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feat: add OBV trend strategy (v1.9.5)
- New obv_trend.py strategy: OBV energy flow trend following - Entry: OBV > MAOBV*1.02 buffer + MAOBV 20-bar uptrend confirmed - Exit: OBV drops below MAOBV - Tunable params: maobv_period(30), maobv_lookback(20), obv_buffer(0.02) - Update README changelog and strategy table - Bump version to 1.9.5 Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
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Claude Opus 4.8
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@@ -438,7 +438,7 @@ python -X utf8 run_all_strategies.py SH 600519 --count 2000 --cash 1000000 --adj
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#### 自带策略示例
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`strategies/` 目录下有 15 个开箱即用的策略文件,可直接用于 `--strategy-file`:
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`strategies/` 目录下有 16 个开箱即用的策略文件,可直接用于 `--strategy-file`:
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| 文件 | 策略 | 类型 | 适合行情 |
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|------|------|------|----------|
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@@ -457,6 +457,7 @@ python -X utf8 run_all_strategies.py SH 600519 --count 2000 --cash 1000000 --adj
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| `mfi_volume.py` | MFI 量价反转 | 量价反转 | 震荡市(带量能确认) |
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| `trix_cross.py` | TRIX 三重平滑趋势交叉 | 趋势跟踪 | 中长线(抗噪音) |
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| `mtm_momentum.py` | MTM 动量零线穿越 | 动量 | 趋势拐点 |
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| `obv_trend.py` | OBV 能量潮趋势 | 量价趋势 | 资金持续流入的上升趋势 |
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编写自定义策略只需继承 `Strategy` 基类:
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@@ -1251,6 +1252,16 @@ ruff format --check src/ tests/ # format check
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## Changelog
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### 1.9.5 (2026-06-10)
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**OBV 能量潮趋势策略** — 新增 `obv_trend.py` 策略,基于 OBV 与其 30 日均线 MAOBV 的关系判断多空方向。
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- 新增 `strategies/obv_trend.py`:OBV 能量潮趋势策略
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- 入场条件:OBV 超过 MAOBV 达 2% 缓冲带 且 MAOBV 趋势向上(20 根确认)
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- 出场条件:OBV 跌破 MAOBV,资金流向转空即离场
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- MAOBV 趋势仅作入场过滤(确认趋势存在),出场只看 OBV/MAOBV 交叉信号
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- 可调参数:`maobv_period`(30)、`maobv_lookback`(20)、`obv_buffer`(0.02)
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### 1.9.4 (2026-06-10)
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**Bug 修复** — 修复 `easy-tdx version` 命令硬编码版本号的问题,改为从 `pyproject.toml` 动态读取。
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