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GitHubandClaude Opus 4.8
5550702620
MyTT.BIAS returns (BIAS6, BIAS12, BIAS24) but the strategy was assigning all three to a single variable, causing 'array with more than one element' ValueError when comparing to a scalar threshold. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
29 lines
763 B
Python
29 lines
763 B
Python
"""乖离率反转策略。
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6 日乖离率低于 -3%（超跌）买入，高于 3%（超涨）卖出。
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适合震荡市。
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用法::
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easy-tdx backtest SZ 000001 --strategy-file strategies/bias_reversal.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 BIAStrategy(Strategy):
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"""乖离率反转策略。"""
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def init(self) -> None:
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# BIAS 返回 3 个数组: BIAS6, BIAS12, BIAS24，只取 6 日
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self.bias6, _, _ = self.I(MyTT.BIAS, self.data.close, 6)
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def next(self) -> None:
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val = float(self.bias6[self._bar_index])
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if val < -3 and self.position["size"] == 0:
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self.buy(size=0)
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elif val > 3 and self.position["size"] > 0:
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self.sell(size=0)
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