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继续bb

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This commit is contained in:
jackyu66git
2025-07-09 01:44:05 +08:00
parent d60805487d
commit 5d58de1b6b
6 changed files with 37 additions and 13 deletions
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strategies/ChanLun_BTC_30.py
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@@ -156,11 +156,13 @@ class ChanLun_BTC_30(IStrategy):
bb365 = ta.BBANDS(df, timeperiod=365, nbdevup=3.0, nbdevdn=3.0, matype=0)
bb120 = ta.BBANDS(df, timeperiod=120, nbdevup=3.0, nbdevdn=3.0, matype=0)
bb30 = ta.BBANDS(df, timeperiod=90, nbdevup=3.0, nbdevdn=3.0, matype=0)
bb302 = ta.BBANDS(df, timeperiod=90, nbdevup=2.0, nbdevdn=2.0, matype=0)
# 手动计算布林带 %B 指标 (BBP)
# %B = (Price - Lower Band) / (Upper Band - Lower Band)
bbp365 = (df['close'] - bb365['lowerband']) / (bb365['upperband'] - bb365['lowerband'])
bbp120 = (df['close'] - bb120['lowerband']) / (bb120['upperband'] - bb120['lowerband'])
bbp30 = (df['close'] - bb30['lowerband']) / (bb30['upperband'] - bb30['lowerband'])
bbp302 = (df['close'] - bb302['lowerband']) / (bb302['upperband'] - bb302['lowerband'])
df['bbup365'] = bb365['upperband']
df['bblow365'] = bb365['lowerband']
df['bbp365'] = bbp365
@@ -170,6 +172,9 @@ class ChanLun_BTC_30(IStrategy):
df['bbup30'] = bb30['upperband']
df['bblow30'] = bb30['lowerband']
df['bbp30'] = bbp30
df['bbup302'] = bb302['upperband']
df['bblow302'] = bb302['lowerband']
df['bbp302'] = bbp302
df['macd'] = macd['macd']
df['macdsignal'] = macd['macdsignal']
df['macdhist'] = macd['macdhist']