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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>
30 lines
848 B
Python
30 lines
848 B
Python
"""海龟交易法（唐安奇通道）策略。
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价格突破 N 日最高价买入，跌破 N 日最低价卖出。
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经典的趋势跟踪策略。
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用法::
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easy-tdx backtest SZ 000001 --strategy-file strategies/turtle_breakout.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 TurtleStrategy(Strategy):
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"""海龟交易法（唐安奇通道突破）策略。"""
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def init(self) -> None:
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self.upper, self.lower = self.I(MyTT.TAQ, self.data.high, self.data.low, 20)
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def next(self) -> None:
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cur = self.data.close[0]
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upper = self.upper[self._bar_index]
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lower = self.lower[self._bar_index]
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if cur >= upper and self.position["size"] == 0:
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self.buy(size=0)
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elif cur <= lower and self.position["size"] > 0:
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self.sell(size=0)
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