init

2026-08-24 20:53:21 +08:00
commit 6e78bba16a
287 changed files with 32443 additions and 0 deletions
--- a/llmjob/4583.go
+++ b/llmjob/4583.go
@@ -0,0 +1,96 @@
+package llmjob
+
+import (
+	"github.com/banbox/banbot/config"
+	"github.com/banbox/banbot/core"
+	"github.com/banbox/banbot/strat"
+	ta "github.com/banbox/banta"
+)
+
+func J4583(pol *config.RunPolicyConfig) *strat.TradeStrat {
+	// 定义策略参数
+	rsiLength := pol.DefInt("rsiLength", 5, core.PNorm(2, 14))
+	maLength := pol.DefInt("maLength", 200, core.PNorm(50, 300))
+	exitMaLength := pol.DefInt("exitMaLength", 5, core.PNorm(3, 20))
+	overboughtThreshold := pol.Def("overboughtThreshold", 80, core.PNorm(70, 95))
+	oversoldThreshold := pol.Def("oversoldThreshold", 20, core.PNorm(5, 30))
+	stopLossPercentage := pol.Def("stopLossPercentage", 3, core.PNorm(1, 10))
+
+	return &strat.TradeStrat{
+		WarmupNum:     maLength, // 预热期设置为长期均线周期
+		HedgeOff:      true,     // 单向持仓模式
+		RunTimeFrames: []string{"1h"},
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+
+			// 计算技术指标
+			rsi2 := ta.RSI(e.Close, rsiLength)
+			ma200 := ta.SMA(e.Close, maLength)
+			ma5Exit := ta.SMA(e.Close, exitMaLength)
+
+			// 获取当前指标值
+			rsiValue := rsi2.Get(0)
+			closePrice := e.Close.Get(0)
+			ma200Value := ma200.Get(0)
+			ma5ExitValue := ma5Exit.Get(0)
+
+			// 判断趋势方向
+			positiveTrend := closePrice > ma200Value
+			negativeTrend := closePrice < ma200Value
+
+			// 生成交易信号
+			buyCondition := rsiValue < oversoldThreshold && positiveTrend
+			sellCondition := rsiValue > overboughtThreshold && negativeTrend
+
+			// 生成出场信号
+			exitLongCondition := closePrice > ma5ExitValue
+			exitShortCondition := closePrice < ma5ExitValue
+
+			// 执行交易逻辑
+			if buyCondition && len(s.LongOrders) == 0 {
+				// 开多单，设置止损百分比
+				s.OpenOrder(&strat.EnterReq{
+					Tag:          "Buy",
+					Short:        false,
+					StopLossRate: stopLossPercentage / 100,
+					StopLossTag:  "stop_loss",
+				})
+			} else if sellCondition && len(s.ShortOrders) == 0 {
+				// 开空单，设置止损百分比
+				s.OpenOrder(&strat.EnterReq{
+					Tag:          "Sell",
+					Short:        true,
+					StopLossRate: stopLossPercentage / 100,
+					StopLossTag:  "stop_loss",
+				})
+			}
+
+			// 计算止损水平
+			var stopLossLevelLong, stopLossLevelShort float64
+			if len(s.LongOrders) > 0 {
+				longEntryPrice := s.LongOrders[0].InitPrice
+				stopLossLevelLong = longEntryPrice * (1 - stopLossPercentage/100)
+			}
+			if len(s.ShortOrders) > 0 {
+				shortEntryPrice := s.ShortOrders[0].InitPrice
+				stopLossLevelShort = shortEntryPrice * (1 + stopLossPercentage/100)
+			}
+
+			// 多头出场条件（包含止损触发）
+			if len(s.LongOrders) > 0 && (exitLongCondition || closePrice <= stopLossLevelLong) {
+				s.CloseOrders(&strat.ExitReq{
+					Tag:  "exit_long",
+					Dirt: core.OdDirtLong,
+				})
+			}
+
+			// 空头出场条件（包含止损触发）
+			if len(s.ShortOrders) > 0 && (exitShortCondition || closePrice >= stopLossLevelShort) {
+				s.CloseOrders(&strat.ExitReq{
+					Tag:  "exit_short",
+					Dirt: core.OdDirtShort,
+				})
+			}
+		},
+	}
+}