init

llmjob/570.go

@@ -0,0 +1,104 @@
+package llmjob
+
+import (
+	"math"
+
+	"github.com/banbox/banbot/config"
+	"github.com/banbox/banbot/core"
+	"github.com/banbox/banbot/strat"
+	ta "github.com/banbox/banta"
+)
+
+func J570(pol *config.RunPolicyConfig) *strat.TradeStrat {
+	// 定义可调参数
+	fastLength := pol.DefInt("fastLength", 20, core.PNorm(5, 20))
+	macdRate := pol.Def("macdRate", 3, core.PNorm(1.5, 3.5))
+	MACDLength := pol.DefInt("MACDLength", 12, core.PNorm(5, 15))
+	macdThreshold := pol.Def("macdThreshold", -0.25, core.PNorm(-0.8, -0.1))
+	takeProfitValue := pol.Def("takeProfitValue", 12, core.PNorm(2, 15))
+
+	// 计算慢速EMA周期
+	slowLength := int(float64(fastLength) * macdRate)
+
+	// 确定预热数量，需要足够的K线来计算MACD和检测谷底
+	warmupNum := slowLength + MACDLength + 3
+
+	return &strat.TradeStrat{
+		WarmupNum:  warmupNum,
+		HedgeOff:   true, // 单向持仓模式
+		TimeFrames: "8h",
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+
+			// 计算MACD指标
+			fastEMA := ta.EMA(e.Close, fastLength)
+			slowEMA := ta.EMA(e.Close, slowLength)
+			macd := fastEMA.Sub(slowEMA)
+			aMACD := ta.EMA(macd, MACDLength)
+			delta := macd.Sub(aMACD)
+
+			// 获取当前、前一个和前两个时间点的delta值
+			delta0 := delta.Get(0)
+			delta1 := delta.Get(1)
+			delta2 := delta.Get(2)
+
+			// 获取当前MACD值和收盘价
+			macdValue := macd.Get(0)
+			closePrice := e.Close.Get(0)
+
+			// 检查数据有效性
+			if math.IsNaN(delta0) || math.IsNaN(delta1) || math.IsNaN(delta2) ||
+				math.IsNaN(macdValue) || math.IsNaN(closePrice) {
+				return
+			}
+
+			// 检测MACD谷底
+			isValley := delta0 > delta1 && delta1 < delta2
+
+			// 谷底买入信号
+			if isValley && macdValue <= macdThreshold && delta0 < 0 {
+				// 设置止盈价格
+
+				// 生成买入订单
+				s.OpenOrder(&strat.EnterReq{
+					Tag:           "valley_buy",
+					TakeProfitVal: takeProfitValue,
+				})
+			}
+
+			// 检测delta与0的交叉
+			crossResult := delta.Cross(0)
+
+			// delta上穿0，买入信号
+			if crossResult == 1 {
+				// 获取当前最高价和最低价
+				highPrice := e.High.Get(0)
+				lowPrice := e.Low.Get(0)
+
+				if !math.IsNaN(highPrice) && !math.IsNaN(lowPrice) {
+					// 生成买入订单，使用固定止盈值0.3
+					s.OpenOrder(&strat.EnterReq{
+						Tag:           "MacdLE",
+						TakeProfitVal: 0.3,
+					})
+				}
+			}
+
+			// delta下穿0，卖出信号
+			if crossResult == -1 {
+				// 获取当前最高价和最低价
+				highPrice := e.High.Get(0)
+				lowPrice := e.Low.Get(0)
+
+				if !math.IsNaN(highPrice) && !math.IsNaN(lowPrice) {
+					// 生成卖出订单，使用固定止盈值0.3
+					s.OpenOrder(&strat.EnterReq{
+						Tag:           "MacdSE",
+						Short:         true,
+						TakeProfitVal: 0.3,
+					})
+				}
+			}
+		},
+	}
+}