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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>
27 lines
658 B
Python
27 lines
658 B
Python
"""RSI 超买超卖策略。
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RSI < 30（超卖）买入，RSI > 70（超买）卖出。
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用法::
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easy-tdx backtest SZ 000001 --strategy-file strategies/rsi_reversal.py --table
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"""
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from easy_tdx.backtest import Strategy
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from easy_tdx import MyTT
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class RSIStrategy(Strategy):
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"""RSI 超买超卖反转策略。"""
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def init(self) -> None:
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self.rsi = self.I(MyTT.RSI, self.data.close, 14)
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def next(self) -> None:
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cur_rsi = self.rsi[self._bar_index]
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if cur_rsi < 30 and self.position["size"] == 0:
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self.buy(size=0)
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elif cur_rsi > 70 and self.position["size"] > 0:
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self.sell(size=0)
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