62 lines
1.9 KiB
Go
62 lines
1.9 KiB
Go
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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)
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func J8179(pol *config.RunPolicyConfig) *strat.TradeStrat {
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// 定义可调超参数
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lookback := pol.DefInt("lookback", 20, core.PNorm(5, 25)) // 随机振荡器计算周期
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kSmoothing := pol.DefInt("kSmoothing", 4, core.PNorm(1, 10)) // %K线平滑周期
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maLookback := pol.DefInt("maLookback", 19, core.PNorm(5, 30)) // %K线均线周期
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return &strat.TradeStrat{
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WarmupNum: lookback + kSmoothing + maLookback + 10, // 确保有足够的历史数据
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EachMaxLong: 1, // 每个品种最多1个多单
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EachMaxShort: 1, // 每个品种最多1个空单
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TimeFrames: "8h",
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OnBar: func(s *strat.StratJob) {
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e := s.Env
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// 计算随机振荡器 KDJ
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// KDJ返回[K, D, RSV]，其中K就是我们需要的%K线
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stochK, _, _ := ta.KDJ(e.High, e.Low, e.Close, lookback, kSmoothing, 3)
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// 计算%K线的移动平均线
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maStochK := ta.SMA(stochK, maLookback)
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// 检测交叉信号
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// Cross返回: 1=上穿, -1=下穿, 0=重合或未知
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crossSignal := stochK.Cross(maStochK)
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// 根据交叉信号生成交易决策
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if crossSignal == 1 {
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// %K线上穿其均线，买入做多
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s.OpenOrder(&strat.EnterReq{
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Tag: "long_cross",
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Short: false,
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})
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// 同时平掉空单（如果有）
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s.CloseOrders(&strat.ExitReq{
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Tag: "close_short",
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Dirt: core.OdDirtShort,
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})
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} else if crossSignal == -1 {
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// %K线下穿其均线，卖出做空
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s.OpenOrder(&strat.EnterReq{
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Tag: "short_cross",
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Short: true,
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})
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// 同时平掉多单（如果有）
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s.CloseOrders(&strat.ExitReq{
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Tag: "close_long",
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Dirt: core.OdDirtLong,
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})
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}
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},
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}
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}
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