MACD使用标准参数

strategies/ChanLun_BTC_K.py

@@ -63,9 +63,9 @@ class ChanLun_BTC_K(IStrategy):
     timeframe = '5m'
     
     # 指标参数
-    macd_fast = 12
-    macd_slow = 26
-    macd_signal = 9
+    macd_fast = 24
+    macd_slow = 52
+    macd_signal = 18
     ema_short = 24
     ema_long = 52
     
@@ -120,7 +120,7 @@ class ChanLun_BTC_K(IStrategy):
             # 金叉/死叉
             df_resampled[f'macd_cross_up_{suffix}'] = (df_resampled[f'macd_{suffix}'] > df_resampled[f'macdsignal_{suffix}']) & (df_resampled[f'macd_{suffix}'].shift(1) <= df_resampled[f'macdsignal_{suffix}'].shift(1))
             df_resampled[f'macd_cross_down_{suffix}'] = (df_resampled[f'macd_{suffix}'] < df_resampled[f'macdsignal_{suffix}']) & (df_resampled[f'macd_{suffix}'].shift(1) >= df_resampled[f'macdsignal_{suffix}'].shift(1))
-            return df_resampled[[
+            cols = [
                 'date',
                 'close',
                 f'macd_{suffix}', f'macdsignal_{suffix}', f'macdhist_{suffix}',
@@ -128,7 +128,9 @@ class ChanLun_BTC_K(IStrategy):
                 f'atr_{suffix}', f'atr_pct_{suffix}',
                 f'above_zero_{suffix}', f'below_zero_{suffix}', f'near_zero_{suffix}', f'hist_increasing_{suffix}', f'hist_decreasing_{suffix}',
                 f'high_position_{suffix}', f'macd_cross_up_{suffix}', f'macd_cross_down_{suffix}'
-            ]]
+            ]
+            # 确保返回独立副本，避免下游在 resampled_merge 内部触发 SettingWithCopyWarning
+            return df_resampled.loc[:, cols].copy()
 
         for suf, minutes in intervals.items():
             df_res = resample_to_interval(dataframe, minutes)