init

2026-08-24 20:53:21 +08:00
commit 6e78bba16a
287 changed files with 32443 additions and 0 deletions
--- a/old/xem4o.go
+++ b/old/xem4o.go
@@ -0,0 +1,89 @@
+package old
+
+import (
+	"github.com/banbox/banbot/config"
+	"github.com/banbox/banbot/exg"
+	"github.com/banbox/banbot/orm/ormo"
+	"github.com/banbox/banbot/strat"
+	ta "github.com/banbox/banta"
+	"math"
+	"strconv"
+)
+
+/*
+这是针对XEM/USDT:USDT的策略，其最小价格变动0.6%，挂单等待成交盈利很稳定。
+但实盘时实际成交量很小，挂单十几分钟才吃进去。
+*/
+
+func xem40(p *config.RunPolicyConfig) *strat.TradeStrat {
+	lenAtr := 14
+	return &strat.TradeStrat{
+		WarmupNum:    300,
+		MinTfScore:   0.3,
+		EachMaxLong:  1,
+		EachMaxShort: 1,
+		OnStartUp: func(s *strat.StratJob) {
+			pip, err := exg.Default.PriceOnePip(s.Symbol.Symbol)
+			if err != nil {
+				panic(err)
+			}
+			s.More = pip
+		},
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+			c := e.Close.Get(0)
+			pip := s.More.(float64)
+			if pip/c < 0.002 {
+				// 仅针对XEM，最小价格变动是0.6%
+				return
+			}
+			volMa := ta.SMA(e.Volume, 14).Get(0)
+			maSml := ta.SMA(e.Close, 50).Get(0)
+			maBig := ta.SMA(e.Close, 300).Get(0)
+			rsi := ta.RSI50(e.Close, 50).Get(0)
+			atr := ta.ATR(e.High, e.Low, e.Close, lenAtr).Get(0)
+
+			if s.OrderNum > 0 {
+				var od *ormo.InOutOrder
+				if len(s.LongOrders) > 0 {
+					od = s.LongOrders[0]
+				} else {
+					od = s.ShortOrders[0]
+				}
+				if od.Status == ormo.InOutStatusPartEnter && (e.TimeStop-od.RealEnterMS())/e.TFMSecs > 3 {
+					s.CloseOrders(&strat.ExitReq{Tag: "cancel", UnFillOnly: true})
+				}
+				return
+			}
+			sub1, sub2 := c-maSml, maSml-maBig
+			dirt := 0
+			if sub1*sub2 <= 0 && math.Abs(sub2) < atr {
+				// 震荡行情
+				if rsi > 3 {
+					dirt = -1
+				} else if rsi < -3 {
+					dirt = 1
+				}
+			}
+			if dirt == 0 && math.Abs(sub2) < pip {
+				// 波动很小，直接开单
+				dirt = 1
+				if c > maSml {
+					dirt = -1
+				}
+			}
+			if dirt != 0 {
+				amt := min(volMa*0.1, config.StakeAmount/c)
+				s.OpenOrder(&strat.EnterReq{
+					Tag:           strconv.Itoa(dirt),
+					Short:         dirt < 0,
+					Limit:         c,
+					Amount:        amt,
+					StopLossVal:   pip * 2,
+					TakeProfitVal: pip,
+					StopBars:      20,
+				})
+			}
+		},
+	}
+}