56 lines
1.4 KiB
Go
56 lines
1.4 KiB
Go
// 修复后的完整策略代码
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// 请勿修改package包名和任意函数名
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package llmjob
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import (
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"github.com/banbox/banbot/config"
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"github.com/banbox/banbot/core"
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"github.com/banbox/banbot/strat"
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ta "github.com/banbox/banta"
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"math"
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)
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func J3127(pol *config.RunPolicyConfig) *strat.TradeStrat {
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buyThreshold := pol.Def("buyThreshold", 0.025, core.PNorm(0.005, 0.05))
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sellThreshold := pol.Def("sellThreshold", 0.025, core.PNorm(0.005, 0.05))
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lookbackPeriod := pol.DefInt("lookbackPeriod", 16, core.PNorm(5, 20))
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return &strat.TradeStrat{
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WarmupNum: lookbackPeriod,
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HedgeOff: true,
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EachMaxLong: 1,
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RunTimeFrames: []string{"15m"},
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OnBar: func(s *strat.StratJob) {
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e := s.Env
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closePrice := e.Close.Get(0)
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if math.IsNaN(closePrice) {
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return
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}
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// 修复：使用收盘价计算历史极值
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highest := ta.Highest(e.Close, lookbackPeriod).Get(0)
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lowest := ta.Lowest(e.Close, lookbackPeriod).Get(0)
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buyTrigger := highest * (1 - buyThreshold)
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sellTrigger := lowest * (1 + sellThreshold)
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if closePrice < buyTrigger && len(s.LongOrders) == 0 {
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s.OpenOrder(&strat.EnterReq{
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Tag: "Achat",
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Short: false,
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OrderType: core.OrderTypeMarket,
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})
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}
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if closePrice > sellTrigger && len(s.LongOrders) > 0 {
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s.CloseOrders(&strat.ExitReq{
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Tag: "Vente",
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Dirt: core.OdDirtLong,
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Force: true,
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})
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}
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},
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}
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}
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