init

2026-08-24 20:53:21 +08:00
commit 6e78bba16a
287 changed files with 32443 additions and 0 deletions
--- a/llmjob/5115.go
+++ b/llmjob/5115.go
@@ -0,0 +1,88 @@
+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 J5115(pol *config.RunPolicyConfig) *strat.TradeStrat {
+	// 定义可调超参数
+	fastPeriod := pol.DefInt("fastPeriod", 11, core.PNorm(3, 15))
+	maRate := pol.Def("maRate", 4.4, core.PNorm(2.0, 8.0))
+	atrPeriod := pol.DefInt("atrPeriod", 14, core.PNorm(7, 30))
+	slMultiplier := pol.Def("slMultiplier", 1.3, core.PNorm(1.0, 5.0))
+
+	// 计算长期均线周期
+	longPeriod := int(float64(fastPeriod) * maRate)
+
+	// 确保预热足够长以覆盖所有指标
+	warmup := longPeriod + atrPeriod + 50
+
+	return &strat.TradeStrat{
+		Name:          "Moving-Average-Convergence-Momentum-Cloud-Strategy",
+		WarmupNum:     warmup,
+		HedgeOff:      true, // 单向持仓
+		DrawDownExit:  false,
+		RunTimeFrames: []string{"8h"},
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+			close := e.Close
+
+			// 计算SMA
+			maShort := ta.SMA(close, fastPeriod)
+			maLong := ta.SMA(close, longPeriod)
+			cross := maShort.Cross(maLong)
+
+			// 计算ATR用于止损
+			atr := ta.ATR(e.High, e.Low, close, atrPeriod)
+			atrVal := atr.Get(0)
+
+			// RSI仅用于展示，不参与信号过滤
+			_ = ta.RSI(close, 14) // 保留调用但不用于条件判断
+
+			currentPrice := close.Get(0)
+			if math.IsNaN(currentPrice) || math.IsNaN(atrVal) {
+				return
+			}
+
+			// 买入信号：SMA上穿（无RSI过滤）
+			if cross == 1 {
+				s.OpenOrder(&strat.EnterReq{
+					Tag:         "Buy",
+					StopLossVal: atrVal * slMultiplier,
+					StopLossTag: "atr_sl",
+				})
+				s.CloseOrders(&strat.ExitReq{
+					Tag:  "ExitShort",
+					Dirt: core.OdDirtShort,
+				})
+			}
+
+			// 卖出信号：SMA下穿
+			if cross == -1 {
+				s.OpenOrder(&strat.EnterReq{
+					Tag:         "sell",
+					Short:       true,
+					StopLossVal: atrVal * slMultiplier,
+					StopLossTag: "atr_sl",
+				})
+				s.CloseOrders(&strat.ExitReq{
+					Tag:  "exitLong",
+					Dirt: core.OdDirtLong,
+				})
+			}
+
+			// 可选：计算并保留其他指标用于分析或未来扩展
+			// bbU, bbM, bbL := ta.BBANDS(close, 20, 2, 2)
+			// tenkan := ta.SMA(ta.HL2(e.High, e.Low), 9)
+			// kijun := ta.SMA(ta.HL2(e.High, e.Low), 26)
+			// senkouA := ta.SMA(ta.Add(tenkan, kijun).Div(2), 26)
+			// senkouB := ta.SMA(ta.HL2(e.High, e.Low), 52)
+			// momentum := close.Sub(close.Back(1))
+			// roc := close.Sub(close.Back(12)).Div(close.Back(12)).Mul(100)
+		},
+	}
+}