init

2026-08-24 20:53:21 +08:00
commit 6e78bba16a
287 changed files with 32443 additions and 0 deletions
--- a/llmjob/5763.go
+++ b/llmjob/5763.go
@@ -0,0 +1,131 @@
+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 J5763(pol *config.RunPolicyConfig) *strat.TradeStrat {
+	keh := pol.DefInt("keh", 33, core.PNorm(5, 30))
+	tenkanPeriod := pol.DefInt("tenkanPeriod", 23, core.PNorm(5, 20))
+	kijunTenkanRatio := pol.Def("kijunTenkanRatio", 3.3, core.PNorm(2.0, 4.0))
+	senkouBPeriod := pol.DefInt("senkouBPeriod", 75, core.PNorm(30, 100))
+	displacement := pol.DefInt("displacement", 28, core.PNorm(15, 40))
+
+	// 计算基准线周期
+	kijunPeriod := int(float64(tenkanPeriod) * kijunTenkanRatio)
+
+	// 计算预热期数量，考虑最长的周期和位移
+	warmupNum := senkouBPeriod + displacement
+
+	return &strat.TradeStrat{
+		WarmupNum:     warmupNum,
+		HedgeOff:      true, // 单向持仓模式
+		RunTimeFrames: []string{"8h"},
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+
+			// 计算Hull移动平均线
+			// 当前周期HMA计算
+			halfKeh := int(math.Round(float64(keh) / 2))
+			n2ma := ta.WMA(e.Close, halfKeh).Mul(2)
+			nma := ta.WMA(e.Close, keh)
+			diff := n2ma.Sub(nma)
+			sqn := int(math.Round(math.Sqrt(float64(keh))))
+			n1 := ta.WMA(diff, sqn)
+
+			// 前一周期HMA计算
+			closeBack1 := e.Close.Back(1)
+			n2ma1 := ta.WMA(closeBack1, halfKeh).Mul(2)
+			nma1 := ta.WMA(closeBack1, keh)
+			diff1 := n2ma1.Sub(nma1)
+			sqn1 := int(math.Round(math.Sqrt(float64(keh))))
+			n2 := ta.WMA(diff1, sqn1)
+
+			// 计算一目均衡图组件
+			// 转换线(Tenkan-sen)
+			tenkanSenHigh := ta.Highest(e.High, tenkanPeriod)
+			tenkanSenLow := ta.Lowest(e.Low, tenkanPeriod)
+			tenkanSen := tenkanSenHigh.Add(tenkanSenLow).Div(2)
+
+			// 基准线(Kijun-sen)
+			kijunSenHigh := ta.Highest(e.High, kijunPeriod)
+			kijunSenLow := ta.Lowest(e.Low, kijunPeriod)
+			kijunSen := kijunSenHigh.Add(kijunSenLow).Div(2)
+
+			// 先行带A(Senkou Span A)
+			senkouSpanA := tenkanSen.Add(kijunSen).Div(2)
+
+			// 先行带B(Senkou Span B)
+			senkouSpanBHigh := ta.Highest(e.High, senkouBPeriod)
+			senkouSpanBLow := ta.Lowest(e.Low, senkouBPeriod)
+			senkouSpanB := senkouSpanBHigh.Add(senkouSpanBLow).Div(2)
+
+			// 先行带高点和低点(位移后)
+			senkouSpanABack := senkouSpanA.Back(displacement - 1)
+			senkouSpanBBack := senkouSpanB.Back(displacement - 1)
+			senkouSpanH := senkouSpanABack.Max(senkouSpanBBack)
+			senkouSpanL := senkouSpanABack.Min(senkouSpanBBack)
+
+			// 滞后线(Chikou Span)
+			chikouSpan := e.Close.Back(displacement - 1)
+
+			// 获取当前值
+			n1Val := n1.Get(0)
+			n2Val := n2.Get(0)
+			closeVal := e.Close.Get(0)
+			tenkanSenVal := tenkanSen.Get(0)
+			kijunSenVal := kijunSen.Get(0)
+			senkouSpanHVal := senkouSpanH.Get(0)
+			senkouSpanLVal := senkouSpanL.Get(0)
+			chikouSpanVal := chikouSpan.Get(0)
+
+			// 多头入场条件
+			longCondition := n1Val > n2Val && closeVal > n2Val && closeVal > chikouSpanVal &&
+				closeVal > senkouSpanHVal && (tenkanSenVal >= kijunSenVal || closeVal > kijunSenVal)
+
+			// 空头入场条件
+			shortCondition := n1Val < n2Val && closeVal < n2Val && closeVal < chikouSpanVal &&
+				closeVal < senkouSpanLVal && (tenkanSenVal <= kijunSenVal || closeVal < kijunSenVal)
+
+			// 多头平仓条件
+			closeLongCondition := n1Val < n2Val && (closeVal < n2Val || tenkanSenVal < kijunSenVal ||
+				closeVal < tenkanSenVal || closeVal < kijunSenVal || closeVal < senkouSpanHVal || closeVal < chikouSpanVal)
+
+			// 空头平仓条件
+			closeShortCondition := n1Val > n2Val && (closeVal > n2Val || tenkanSenVal > kijunSenVal ||
+				closeVal > tenkanSenVal || closeVal > kijunSenVal || closeVal > senkouSpanLVal || closeVal > chikouSpanVal)
+
+			// 执行交易逻辑
+			if longCondition && len(s.LongOrders) == 0 {
+				s.OpenOrder(&strat.EnterReq{
+					Tag: "Long",
+				})
+			}
+
+			if shortCondition && len(s.ShortOrders) == 0 {
+				s.OpenOrder(&strat.EnterReq{
+					Tag:   "Short",
+					Short: true,
+				})
+			}
+
+			if closeLongCondition && len(s.LongOrders) > 0 {
+				s.CloseOrders(&strat.ExitReq{
+					Tag:  "CloseLong",
+					Dirt: core.OdDirtLong,
+				})
+			}
+
+			if closeShortCondition && len(s.ShortOrders) > 0 {
+				s.CloseOrders(&strat.ExitReq{
+					Tag:  "CloseShort",
+					Dirt: core.OdDirtShort,
+				})
+			}
+		},
+	}
+}