init

trend/ma1/common.go

@@ -0,0 +1,68 @@
+package ma1
+
+import (
+	"github.com/banbox/banbot/config"
+	"github.com/banbox/banbot/strat"
+	"github.com/banbox/banstagy/com"
+	ta "github.com/banbox/banta"
+	"math"
+)
+
+func Main(pol *config.RunPolicyConfig) *strat.TradeStrat {
+	return MainV2_1(pol)
+}
+
+var (
+	// 这里是默认参数，请尽量在MainVX()中修改，不要在这里修改
+	periodBig    = 30
+	periodSml    = 10
+	parentRate   = 0.7
+	periodParBig = int(float64(periodBig) * parentRate)
+	periodParSml = int(float64(periodSml) * parentRate)
+	sampleNum    = 500 // 斜率采样数量
+	sampleStep   = 2   // 斜率计算间隔
+	atrLen       = 14
+	openOffRate  = float64(0)  // 开单时，从均线偏移基准ATR的倍数
+	goodRate     = float64(10) // 收益超过此倍数的ATR时，将止损更新为均线
+	badRate      = float64(5)  // 损失超过此倍数的ATR时，止损退出
+)
+
+type MoreType struct {
+	*com.Slop
+	hitGoods map[int64]bool // 触发goodRate的订单ID，允许每个bar更新止损
+	open     int            // 1开多  -1开空
+}
+
+func onStartUp(s *strat.StratJob) {
+	s.More = &MoreType{
+		Slop:     com.NewSlop(sampleNum, 0.25),
+		hitGoods: make(map[int64]bool),
+	}
+}
+
+func onInfoMaCross(s *strat.StratJob, e *ta.BarEnv, pair, tf string) {
+	smaSml := ta.SMA(e.Close, periodParSml)
+	smaBig := ta.SMA(e.Close, periodParBig)
+	x := smaSml.Cross(smaBig)
+	more, _ := s.More.(*MoreType)
+	if x == 1 || x == -1 {
+		more.Dirt = x
+	}
+}
+
+func onInfoMaSlop(s *strat.StratJob, e *ta.BarEnv, pair, tf string) {
+	sma := ta.SMA(e.Close, periodParBig)
+	prevSma := sma.Get(sampleStep)
+	if e.BarNum%sampleStep > 0 || math.IsNaN(prevSma) {
+		return
+	}
+	more, _ := s.More.(*MoreType)
+	curSma := sma.Get(0)
+	slop := (curSma - prevSma) / curSma
+	//more.Slop.Update(e.BarNum, slop)
+	if slop > 0 {
+		more.Dirt = 1
+	} else {
+		more.Dirt = -1
+	}
+}