73 lines
1.9 KiB
Go
73 lines
1.9 KiB
Go
// 修复后的banbot完整策略代码
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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 J3707(pol *config.RunPolicyConfig) *strat.TradeStrat {
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// 定义策略参数
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rangeLength := pol.DefInt("rangeLength", 5, core.PNorm(3, 20))
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useHeikinAshi := pol.Def("useHeikinAshi", 0.0, core.PUniform(0, 1)) // 1.0表示true，0.0表示false
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return &strat.TradeStrat{
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WarmupNum: rangeLength + 1, // 确保有足够的历史数据计算指标
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HedgeOff: true, // 单向持仓模式
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RunTimeFrames: []string{"3d"},
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OnBar: func(s *strat.StratJob) {
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e := s.Env
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// 获取K线数据
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var open, close *ta.Series
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if useHeikinAshi > 0.5 {
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// 使用Heikin Ashi蜡烛图
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haOpen, _, _, haClose := ta.HeikinAshi(e)
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open = haOpen
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close = haClose
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} else {
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// 使用标准K线
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open = e.Open
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close = e.Close
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}
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// 计算成交量范围
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highest := ta.Highest(e.Volume, rangeLength)
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_ = ta.Lowest(e.Volume.Mul(-1), rangeLength) // 最低负成交量
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// 获取当前值和前一个值
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highestCurr := highest.Get(0)
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highestPrev := highest.Get(1)
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closeCurr := close.Get(0)
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openCurr := open.Get(0)
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// 检查数据有效性
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if math.IsNaN(highestCurr) || math.IsNaN(highestPrev) || math.IsNaN(closeCurr) || math.IsNaN(openCurr) {
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return
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}
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// 生成交易信号
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volumeBreakout := highestCurr > highestPrev
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isBullish := closeCurr > openCurr
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isBearish := closeCurr < openCurr
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// 执行交易
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if volumeBreakout && isBullish {
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// 成交量突破前高且为阳线，做多
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s.OpenOrder(&strat.EnterReq{
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Tag: "Long Entry",
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})
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} else if volumeBreakout && isBearish {
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// 成交量突破前高且为阴线，做空
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s.OpenOrder(&strat.EnterReq{
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Tag: "Short Entry",
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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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