Files
banstagy/llmjob/5763.go
2026-08-24 20:53:21 +08:00

132 lines
4.1 KiB
Go

package llmjob
import (
"github.com/banbox/banbot/config"
"github.com/banbox/banbot/core"
"github.com/banbox/banbot/strat"
ta "github.com/banbox/banta"
"math"
)
func J5763(pol *config.RunPolicyConfig) *strat.TradeStrat {
keh := pol.DefInt("keh", 33, core.PNorm(5, 30))
tenkanPeriod := pol.DefInt("tenkanPeriod", 23, core.PNorm(5, 20))
kijunTenkanRatio := pol.Def("kijunTenkanRatio", 3.3, core.PNorm(2.0, 4.0))
senkouBPeriod := pol.DefInt("senkouBPeriod", 75, core.PNorm(30, 100))
displacement := pol.DefInt("displacement", 28, core.PNorm(15, 40))
// 计算基准线周期
kijunPeriod := int(float64(tenkanPeriod) * kijunTenkanRatio)
// 计算预热期数量,考虑最长的周期和位移
warmupNum := senkouBPeriod + displacement
return &strat.TradeStrat{
WarmupNum: warmupNum,
HedgeOff: true, // 单向持仓模式
RunTimeFrames: []string{"8h"},
OnBar: func(s *strat.StratJob) {
e := s.Env
// 计算Hull移动平均线
// 当前周期HMA计算
halfKeh := int(math.Round(float64(keh) / 2))
n2ma := ta.WMA(e.Close, halfKeh).Mul(2)
nma := ta.WMA(e.Close, keh)
diff := n2ma.Sub(nma)
sqn := int(math.Round(math.Sqrt(float64(keh))))
n1 := ta.WMA(diff, sqn)
// 前一周期HMA计算
closeBack1 := e.Close.Back(1)
n2ma1 := ta.WMA(closeBack1, halfKeh).Mul(2)
nma1 := ta.WMA(closeBack1, keh)
diff1 := n2ma1.Sub(nma1)
sqn1 := int(math.Round(math.Sqrt(float64(keh))))
n2 := ta.WMA(diff1, sqn1)
// 计算一目均衡图组件
// 转换线(Tenkan-sen)
tenkanSenHigh := ta.Highest(e.High, tenkanPeriod)
tenkanSenLow := ta.Lowest(e.Low, tenkanPeriod)
tenkanSen := tenkanSenHigh.Add(tenkanSenLow).Div(2)
// 基准线(Kijun-sen)
kijunSenHigh := ta.Highest(e.High, kijunPeriod)
kijunSenLow := ta.Lowest(e.Low, kijunPeriod)
kijunSen := kijunSenHigh.Add(kijunSenLow).Div(2)
// 先行带A(Senkou Span A)
senkouSpanA := tenkanSen.Add(kijunSen).Div(2)
// 先行带B(Senkou Span B)
senkouSpanBHigh := ta.Highest(e.High, senkouBPeriod)
senkouSpanBLow := ta.Lowest(e.Low, senkouBPeriod)
senkouSpanB := senkouSpanBHigh.Add(senkouSpanBLow).Div(2)
// 先行带高点和低点(位移后)
senkouSpanABack := senkouSpanA.Back(displacement - 1)
senkouSpanBBack := senkouSpanB.Back(displacement - 1)
senkouSpanH := senkouSpanABack.Max(senkouSpanBBack)
senkouSpanL := senkouSpanABack.Min(senkouSpanBBack)
// 滞后线(Chikou Span)
chikouSpan := e.Close.Back(displacement - 1)
// 获取当前值
n1Val := n1.Get(0)
n2Val := n2.Get(0)
closeVal := e.Close.Get(0)
tenkanSenVal := tenkanSen.Get(0)
kijunSenVal := kijunSen.Get(0)
senkouSpanHVal := senkouSpanH.Get(0)
senkouSpanLVal := senkouSpanL.Get(0)
chikouSpanVal := chikouSpan.Get(0)
// 多头入场条件
longCondition := n1Val > n2Val && closeVal > n2Val && closeVal > chikouSpanVal &&
closeVal > senkouSpanHVal && (tenkanSenVal >= kijunSenVal || closeVal > kijunSenVal)
// 空头入场条件
shortCondition := n1Val < n2Val && closeVal < n2Val && closeVal < chikouSpanVal &&
closeVal < senkouSpanLVal && (tenkanSenVal <= kijunSenVal || closeVal < kijunSenVal)
// 多头平仓条件
closeLongCondition := n1Val < n2Val && (closeVal < n2Val || tenkanSenVal < kijunSenVal ||
closeVal < tenkanSenVal || closeVal < kijunSenVal || closeVal < senkouSpanHVal || closeVal < chikouSpanVal)
// 空头平仓条件
closeShortCondition := n1Val > n2Val && (closeVal > n2Val || tenkanSenVal > kijunSenVal ||
closeVal > tenkanSenVal || closeVal > kijunSenVal || closeVal > senkouSpanLVal || closeVal > chikouSpanVal)
// 执行交易逻辑
if longCondition && len(s.LongOrders) == 0 {
s.OpenOrder(&strat.EnterReq{
Tag: "Long",
})
}
if shortCondition && len(s.ShortOrders) == 0 {
s.OpenOrder(&strat.EnterReq{
Tag: "Short",
Short: true,
})
}
if closeLongCondition && len(s.LongOrders) > 0 {
s.CloseOrders(&strat.ExitReq{
Tag: "CloseLong",
Dirt: core.OdDirtLong,
})
}
if closeShortCondition && len(s.ShortOrders) > 0 {
s.CloseOrders(&strat.ExitReq{
Tag: "CloseShort",
Dirt: core.OdDirtShort,
})
}
},
}
}