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GitHubandClaude Opus 4.8
f7e1abd873
Strategies included: - ma_cross: MA5/MA20 dual moving average crossover - expma_cross: EMA12/EMA50 crossover (more responsive) - macd_cross: MACD golden/death cross - bollinger_breakout: Bollinger band breakout - rsi_reversal: RSI overbought/oversold reversal - kdj_golden: KDJ low golden cross / high death cross - turtle_breakout: Turtle trading (Donchian channel) - bias_reversal: BIAS mean reversion - volume_price: Volume-price confirmation Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
31 lines
924 B
Python
31 lines
924 B
Python
"""KDJ 金叉策略。
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K 上穿 D 且 J < 20（低位金叉）买入，K 下穿 D 且 J > 80（高位死叉）卖出。
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用法::
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easy-tdx backtest SZ 000001 --strategy-file strategies/kdj_golden.py --table
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"""
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from easy_tdx.backtest import Strategy, crossover
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from easy_tdx import MyTT
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class KDJStrategy(Strategy):
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"""KDJ 金叉策略。"""
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def init(self) -> None:
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self.k, self.d, self.j = self.I(
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MyTT.KDJ, self.data.close, self.data.high, self.data.low
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)
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self.k_cross_up = crossover(self.k, self.d)
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self.k_cross_down = crossover(self.d, self.k)
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def next(self) -> None:
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j_val = self.j[self._bar_index]
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if self.k_cross_up[self._bar_index] and j_val < 20 and self.position["size"] == 0:
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self.buy(size=0)
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elif self.k_cross_down[self._bar_index] and j_val > 80 and self.position["size"] > 0:
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self.sell(size=0)
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