init

llmjob/7801.go

@@ -0,0 +1,72 @@
+package llmjob
+
+import (
+	"github.com/banbox/banbot/config"
+	"github.com/banbox/banbot/core"
+	"github.com/banbox/banbot/strat"
+)
+
+// ConsecutiveState 存储每个品种的连续计数状态
+type ConsecutiveState struct {
+	ups float64 // 连续上涨K线数
+	dns float64 // 连续下跌K线数
+}
+
+func J7801(pol *config.RunPolicyConfig) *strat.TradeStrat {
+	// 定义超参数
+	consecutiveBarsUp := pol.DefInt("consecutiveBarsUp", 3, core.PNorm(2, 12))
+	consecutiveBarsDown := pol.DefInt("consecutiveBarsDown", 4, core.PNorm(2, 12))
+
+	return &strat.TradeStrat{
+		Name:         "Consecutive Up/Down Strategy",
+		WarmupNum:    5,    // 需要至少5根K线来确保前值有效
+		HedgeOff:     true, // 单向持仓模式
+		EachMaxLong:  1,    // 最大持仓1个多单
+		EachMaxShort: 1,    // 最大持仓1个空单
+		TimeFrames:   "8h",
+		OnStartUp: func(s *strat.StratJob) {
+			// 初始化每个品种的状态
+			s.More = &ConsecutiveState{
+				ups: 0,
+				dns: 0,
+			}
+		},
+
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+			state, _ := s.More.(*ConsecutiveState)
+
+			// 获取当前和前一根K线的收盘价
+			currentPrice := e.Close.Get(0)
+			prevPrice := e.Close.Get(1)
+
+			// 更新连续上涨计数器
+			if currentPrice > prevPrice {
+				state.ups = state.ups + 1
+				state.dns = 0 // 重置连续下跌计数
+			} else if currentPrice < prevPrice {
+				state.dns = state.dns + 1
+				state.ups = 0 // 重置连续上涨计数
+			} else {
+				// 价格持平，重置两个计数器
+				state.ups = 0
+				state.dns = 0
+			}
+
+			// 检查买入条件：连续上涨达到阈值且没有多单
+			if state.ups >= float64(consecutiveBarsUp) && len(s.LongOrders) == 0 {
+				s.OpenOrder(&strat.EnterReq{
+					Tag: "ConsUpLE",
+				})
+			}
+
+			// 检查卖出条件：连续下跌达到阈值且没有空单
+			if state.dns >= float64(consecutiveBarsDown) && len(s.ShortOrders) == 0 {
+				s.OpenOrder(&strat.EnterReq{
+					Tag:   "ConsDnSE",
+					Short: true,
+				})
+			}
+		},
+	}
+}