init

2026-08-24 20:53:21 +08:00
commit 6e78bba16a
287 changed files with 32443 additions and 0 deletions
--- a/llmjob/4994.go
+++ b/llmjob/4994.go
@@ -0,0 +1,90 @@
+package llmjob
+
+import (
+	"github.com/banbox/banbot/config"
+	"github.com/banbox/banbot/core"
+	"github.com/banbox/banbot/strat"
+	ta "github.com/banbox/banta"
+)
+
+func J4994(pol *config.RunPolicyConfig) *strat.TradeStrat {
+	// 定义可调参数
+	rsiLength := pol.DefInt("RSIlength", 14, core.PNorm(5, 50))
+	rsiTop := pol.Def("RSItop", 70.0, core.PNorm(69, 90))
+	rsiBottom := pol.Def("RSIbottom", 35.0, core.PNorm(20, 40))
+	rvolLenRatio := pol.Def("rvolLenRatio", 1.0, core.PNorm(0.5, 3.0))
+	rvolThreshold := pol.Def("RVOLthreshold", 1.5, core.PNorm(1.2, 3.0))
+
+	// 计算实际成交量周期
+	rvolLen := int(float64(rsiLength) * rvolLenRatio)
+
+	return &strat.TradeStrat{
+		Name:          "RelativeVolumeStrategy",
+		WarmupNum:     rsiLength + rvolLen + 1,
+		HedgeOff:      true, // 单向持仓模式
+		EachMaxLong:   1,    // 最多1个多头仓位
+		EachMaxShort:  1,    // 最多1个空头仓位
+		RunTimeFrames: []string{"4h"},
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+			volume := e.Volume.Get(0)
+
+			// 计算RSI指标
+			rsiVal := ta.RSI(e.Close, rsiLength)
+			currentRSI := rsiVal.Get(0)
+
+			// 计算相对成交量
+			avgVolume := ta.SMA(e.Volume, rvolLen)
+			rvolVal := volume / avgVolume.Get(0)
+
+			// 检测RSI交叉信号
+			rsiCrossTop := rsiVal.Cross(rsiTop)
+			rsiCrossBottom := rsiVal.Cross(rsiBottom)
+
+			// 多头条件：RSI上穿阈值且成交量放大
+			longCondition := rsiCrossTop == 1 && rvolVal > rvolThreshold
+			// 空头条件：RSI下穿阈值且成交量放大
+			shortCondition := rsiCrossBottom == -1 && rvolVal > rvolThreshold
+			// 平多条件：RSI回落
+			closeLong := currentRSI < 69
+			// 平空条件：RSI反弹
+			closeShort := currentRSI > 35
+
+			// 执行交易逻辑
+			hasLong := len(s.LongOrders) > 0
+			hasShort := len(s.ShortOrders) > 0
+
+			// 多头开仓
+			if longCondition && !hasLong {
+				s.OpenOrder(&strat.EnterReq{
+					Tag:   "Long",
+					Short: false,
+				})
+			}
+
+			// 多头平仓
+			if closeLong && hasLong {
+				s.CloseOrders(&strat.ExitReq{
+					Tag:  "CloseLong",
+					Dirt: core.OdDirtLong,
+				})
+			}
+
+			// 空头开仓
+			if shortCondition && !hasShort {
+				s.OpenOrder(&strat.EnterReq{
+					Tag:   "Short",
+					Short: true,
+				})
+			}
+
+			// 空头平仓
+			if closeShort && hasShort {
+				s.CloseOrders(&strat.ExitReq{
+					Tag:  "CloseShort",
+					Dirt: core.OdDirtShort,
+				})
+			}
+		},
+	}
+}