mirror of
https://ghfast.top/https://github.com/aeroxw/easy_tdx_max.git
synced 2026-09-12 15:44:18 +08:00
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>
31 lines
924 B
Python
31 lines
924 B
Python
"""KDJ 金叉策略。
|
|
|
|
K 上穿 D 且 J < 20（低位金叉）买入，K 下穿 D 且 J > 80（高位死叉）卖出。
|
|
|
|
用法::
|
|
|
|
easy-tdx backtest SZ 000001 --strategy-file strategies/kdj_golden.py --table
|
|
"""
|
|
|
|
from easy_tdx.backtest import Strategy, crossover
|
|
from easy_tdx import MyTT
|
|
|
|
|
|
class KDJStrategy(Strategy):
|
|
"""KDJ 金叉策略。"""
|
|
|
|
def init(self) -> None:
|
|
self.k, self.d, self.j = self.I(
|
|
MyTT.KDJ, self.data.close, self.data.high, self.data.low
|
|
)
|
|
self.k_cross_up = crossover(self.k, self.d)
|
|
self.k_cross_down = crossover(self.d, self.k)
|
|
|
|
def next(self) -> None:
|
|
j_val = self.j[self._bar_index]
|
|
|
|
if self.k_cross_up[self._bar_index] and j_val < 20 and self.position["size"] == 0:
|
|
self.buy(size=0)
|
|
elif self.k_cross_down[self._bar_index] and j_val > 80 and self.position["size"] > 0:
|
|
self.sell(size=0)
|