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根据新的条件进行交易，添加交易规则

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This commit is contained in:
Porter
2025-09-15 10:29:53 +08:00
parent 3c360ea35b
commit 0b9f63409c
8 changed files with 149 additions and 71 deletions
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strategies/ChanLun_BTC_30.py
+19 -15
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@@ -50,7 +50,7 @@ class ChanLun_BTC_30(IStrategy):
"240": 0
}
# 15m and 30m
minimal_roi_1 = {
minimal_roi = {
"0": 0.1,
"240": 0.05,
"480": 0.03,
@@ -220,9 +220,9 @@ class ChanLun_BTC_30(IStrategy):
new_entryprice = proposed_rate
if trade:
if trade.is_short:
new_entryprice = proposed_rate - 5
new_entryprice = proposed_rate - 50
else:
new_entryprice = proposed_rate + 5
new_entryprice = proposed_rate + 50
return new_entryprice
def custom_exit_price(self, pair: str, trade: Trade,
@@ -231,9 +231,9 @@ class ChanLun_BTC_30(IStrategy):
new_exitprice = proposed_rate
if trade:
if trade.is_short:
new_exitprice = proposed_rate + 5
new_exitprice = proposed_rate + 50
else:
new_exitprice = proposed_rate - 5
new_exitprice = proposed_rate - 50
return new_exitprice
def adjust_trade_position(self, trade: Trade, current_time: datetime,
@@ -319,32 +319,36 @@ class ChanLun_BTC_30(IStrategy):
#logger.info(f"保存开仓时ATR值: {entry_atr}")
return None
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
shift_time = self.time60
state_str = 'resample_{}_state'.format(self.get_ticker_indicator()*shift_time)
shift60 = self.time60
state60 = 'resample_{}_state'.format(self.get_ticker_indicator()*shift60)
shift30 = self.time30
state30 = 'resample_{}_state'.format(self.get_ticker_indicator()*shift30)
dataframe.loc[
(
(dataframe[state_str].shift(shift_time) == "-20")
(dataframe[state30].shift(shift30) == "-20")
),
['enter_long', 'enter_tag']] = (1, 'long_30')
dataframe.loc[
(
(dataframe[state_str].shift(shift_time) == "20")
(dataframe[state30].shift(shift30) == "20")
),
['enter_short', 'enter_tag']] = (1, 'short_30')
return dataframe
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
shift_time = self.time60
state_str = 'resample_{}_state'.format(self.get_ticker_indicator()*shift_time)
shift60 = self.time60
state60 = 'resample_{}_state'.format(self.get_ticker_indicator()*shift60)
shift30 = self.time30
state30 = 'resample_{}_state'.format(self.get_ticker_indicator()*shift30)
dataframe.loc[
(
(dataframe[state_str].shift(shift_time) == "20")
(dataframe[state30].shift(shift30) == "20") |
(dataframe[state30].shift(shift30) == "30")
),
['exit_long', 'exit_tag']] = (1, 'long_close_30')
dataframe.loc[
(
(dataframe[state_str].shift(shift_time) == "-20")
(dataframe[state30].shift(shift30) == "-20") |
(dataframe[state30].shift(shift30) == "-30")
),
['exit_short', 'exit_tag']] = (1, 'short_close_30')
return dataframe