72 lines
1.6 KiB
Go
72 lines
1.6 KiB
Go
package demo
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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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)
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func Demo(pol *config.RunPolicyConfig) *strat.TradeStrat {
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// 定义可调超参数
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fastPeriod := pol.DefInt("fastPeriod", 5, core.PNorm(3, 20))
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maRate := pol.Def("maRate", 4.0, core.PNorm(1.5, 9.0))
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// 计算慢速均线周期
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slowPeriod := int(float64(fastPeriod) * maRate)
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return &strat.TradeStrat{
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WarmupNum: slowPeriod + 10,
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OnBar: func(s *strat.StratJob) {
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e := s.Env
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// 计算技术指标
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maFast := ta.SMA(e.Close, fastPeriod) // 快速移动平均线
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maSlow := ta.SMA(e.Close, slowPeriod) // 慢速移动平均线
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maCrossState := maFast.Cross(maSlow) // 判断均线交叉状态
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// 金叉：快线上穿慢线
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if maCrossState == 1 {
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// 先平掉空头持仓
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if len(s.ShortOrders) > 0 {
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s.CloseOrders(&strat.ExitReq{
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Tag: "golden_cross_close_short",
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Dirt: core.OdDirtShort,
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})
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}
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// 再开多头仓位
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if len(s.LongOrders) == 0 {
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s.OpenOrder(&strat.EnterReq{
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Tag: "golden_cross_long",
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Short: false,
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})
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}
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}
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// 死叉：快线下穿慢线
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if maCrossState == -1 {
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// 先平掉多头持仓
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if len(s.LongOrders) > 0 {
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s.CloseOrders(&strat.ExitReq{
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Tag: "death_cross_close_long",
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Dirt: core.OdDirtLong,
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})
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}
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// 再开空头仓位
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if len(s.ShortOrders) == 0 {
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s.OpenOrder(&strat.EnterReq{
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Tag: "death_cross_short",
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Short: 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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}
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func init() {
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strat.StratMake["demo"] = Demo
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}
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