26 lines
523 B
Go
26 lines
523 B
Go
package demo
|
|
|
|
import (
|
|
"github.com/banbox/banbot/config"
|
|
"github.com/banbox/banbot/strat"
|
|
ta "github.com/banbox/banta"
|
|
)
|
|
|
|
func Sample(pol *config.RunPolicyConfig) *strat.TradeStrat {
|
|
return &strat.TradeStrat{
|
|
WarmupNum: 100,
|
|
OnBar: func(s *strat.StratJob) {
|
|
e := s.Env
|
|
ma5 := ta.SMA(e.Close, 5)
|
|
ma20 := ta.SMA(e.Close, 20)
|
|
maCrx := ma5.Cross(ma20)
|
|
|
|
if maCrx == 1 {
|
|
s.OpenOrder(&strat.EnterReq{Tag: "open"})
|
|
} else if maCrx == -1 {
|
|
s.CloseOrders(&strat.ExitReq{Tag: "exit"})
|
|
}
|
|
},
|
|
}
|
|
}
|