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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
1.1 KiB
Python
38 lines
1.1 KiB
Python
"""CCI 区间突破策略。
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CCI 上穿 +100 时买入（进入强势区间）；下穿 -100 时卖出（进入弱势区间）。
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CCI 衡量价格偏离统计平均的程度：|CCI| > 100 代表偏离显著。
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和 RSI 超买超卖不同，CCI 突破是顺势策略——突破 +100 追多，不是超买反转。
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适合从震荡转入趋势的启动阶段。
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用法::
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easy-tdx backtest SZ 000001 --strategy-file strategies/cci_breakout.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 CCIBreakoutStrategy(Strategy):
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"""CCI 区间突破策略。"""
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def init(self) -> None:
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self.cci = self.I(
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MyTT.CCI, 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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val = float(self.cci[self._bar_index])
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# 入场：CCI 进入强势区间
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if val > 100:
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if self.position["size"] == 0:
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self.buy(size=0)
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# 出场：CCI 跌入弱势区间
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elif val < -100:
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if self.position["size"] > 0:
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self.sell(size=0)
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