init

2026-08-24 20:53:21 +08:00
commit 6e78bba16a
287 changed files with 32443 additions and 0 deletions
--- a/trend/ma1/v2.1.go
+++ b/trend/ma1/v2.1.go
@@ -0,0 +1,80 @@
+package ma1
+
+import (
+	"github.com/banbox/banbot/config"
+	"github.com/banbox/banbot/strat"
+	ta "github.com/banbox/banta"
+	"math"
+)
+
+/*
+针对15m的参数
+*/
+func MainV2_1(pol *config.RunPolicyConfig) *strat.TradeStrat {
+	periodSml = 120
+	periodBig = 800
+	parentRate = 0.5
+	periodParBig = int(float64(periodBig) * parentRate)
+	periodParSml = int(float64(periodSml) * parentRate)
+	return &strat.TradeStrat{
+		Version:    1,
+		WarmupNum:  sampleNum*sampleStep + periodBig,
+		MinTfScore: 0.75,
+		//DrawDownExit: true,
+		OnStartUp: onStartUp,
+		//OnPairInfos: onPairInfos,
+		//OnInfoBar:   onInfoMaSlop,
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+			sml := ta.SMA(e.Close, 30)
+			big := ta.SMA(e.Close, 70)
+			x := sml.Cross(big)
+
+			smaSml := ta.SMA(e.Close, periodSml)
+			smaBig := ta.SMA(e.Close, periodBig)
+			crx := smaSml.Cross(smaBig)
+
+			more, _ := s.More.(*MoreType)
+			if crx == 1 || crx == -1 {
+				closeTag := "x_short"
+				if crx < 0 {
+					closeTag = "x_long"
+				}
+				_ = s.CloseOrders(&strat.ExitReq{
+					Tag:  closeTag,
+					Dirt: crx * -1,
+				})
+				more.open = crx
+				//if crx == more.Dirt {
+				// 交叉信号和大环境一致
+				//openTag := "long"
+				//if crx < 0 {
+				//	openTag = "short"
+				//}
+				//_ = s.OpenOrder(&strategy.EnterReq{
+				//	Tag:   openTag,
+				//	Short: crx < 0,
+				//})
+				//}
+			}
+			prevSma := smaBig.Get(sampleStep)
+			if e.BarNum%sampleStep == 0 && !math.IsNaN(prevSma) {
+				curSma := smaBig.Get(0)
+				more.Slop.Update(e.BarNum, (curSma-prevSma)/curSma)
+			}
+
+			x = -x
+			if more.open != 0 && more.open == x && more.open*more.Dirt >= 0 {
+				more.open = 0
+				openTag := "long"
+				if x < 0 {
+					openTag = "short"
+				}
+				_ = s.OpenOrder(&strat.EnterReq{
+					Tag:   openTag,
+					Short: x < 0,
+				})
+			}
+		},
+	}
+}