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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>
38 lines
1.0 KiB
Python
38 lines
1.0 KiB
Python
"""MFI 量价反转策略。
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MFI < 20（资金流量超卖）买入；MFI > 80（资金流量超买）卖出。
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MFI 是成交量的 RSI——把量价关系压缩成一个振荡器，比纯价格 RSI 多了量能维度。
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超卖区代表资金大举流出后恐慌见底，超买区代表资金涌入后过热。
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适合震荡市中的波段操作。
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用法::
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easy-tdx backtest SZ 000001 --strategy-file strategies/mfi_volume.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 MFIVolumeStrategy(Strategy):
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"""MFI 量价反转策略。"""
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def init(self) -> None:
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self.mfi = self.I(
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MyTT.MFI, self.data.close, self.data.high, self.data.low, self.data.vol,
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)
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def next(self) -> None:
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val = float(self.mfi[self._bar_index])
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# 超卖买入
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if val < 20:
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if self.position["size"] == 0:
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self.buy(size=0)
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# 超买卖出
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elif val > 80:
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if self.position["size"] > 0:
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self.sell(size=0)
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