65 lines
1.7 KiB
Go
65 lines
1.7 KiB
Go
// 修复后的banbot完整策略代码
|
||
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 J559(pol *config.RunPolicyConfig) *strat.TradeStrat {
|
||
fastPeriod := pol.DefInt("fastPeriod", 14, core.PNorm(5, 20))
|
||
macdRate := pol.Def("macdRate", 2.35, core.PNorm(1.5, 4))
|
||
signalPeriod := 9 // 固定值，不在可调参数中
|
||
|
||
// 计算慢线周期
|
||
slowPeriod := int(float64(fastPeriod) * macdRate)
|
||
|
||
// 预热数量应该大于慢线周期
|
||
warmupNum := slowPeriod + 10
|
||
|
||
return &strat.TradeStrat{
|
||
WarmupNum: warmupNum,
|
||
HedgeOff: true, // 单向持仓模式
|
||
EachMaxLong: 1, // 最多一个多头订单
|
||
EachMaxShort: 1, // 最多一个空头订单
|
||
RunTimeFrames: []string{"8h"},
|
||
OnBar: func(s *strat.StratJob) {
|
||
e := s.Env
|
||
|
||
// 计算MACD指标
|
||
fastLine, slowLine := ta.MACD(e.Close, fastPeriod, slowPeriod, signalPeriod)
|
||
|
||
// 获取当前和前一个周期的值
|
||
fastCurr := fastLine.Get(0)
|
||
fastPrev := fastLine.Get(1)
|
||
slowCurr := slowLine.Get(0)
|
||
slowPrev := slowLine.Get(1)
|
||
|
||
// 检查数据有效性
|
||
if math.IsNaN(fastCurr) || math.IsNaN(fastPrev) || math.IsNaN(slowCurr) || math.IsNaN(slowPrev) {
|
||
return
|
||
}
|
||
|
||
// 检测MACD快线上穿慢线（金叉）
|
||
if fastCurr > slowCurr && fastPrev < slowPrev && len(s.LongOrders) == 0 {
|
||
// 执行买入操作
|
||
s.OpenOrder(&strat.EnterReq{
|
||
Tag: "Enter Long",
|
||
})
|
||
}
|
||
|
||
// 检测MACD快线下穿慢线（死叉）
|
||
if fastCurr < slowCurr && fastPrev > slowPrev && len(s.ShortOrders) == 0 {
|
||
// 执行卖出操作
|
||
s.OpenOrder(&strat.EnterReq{
|
||
Tag: "Enter Short",
|
||
Short: true,
|
||
})
|
||
}
|
||
},
|
||
}
|
||
}
|