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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>
36 lines
1.0 KiB
Python
36 lines
1.0 KiB
Python
"""量价配合策略。
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放量上涨（成交量 > MA(vol,5) 且收阳线）买入，
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缩量下跌（成交量 < MA(vol,5) 且收阴线）且持仓盈利时卖出。
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用法::
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easy-tdx backtest SZ 000001 --strategy-file strategies/volume_price.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 VolumePriceStrategy(Strategy):
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"""量价配合策略。"""
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def init(self) -> None:
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self.vol_ma = self.I(MyTT.MA, self.data.vol, 5)
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def next(self) -> None:
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cur_close = self.data.close[0]
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cur_open = self.data.open[0]
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cur_vol = self.data.vol[0]
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avg_vol = self.vol_ma[self._bar_index]
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is_yang = cur_close > cur_open # 阳线
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is_yin = cur_close < cur_open # 阴线
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is_vol_up = cur_vol > avg_vol # 放量
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is_vol_down = cur_vol < avg_vol # 缩量
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if is_yang and is_vol_up and self.position["size"] == 0:
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self.buy(size=0)
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elif is_yin and is_vol_down and self.position["size"] > 0:
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self.sell(size=0)
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