init

llmjob/4267.go

@@ -0,0 +1,156 @@
+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 J4267(pol *config.RunPolicyConfig) *strat.TradeStrat {
+	// 定义可调超参数
+	shortMaLength := pol.DefInt("shortMaLength", 10, core.PNorm(5, 20))
+	maRate := pol.Def("maRate", 1.8, core.PNorm(1.5, 4))
+	rsiOverbought := pol.DefInt("rsiOverbought", 75, core.PNorm(60, 85))
+	rsiOversold := pol.DefInt("rsiOversold", 25, core.PNorm(15, 40))
+	bbMultiplier := pol.Def("bbMultiplier", 2.0, core.PNorm(1.5, 3.0))
+
+	// 计算长期均线周期
+	longMaLength := int(float64(shortMaLength) * maRate)
+
+	// 确定预热数量，取所有指标中最大的周期
+	warmupNum := longMaLength
+	if warmupNum < 20 {
+		warmupNum = 20
+	}
+	if warmupNum < 26 {
+		warmupNum = 26
+	}
+
+	return &strat.TradeStrat{
+		Name:          "Multi-Technical-Indicator-Synergistic-Trading-System",
+		WarmupNum:     warmupNum,
+		HedgeOff:      true, // 单向持仓模式
+		EachMaxLong:   1,    // 最多一个做多订单
+		EachMaxShort:  1,    // 最多一个做空订单
+		RunTimeFrames: []string{"4h"},
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+
+			// 计算移动平均线
+			shortMa := ta.SMA(e.Close, shortMaLength)
+			longMa := ta.SMA(e.Close, longMaLength)
+
+			// 计算RSI
+			rsi := ta.RSI(e.Close, 14)
+
+			// 计算MACD
+			macdLine, signalLine := ta.MACD(e.Close, 12, 26, 9)
+			macdHist := macdLine.Sub(signalLine)
+
+			// 计算布林带
+			bbUpper, _, bbLower := ta.BBANDS(e.Close, 20, bbMultiplier, bbMultiplier)
+
+			// 获取当前价格
+			closePrice := e.Close.Get(0)
+			if math.IsNaN(closePrice) {
+				return
+			}
+
+			// 检测主要交易信号：MA交叉
+			maCross := shortMa.Cross(longMa)
+			buySignal := maCross == 1   // 短期均线上穿长期均线
+			sellSignal := maCross == -1 // 短期均线下穿长期均线
+
+			// 检测辅助交易信号
+			rsiVal := rsi.Get(0)
+			macdHistVal := macdHist.Get(0)
+			bbLowerVal := bbLower.Get(0)
+			bbUpperVal := bbUpper.Get(0)
+
+			additionalBuySignal := !math.IsNaN(rsiVal) && !math.IsNaN(macdHistVal) && !math.IsNaN(bbLowerVal) &&
+				rsiVal < float64(rsiOversold) && macdHistVal > 0 && closePrice < bbLowerVal
+
+			additionalSellSignal := !math.IsNaN(rsiVal) && !math.IsNaN(macdHistVal) && !math.IsNaN(bbUpperVal) &&
+				rsiVal > float64(rsiOverbought) && macdHistVal < 0 && closePrice > bbUpperVal
+
+			// 执行交易策略
+			if buySignal {
+				// 平掉所有做空订单
+				if len(s.ShortOrders) > 0 {
+					s.CloseOrders(&strat.ExitReq{
+						Tag:   "MA_Sell_Close",
+						Dirt:  core.OdDirtShort,
+						Force: true,
+					})
+				}
+
+				// 开做多订单
+				if len(s.LongOrders) == 0 {
+					s.OpenOrder(&strat.EnterReq{
+						Tag: "MA_Buy",
+					})
+				}
+			} else if sellSignal {
+				// 平掉所有做多订单
+				if len(s.LongOrders) > 0 {
+					s.CloseOrders(&strat.ExitReq{
+						Tag:   "MA_Buy_Close",
+						Dirt:  core.OdDirtLong,
+						Force: true,
+					})
+				}
+
+				// 平掉所有做空订单
+				if len(s.ShortOrders) > 0 {
+					s.CloseOrders(&strat.ExitReq{
+						Tag:   "MA_Sell_Close",
+						Dirt:  core.OdDirtShort,
+						Force: true,
+					})
+				}
+
+				// 开做空订单
+				if len(s.ShortOrders) == 0 {
+					s.OpenOrder(&strat.EnterReq{
+						Tag:   "MA_Sell",
+						Short: true,
+					})
+				}
+			}
+
+			// 辅助信号处理（仅在主要信号未触发时执行）
+			if additionalBuySignal && !buySignal && len(s.LongOrders) == 0 {
+				// 平掉所有做空订单
+				if len(s.ShortOrders) > 0 {
+					s.CloseOrders(&strat.ExitReq{
+						Tag:   "Aux_Sell_Close",
+						Dirt:  core.OdDirtShort,
+						Force: true,
+					})
+				}
+
+				// 开做多订单
+				s.OpenOrder(&strat.EnterReq{
+					Tag: "Aux_Buy",
+				})
+			} else if additionalSellSignal && !sellSignal && len(s.ShortOrders) == 0 {
+				// 平掉所有做多订单
+				if len(s.LongOrders) > 0 {
+					s.CloseOrders(&strat.ExitReq{
+						Tag:   "Aux_Buy_Close",
+						Dirt:  core.OdDirtLong,
+						Force: true,
+					})
+				}
+
+				// 开做空订单
+				s.OpenOrder(&strat.EnterReq{
+					Tag:   "Aux_Sell",
+					Short: true,
+				})
+			}
+		},
+	}
+}