init

llmjob/7593.go

@@ -0,0 +1,74 @@
+package llmjob
+
+import (
+	"math"
+
+	"github.com/banbox/banbot/config"
+	"github.com/banbox/banbot/core"
+	"github.com/banbox/banbot/orm/ormo"
+	"github.com/banbox/banbot/strat"
+	ta "github.com/banbox/banta"
+)
+
+func J7593(pol *config.RunPolicyConfig) *strat.TradeStrat {
+	// 定义可调参数
+	lengthRSI := pol.DefInt("lengthRSI", 20, core.PNorm(5, 30))
+	rsiEntryThs := pol.DefInt("rsiEntryThs", 72, core.PNorm(60, 85))
+	rsiExitThs := pol.DefInt("rsiExitThs", 50, core.PNorm(45, 65))
+	takeProfitRate := pol.Def("takeProfitRate", 6.0, core.PNorm(1, 15))
+
+	return &strat.TradeStrat{
+		Name:        "TrendFollowingRSI",
+		WarmupNum:   lengthRSI + 10, // 预热足够的K线用于RSI计算
+		HedgeOff:    true,           // 单向持仓模式
+		EachMaxLong: 1,              // 最多持有一个多单
+		TimeFrames:  "8h",
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+
+			// 计算RSI指标
+			rsi := ta.RSI(e.Close, lengthRSI)
+			currentRSI := rsi.Get(0)
+
+			// 检查是否有有效的RSI值
+			if math.IsNaN(currentRSI) {
+				return
+			}
+
+			// 入场条件：RSI > 70
+			if currentRSI > float64(rsiEntryThs) && len(s.LongOrders) == 0 {
+				s.OpenOrder(&strat.EnterReq{
+					Tag:   "long",
+					Short: false,
+				})
+			}
+
+			// 出场条件：RSI < 55
+			if currentRSI < float64(rsiExitThs) && s.Position(core.OdDirtLong, "") > 0 {
+				s.CloseOrders(&strat.ExitReq{
+					Tag:  "rsi_exit",
+					Dirt: core.OdDirtLong,
+				})
+			}
+		},
+
+		OnCheckExit: func(s *strat.StratJob, od *ormo.InOutOrder) *strat.ExitReq {
+			// 仅对开仓状态的多头订单检查止盈
+			if !od.Short || od.Status != ormo.InOutStatusFullEnter {
+				return nil
+			}
+
+			// 基于持仓成本计算止盈目标价
+			longTakeProfit := od.InitPrice * (1 + takeProfitRate/100)
+
+			// 检查是否达到止盈条件
+			if s.Env.Close.Get(0) > longTakeProfit {
+				return &strat.ExitReq{
+					Tag:  "tp_exit",
+					Dirt: core.OdDirtLong,
+				}
+			}
+			return nil
+		},
+	}
+}