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GitHubandClaude Opus 4.8
7f1bc645c2
- New strategies: dmi_trend, cci_breakout, mfi_volume, trix_cross, mtm_momentum - run_all_strategies.py --show: dual-axis equity curve vs stock price chart - zhuoyao_momentum strategy (from earlier commit) - README: updated strategy table (9→15), changelog, demo screenshots - Bump version to 1.8.2 Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
41 lines
1.3 KiB
Python
41 lines
1.3 KiB
Python
"""DMI 趋势跟踪策略。
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PDI > MDI（多头方向力强）且 ADX > 25（趋势强度足够）时买入。
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PDI < MDI 或 ADX < 20 时卖出——方向反转或趋势消失即离场。
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DMI 是唯一直接衡量趋势强度的指标：ADX 区分"有趋势可跟"和"震荡别碰"。
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适合单边趋势行情，震荡市自动过滤。
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用法::
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easy-tdx backtest SZ 000001 --strategy-file strategies/dmi_trend.py --count 2000 --table
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"""
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from easy_tdx import MyTT
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from easy_tdx.backtest import Strategy
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class DMITrendStrategy(Strategy):
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"""DMI 趋势跟踪策略。"""
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def init(self) -> None:
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# DMI 返回 4 个数组: PDI, MDI, ADX, ADXR
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self.pdi, self.mdi, self.adx, _ = self.I(
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MyTT.DMI, self.data.close, self.data.high, self.data.low,
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)
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def next(self) -> None:
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pdi = float(self.pdi[self._bar_index])
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mdi = float(self.mdi[self._bar_index])
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adx = float(self.adx[self._bar_index])
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# 入场：多头方向力强 + 趋势强度足够
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if pdi > mdi and adx > 25:
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if self.position["size"] == 0:
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self.buy(size=0)
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# 出场：方向反转 或 趋势消失
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elif pdi < mdi or adx < 20:
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if self.position["size"] > 0:
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self.sell(size=0)
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