init

2026-08-24 20:53:21 +08:00
commit 6e78bba16a
287 changed files with 32443 additions and 0 deletions
--- a/llmjob/4670.go
+++ b/llmjob/4670.go
@@ -0,0 +1,71 @@
+// 修复后的完整策略代码
+// 请勿修改package包名和任意函数名
+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 J4670(pol *config.RunPolicyConfig) *strat.TradeStrat {
+	fastEMAPeriod := pol.DefInt("fastEMAPeriod", 10, core.PNorm(3, 15))
+	emaRate := pol.Def("emaRate", 2.5, core.PNorm(1.5, 5))
+	stopLossPercent := pol.Def("stopLossPercent", 2, core.PNorm(0.5, 5))
+	takeProfitPercent := pol.Def("takeProfitPercent", 4, core.PNorm(1, 10))
+
+	// 计算慢速EMA周期
+	slowEMAPeriod := int(float64(fastEMAPeriod) * emaRate)
+
+	return &strat.TradeStrat{
+		WarmupNum:     slowEMAPeriod * 2, // 预热数量设置为慢速EMA周期的2倍
+		HedgeOff:      true,              // 单向持仓模式
+		EachMaxLong:   1,                 // 最多同时持有一个多头仓位
+		EachMaxShort:  1,                 // 最多同时持有一个空头仓位
+		RunTimeFrames: []string{"8h"},
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+
+			// 计算EMA指标
+			ema5 := ta.EMA(e.Close, fastEMAPeriod)
+			ema15 := ta.EMA(e.Close, slowEMAPeriod)
+
+			// 获取当前价格
+			currentPrice := e.Close.Get(0)
+			if math.IsNaN(currentPrice) {
+				return
+			}
+
+			// 检测EMA交叉（只计算一次）
+			crossSignal := ema5.Cross(ema15)
+			longCondition := crossSignal == 1   // 5周期EMA上穿15周期EMA
+			shortCondition := crossSignal == -1 // 5周期EMA下穿15周期EMA
+
+			// 执行交易逻辑
+			if longCondition && len(s.LongOrders) == 0 {
+				// 开多单，使用入场价格计算止损止盈
+				s.OpenOrder(&strat.EnterReq{
+					Tag:           "Long",
+					StopLossVal:   currentPrice * stopLossPercent / 100,
+					TakeProfitVal: currentPrice * takeProfitPercent / 100,
+					StopLossTag:   "Stop Loss",
+					TakeProfitTag: "Take Profit",
+				})
+			}
+
+			if shortCondition && len(s.ShortOrders) == 0 {
+				// 开空单，使用入场价格计算止损止盈
+				s.OpenOrder(&strat.EnterReq{
+					Tag:           "Short",
+					Short:         true,
+					StopLossVal:   currentPrice * stopLossPercent / 100,
+					TakeProfitVal: currentPrice * takeProfitPercent / 100,
+					StopLossTag:   "Stop Loss",
+					TakeProfitTag: "Take Profit",
+				})
+			}
+		},
+	}
+}