init

llmjob/4034.go

@@ -0,0 +1,128 @@
+// 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"
+)
+
+// 定义一个结构体来存储策略需要的变量
+type StrategyData struct {
+	atrValue float64
+}
+
+func J4034(pol *config.RunPolicyConfig) *strat.TradeStrat {
+	// 定义可调参数
+	fastLength := pol.DefInt("fastLength", 12, core.PNorm(5, 20))
+	emaRate := pol.Def("emaRate", 2.33, core.PNorm(1.5, 5.0))
+	rsiLength := pol.DefInt("rsiLength", 14, core.PNorm(7, 30))
+	rsiOverbought := pol.DefInt("rsiOverbought", 70, core.PNorm(60, 85))
+	rsiOversold := pol.DefInt("rsiOversold", 30, core.PNorm(15, 40))
+	volLength := pol.DefInt("volLength", 20, core.PNorm(10, 40))
+	atrLength := pol.DefInt("atrLength", 14, core.PNorm(7, 30))
+	atrMultiplierSL := pol.Def("atrMultiplierSL", 1.8, core.PNorm(1.0, 3.0))
+	atrMultiplierTP := pol.Def("atrMultiplierTP", 2.5, core.PNorm(1.5, 5.0))
+
+	// 计算慢速EMA周期
+	slowLength := int(float64(fastLength) * emaRate)
+
+	// 确定预热数量，取所有指标中最大的周期
+	warmupNum := fastLength
+	if slowLength > warmupNum {
+		warmupNum = slowLength
+	}
+	if rsiLength > warmupNum {
+		warmupNum = rsiLength
+	}
+	if volLength > warmupNum {
+		warmupNum = volLength
+	}
+	if atrLength > warmupNum {
+		warmupNum = atrLength
+	}
+	// 额外增加1个K线用于突破确认
+	warmupNum += 1
+
+	return &strat.TradeStrat{
+		WarmupNum:     warmupNum,
+		EachMaxLong:   1,    // 最多同时持有一个多头订单
+		EachMaxShort:  1,    // 最多同时持有一个空头订单
+		HedgeOff:      true, // 单向持仓模式
+		RunTimeFrames: []string{"8h"},
+		OnStartUp: func(s *strat.StratJob) {
+			// 初始化策略数据
+			s.More = &StrategyData{atrValue: 0}
+		},
+
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+
+			// 计算技术指标
+			fastEMA := ta.EMA(e.Close, fastLength)
+			slowEMA := ta.EMA(e.Close, slowLength)
+			rsiValue := ta.RSI(e.Close, rsiLength)
+			volMA := ta.SMA(e.Volume, volLength)
+			atr := ta.ATR(e.High, e.Low, e.Close, atrLength)
+
+			// 获取当前值
+			closePrice := e.Close.Get(0)
+			highPrev := e.High.Get(1)
+			lowPrev := e.Low.Get(1)
+			volume := e.Volume.Get(0)
+			volMAValue := volMA.Get(0)
+			rsi := rsiValue.Get(0)
+			atrValue := atr.Get(0)
+			maCross := fastEMA.Cross(slowEMA)
+
+			// 检查数据有效性
+			if math.IsNaN(closePrice) || math.IsNaN(highPrev) || math.IsNaN(lowPrev) ||
+				math.IsNaN(volume) || math.IsNaN(volMAValue) || math.IsNaN(rsi) || math.IsNaN(atrValue) {
+				return
+			}
+
+			// 存储ATR值以便在跟踪止损中使用
+			data, _ := s.More.(*StrategyData)
+			data.atrValue = atrValue
+
+			// K线突破条件
+			longCandleBreak := closePrice > highPrev
+			shortCandleBreak := closePrice < lowPrev
+
+			// 入场条件
+			longCondition := maCross == 1 && rsi < float64(rsiOverbought) && volume > volMAValue && longCandleBreak
+			shortCondition := maCross == -1 && rsi > float64(rsiOversold) && volume > volMAValue && shortCandleBreak
+
+			// 执行交易
+			if longCondition && len(s.LongOrders) == 0 {
+				// 计算具体止损止盈价格
+				longStop := closePrice - atrMultiplierSL*atrValue
+				longTP := closePrice + atrMultiplierTP*atrValue
+
+				s.OpenOrder(&strat.EnterReq{
+					Tag:        "Long",
+					Short:      false,
+					OrderType:  core.OrderTypeMarket,
+					StopLoss:   longStop,
+					TakeProfit: longTP,
+				})
+			}
+
+			if shortCondition && len(s.ShortOrders) == 0 {
+				// 计算具体止损止盈价格
+				shortStop := closePrice + atrMultiplierSL*atrValue
+				shortTP := closePrice - atrMultiplierTP*atrValue
+
+				s.OpenOrder(&strat.EnterReq{
+					Tag:        "Short",
+					Short:      true,
+					OrderType:  core.OrderTypeMarket,
+					StopLoss:   shortStop,
+					TakeProfit: shortTP,
+				})
+			}
+		},
+	}
+}