.Sub(slowEma)
+			signal := ta.EMA(macd, signalLength)
+			hist := macd.Sub(signal)
+
+			// 获取当前值
+			histVal := hist.Get(0)
+			if math.IsNaN(histVal) {
+				return
+			}
+
+			// 检查交叉信号
+			entryCross := hist.Cross(entryLevel)
+			longEntry := entryCross == 1                  // 上穿入场水平线
+			shortEntry := entryCross == -1                // 下穿入场水平线
+			longExit := hist.Cross(longExitLevel) == 1    // 上穿多头出场水平线
+			shortExit := hist.Cross(shortExitLevel) == -1 // 下穿空头出场水平线
+
+			// 获取当前持仓状态
+			longPos := s.Position(core.OdDirtLong, "")
+			shortPos := s.Position(core.OdDirtShort, "")
+
+			// 多头入场
+			if longEntry && longPos == 0 {
+				s.OpenOrder(&strat.EnterReq{
+					Tag: "Long",
+				})
+			}
+
+			// 空头入场
+			if shortEntry && shortPos == 0 {
+				s.OpenOrder(&strat.EnterReq{
+					Tag:   "Short",
+					Short: true,
+				})
+			}
+
+			// 多头出场
+			if longPos > 0 && longExit {
+				s.CloseOrders(&strat.ExitReq{
+					Tag:  "Long Exit",
+					Dirt: core.OdDirtLong,
+				})
+			}
+
+			// 空头出场
+			if shortPos < 0 && shortExit {
+				s.CloseOrders(&strat.ExitReq{
+					Tag:  "Short Exit",
+					Dirt: core.OdDirtShort,
+				})
+			}
+		},
+	}
+}