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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>
28 lines
833 B
Python
28 lines
833 B
Python
"""双均线交叉策略。
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MA5 上穿 MA20（金叉）全仓买入，MA5 下穿 MA20（死叉）全部卖出。
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用法::
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easy-tdx backtest SZ 000001 --strategy-file strategies/ma_cross.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 MACrossStrategy(Strategy):
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"""双均线交叉策略。"""
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def init(self) -> None:
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self.ma5 = self.I(MyTT.MA, self.data.close, 5)
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self.ma20 = self.I(MyTT.MA, self.data.close, 20)
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self.golden = crossover(self.ma5, self.ma20)
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self.death = crossover(self.ma20, self.ma5)
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def next(self) -> None:
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if self.golden[self._bar_index] and self.position["size"] == 0:
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self.buy(size=0)
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elif self.death[self._bar_index] and self.position["size"] > 0:
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self.sell(size=0)
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