init

llmjob/6969.go

@@ -0,0 +1,89 @@
+package llmjob
+
+import (
+	"github.com/banbox/banbot/config"
+	"github.com/banbox/banbot/core"
+	"github.com/banbox/banbot/strat"
+	ta "github.com/banbox/banta"
+)
+
+func J6969(pol *config.RunPolicyConfig) *strat.TradeStrat {
+	// 定义可调超参数
+	moveLimit := pol.Def("moveLimit", 69, core.PNorm(50, 90))    // 大幅移动阈值百分比
+	maLength := pol.DefInt("maLength", 150, core.PNorm(50, 300)) // 均线过滤周期
+
+	return &strat.TradeStrat{
+		WarmupNum:  maLength + 3, // 预热数量：均线周期 + 3根K线用于形态判断
+		HedgeOff:   true,         // 修改为单向持仓模式，与原始Pine Script行为一致
+		TimeFrames: "3d",
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+
+			// 计算均线指标
+			ma := ta.SMA(e.Close, maLength)
+
+			// 判断K线形态
+			// downBar: 当前K线是否为阴线
+			downBar := e.Open.Get(0) > e.Close.Get(0)
+			downBar1 := e.Open.Get(1) > e.Close.Get(1)
+			downBar2 := e.Open.Get(2) > e.Close.Get(2)
+
+			// isThreeDown: 连续三根阴线
+			isThreeDown := downBar && downBar1 && downBar2
+			// isThreeUp: 连续三根阳线
+			isThreeUp := !downBar && !downBar1 && !downBar2
+
+			// 计算大幅移动指标
+			// isBigMoveDown: 当前K线实体占整个波段的百分比超过阈值
+			highLowRange0 := e.High.Get(0) - e.Low.Get(0)
+			isBigMoveDown := ((e.Open.Get(0) - e.Close.Get(0)) / (0.001 + highLowRange0)) > moveLimit/100.0
+
+			// 复用 highLowRange0 变量，避免重复计算
+			isBigMoveUp := ((e.Close.Get(0) - e.Open.Get(0)) / (0.001 + highLowRange0)) > moveLimit/100.0
+
+			// 生成交易信号
+			// isLongBuy: 连续三阴且最后一根是大跌
+			isLongBuy := isThreeDown && isBigMoveDown
+			// isLongExit: 收盘价突破前一根K线的最高价
+			isLongExit := e.Close.Get(0) > e.High.Get(1)
+
+			// isShortBuy: 连续三阳且最后一根是大涨
+			isShortBuy := isThreeUp && isBigMoveUp
+			// isShortExit: 收盘价跌破前一根K线的最低价
+			isShortExit := e.Close.Get(0) < e.Low.Get(1)
+
+			// 执行交易逻辑
+			// 多头入场
+			if isLongBuy {
+				s.OpenOrder(&strat.EnterReq{
+					Tag:   "Entry Long",
+					Short: false,
+				})
+			}
+
+			// 多头出场
+			if isLongExit {
+				s.CloseOrders(&strat.ExitReq{
+					Tag:  "Entry Long",
+					Dirt: core.OdDirtLong,
+				})
+			}
+
+			// 空头入场（需要满足价格低于均线的过滤条件）
+			if isShortBuy && e.Close.Get(0) < ma.Get(0) {
+				s.OpenOrder(&strat.EnterReq{
+					Tag:   "Entry Short",
+					Short: true,
+				})
+			}
+
+			// 空头出场
+			if isShortExit {
+				s.CloseOrders(&strat.ExitReq{
+					Tag:  "Entry Short",
+					Dirt: core.OdDirtShort,
+				})
+			}
+		},
+	}
+}