init

2026-08-24 20:53:21 +08:00
commit 6e78bba16a
287 changed files with 32443 additions and 0 deletions
--- a/llmjob/4217.go
+++ b/llmjob/4217.go
@@ -0,0 +1,110 @@
+package llmjob
+
+import (
+	"math"
+
+	"github.com/banbox/banbot/config"
+	"github.com/banbox/banbot/core"
+	"github.com/banbox/banbot/strat"
+	ta "github.com/banbox/banta"
+)
+
+func J4217(pol *config.RunPolicyConfig) *strat.TradeStrat {
+	// 定义可调参数
+	fastLength := pol.DefInt("fastLength", 9, core.PNorm(5, 20))
+	maRate := pol.Def("maRate", 2.33, core.PNorm(1.5, 5))
+	rsiLength := pol.DefInt("rsiLength", 14, core.PNorm(7, 21))
+	rsiThreshold := pol.DefInt("rsiThreshold", 70, core.PNorm(60, 80))
+	atrStopLoss := pol.Def("atrStopLoss", 2.0, core.PNorm(1.0, 4.0))
+	atrPeriod := pol.DefInt("atrPeriod", 14, core.PNorm(7, 21))
+	// 添加MACD参数配置
+	macdFast := pol.DefInt("macdFast", 12, core.PNorm(8, 20))
+	macdSlow := pol.DefInt("macdSlow", 26, core.PNorm(20, 40))
+	macdSignal := pol.DefInt("macdSignal", 9, core.PNorm(5, 15))
+
+	// 计算慢速EMA周期
+	slowLength := int(float64(fastLength) * maRate)
+
+	// 计算RSI超买超卖水平
+	rsiOverboughtLevel := float64(rsiThreshold)
+	rsiOversoldLevel := 100 - float64(rsiThreshold)
+
+	return &strat.TradeStrat{
+		WarmupNum:    slowLength + atrPeriod, // 确保有足够的数据计算指标
+		HedgeOff:     true,                   // 单向持仓模式
+		EachMaxLong:  1,                      // 最多开1个多单
+		EachMaxShort: 1,                      // 最多开1个空单
+		TimeFrames:   "8h",
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+
+			// 计算技术指标
+			fastMA := ta.EMA(e.Close, fastLength)
+			slowMA := ta.EMA(e.Close, slowLength)
+			rsi := ta.RSI(e.Close, rsiLength)
+			// 使用配置的MACD参数
+			macdLine, signalLine := ta.MACD(e.Close, macdFast, macdSlow, macdSignal)
+			atr := ta.ATR(e.High, e.Low, e.Close, atrPeriod)
+
+			// 获取最新值
+			fastMAVal := fastMA.Get(0)
+			slowMAVal := slowMA.Get(0)
+			rsiVal := rsi.Get(0)
+			atrVal := atr.Get(0)
+
+			// 检查数据有效性
+			if math.IsNaN(fastMAVal) || math.IsNaN(slowMAVal) || math.IsNaN(rsiVal) || math.IsNaN(atrVal) {
+				return
+			}
+
+			// 判断趋势
+			bullishTrend := fastMAVal > slowMAVal
+			bearishTrend := fastMAVal < slowMAVal
+
+			// 生成交易信号
+			longCondition := bullishTrend && rsiVal < rsiOverboughtLevel && macdLine.Cross(signalLine) == 1
+			shortCondition := bearishTrend && rsiVal > rsiOversoldLevel && macdLine.Cross(signalLine) == -1
+
+			// 计算止损距离
+			stopLossDistance := atrVal * atrStopLoss
+
+			// 执行交易操作
+			if longCondition && len(s.LongOrders) == 0 {
+				// 开多单
+				s.OpenOrder(&strat.EnterReq{
+					Tag:         "Long",
+					Short:       false,
+					StopLossVal: stopLossDistance,
+					StopLossTag: "ATR Stop Loss",
+				})
+			}
+
+			if shortCondition && len(s.ShortOrders) == 0 {
+				// 开空单
+				s.OpenOrder(&strat.EnterReq{
+					Tag:         "Short",
+					Short:       true,
+					StopLossVal: stopLossDistance,
+					StopLossTag: "ATR Stop Loss",
+				})
+			}
+
+			// 平仓条件
+			if len(s.LongOrders) > 0 && (bearishTrend || rsiVal > rsiOverboughtLevel) {
+				// 平多单
+				s.CloseOrders(&strat.ExitReq{
+					Tag:  "Close Long",
+					Dirt: core.OdDirtLong,
+				})
+			}
+
+			if len(s.ShortOrders) > 0 && (bullishTrend || rsiVal < rsiOversoldLevel) {
+				// 平空单
+				s.CloseOrders(&strat.ExitReq{
+					Tag:  "Close Short",
+					Dirt: core.OdDirtShort,
+				})
+			}
+		},
+	}
+}