72 lines
2.2 KiB
Go
72 lines
2.2 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 J4670(pol *config.RunPolicyConfig) *strat.TradeStrat {
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fastEMAPeriod := pol.DefInt("fastEMAPeriod", 10, core.PNorm(3, 15))
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emaRate := pol.Def("emaRate", 2.5, core.PNorm(1.5, 5))
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stopLossPercent := pol.Def("stopLossPercent", 2, core.PNorm(0.5, 5))
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takeProfitPercent := pol.Def("takeProfitPercent", 4, core.PNorm(1, 10))
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// 计算慢速EMA周期
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slowEMAPeriod := int(float64(fastEMAPeriod) * emaRate)
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return &strat.TradeStrat{
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WarmupNum: slowEMAPeriod * 2, // 预热数量设置为慢速EMA周期的2倍
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HedgeOff: true, // 单向持仓模式
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EachMaxLong: 1, // 最多同时持有一个多头仓位
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EachMaxShort: 1, // 最多同时持有一个空头仓位
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RunTimeFrames: []string{"8h"},
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OnBar: func(s *strat.StratJob) {
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e := s.Env
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// 计算EMA指标
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ema5 := ta.EMA(e.Close, fastEMAPeriod)
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ema15 := ta.EMA(e.Close, slowEMAPeriod)
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// 获取当前价格
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currentPrice := e.Close.Get(0)
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if math.IsNaN(currentPrice) {
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return
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}
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// 检测EMA交叉（只计算一次）
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crossSignal := ema5.Cross(ema15)
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longCondition := crossSignal == 1 // 5周期EMA上穿15周期EMA
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shortCondition := crossSignal == -1 // 5周期EMA下穿15周期EMA
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// 执行交易逻辑
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if longCondition && len(s.LongOrders) == 0 {
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// 开多单，使用入场价格计算止损止盈
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s.OpenOrder(&strat.EnterReq{
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Tag: "Long",
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StopLossVal: currentPrice * stopLossPercent / 100,
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TakeProfitVal: currentPrice * takeProfitPercent / 100,
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StopLossTag: "Stop Loss",
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TakeProfitTag: "Take Profit",
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})
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}
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if shortCondition && len(s.ShortOrders) == 0 {
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// 开空单，使用入场价格计算止损止盈
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s.OpenOrder(&strat.EnterReq{
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Tag: "Short",
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Short: true,
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StopLossVal: currentPrice * stopLossPercent / 100,
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TakeProfitVal: currentPrice * takeProfitPercent / 100,
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StopLossTag: "Stop Loss",
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TakeProfitTag: "Take Profit",
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})
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}
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},
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}
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}
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