init

llmjob/4316.go

@@ -0,0 +1,115 @@
+// 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/orm/ormo"
+	"github.com/banbox/banbot/strat"
+	ta "github.com/banbox/banta"
+	"math"
+)
+
+func J4316(pol *config.RunPolicyConfig) *strat.TradeStrat {
+	// 定义可调超参数
+	ema1Length := pol.DefInt("ema1_length", 19, core.PNorm(5, 50))
+	ema2Length := pol.DefInt("ema2_length", 50, core.PNorm(20, 100))
+	rsiOverbought := pol.DefInt("rsi_overbought", 70, core.PNorm(60, 80))
+	rsiOversold := pol.DefInt("rsi_oversold", 30, core.PNorm(20, 40))
+	macdFast := pol.DefInt("macd_fast", 12, core.PNorm(8, 16))
+	macdSlow := pol.DefInt("macd_slow", 26, core.PNorm(20, 32))
+	macdSignal := pol.DefInt("macd_signal", 9, core.PNorm(6, 12))
+	atrLength := pol.DefInt("atr_length", 14, core.PNorm(7, 21))
+	atrMult := pol.Def("atr_mult", 1.85, core.PNorm(1.5, 5))
+	useVolume := pol.Def("use_volume", 1.0, core.PNorm(0.0, 1.0)) > 0.5 // 修复：使用Def代替DefBool
+	volumeMult := pol.Def("volume_mult", 2.0, core.PNorm(1.0, 4.0))
+	capitalRisk := pol.Def("capital_risk", 2.0, core.PNorm(0.5, 5.0)) / 100
+
+	return &strat.TradeStrat{
+		WarmupNum:     ema2Length + 20, // 确保所有指标都有足够数据
+		HedgeOff:      true,            // 单向持仓模式
+		EachMaxLong:   1,               // 最多一个多头订单
+		EachMaxShort:  1,               // 最多一个空头订单
+		DrawDownExit:  true,            // 启用回撤止盈
+		RunTimeFrames: []string{"15m"},
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+
+			// 计算技术指标
+			ema1 := ta.EMA(e.Close, ema1Length)
+			ema2 := ta.EMA(e.Close, ema2Length)
+			rsi := ta.RSI(e.Close, 14)
+
+			// 计算MACD
+			macdLine := ta.EMA(e.Close, macdFast).Sub(ta.EMA(e.Close, macdSlow))
+			macdSignalLine := ta.EMA(macdLine, macdSignal)
+			macdHist := macdLine.Sub(macdSignalLine)
+
+			// 计算ATR
+			atr := ta.ATR(e.High, e.Low, e.Close, atrLength)
+
+			// 计算成交量过滤条件
+			volumeMA := ta.SMA(e.Volume, 20)
+			volumeFilter := e.Volume.Get(0) > volumeMA.Get(0)*volumeMult
+
+			// 检查数据有效性
+			if math.IsNaN(ema1.Get(0)) || math.IsNaN(ema2.Get(0)) ||
+				math.IsNaN(rsi.Get(0)) || math.IsNaN(macdHist.Get(0)) ||
+				math.IsNaN(atr.Get(0)) {
+				return
+			}
+
+			// 信号过滤 - 优化重复计算
+			crossResult := ema1.Cross(ema2)
+			emaCrossUp := crossResult == 1                        // 快速EMA上穿慢速EMA
+			emaCrossDown := crossResult == -1                     // 快速EMA下穿慢速EMA
+			rsiFilterLong := rsi.Get(0) > float64(rsiOversold)    // RSI高于超卖水平
+			rsiFilterShort := rsi.Get(0) < float64(rsiOverbought) // RSI低于超买水平
+			macdFilterLong := macdHist.Get(0) > 0                 // MACD柱状图为正
+			macdFilterShort := macdHist.Get(0) < 0                // MACD柱状图为负
+			volumeOk := !useVolume || volumeFilter                // 成交量条件满足
+
+			// 生成交易信号
+			longEntry := emaCrossUp && rsiFilterLong && macdFilterLong && volumeOk
+			shortEntry := emaCrossDown && rsiFilterShort && macdFilterShort && volumeOk
+
+			// 风险管理计算
+			atrValue := atr.Get(0) // 修复：删除未使用的closePrice变量
+
+			// 计算交易规模 - 修复基于ATR的交易规模计算
+			riskAmount := s.Strat.GetStakeAmount(s) * capitalRisk
+			tradeSize := riskAmount / math.Max(atrValue*atrMult, 1.0)
+
+			// 计算追踪止损价格
+
+			// 执行交易
+			if longEntry && len(s.LongOrders) == 0 {
+				s.OpenOrder(&strat.EnterReq{
+					Tag:    "Long",
+					Amount: tradeSize,
+					// 修复：移除不存在的TrailOffset字段
+				})
+			}
+
+			if shortEntry && len(s.ShortOrders) == 0 {
+				s.OpenOrder(&strat.EnterReq{
+					Tag:    "Short",
+					Short:  true,
+					Amount: tradeSize,
+					// 修复：移除不存在的TrailOffset字段
+				})
+			}
+		},
+
+		// 实现回撤止盈逻辑
+		GetDrawDownExitRate: func(s *strat.StratJob, od *ormo.InOutOrder, maxChg float64) float64 {
+			// 根据最大盈利回撤比例决定止盈
+			if maxChg > 0.1 { // 盈利超过10%
+				return 0.5 // 回撤50%止盈
+			} else if maxChg > 0.05 { // 盈利超过5%
+				return 0.7 // 回撤70%止盈
+			}
+			return 0 // 不设置回撤止盈
+		},
+	}
+}