Change some thing

strategies/ChanLun_BTC_30.py

@@ -110,6 +110,7 @@ class ChanLun_BTC_30(IStrategy):
 		state_list, fx_list = self.chan.get_klc_strength_list(dataframe_30)
 		dataframe_30['state'] = state_list
 		dataframe_30['fx'] = fx_list
+		
 		#bi_list_1 = self.chan.get_bi_list(dataframe)
 		#bi_list_5 = self.chan.get_bi_list(dataframe_5)
 		#bi_list_15 = self.chan.get_bi_list(dataframe_15)
@@ -121,6 +122,7 @@ class ChanLun_BTC_30(IStrategy):
 			#self.print_bi(bi_list_15)
 			#self.print_bi(bi_list_30)
 			#self.print_bi(bi_list_60)
+			self.print_seg(dataframe_5)
 			print("-------------------------------------------------------------------------------")
 			self.last_time = datetime.now()
 		dataframe = resampled_merge(dataframe, dataframe_5)
@@ -129,6 +131,13 @@ class ChanLun_BTC_30(IStrategy):
 		#dataframe = resampled_merge(dataframe, dataframe_60)
 		#dataframe = resampled_merge(dataframe, dataframe_4h)
 		return dataframe
+	def print_seg(self, dataframe):
+		klc_list = self.chan.get_klc_list(dataframe)
+		bi_list = self.chan.cal_bi_list(klc_list)
+		seg_list = self.chan.get_seg_list(bi_list)
+		seg = seg_list[-1]
+		bi = bi_list[-1]
+		print(seg.start_time, seg.dir, bi.start_time, bi.dir)
 	def print_bi(self, bi_list):
 		if bi_list and len(bi_list) > 2:
 			bi1 = bi_list[-1]

strategies/HammerRsiStrategy.py

@@ -0,0 +1,53 @@
+from freqtrade.strategy import IStrategy
+from pandas_ta import ema
+import pandas as pd
+import pandas_ta as ta
+import numpy as np
+from datetime import datetime, timedelta
+from freqtrade.persistence import Trade, Order
+# freqtrade backtesting -c ./user_data/Chan/config/ChanLun_BTC_30.json --strategy HammerRsiStrategy --strategy-path ./user_data/Chan/strategies --timerange=20250520-
+
+
+class HammerRsiStrategy(IStrategy):
+    timeframe = "1m"  # 1分钟K线
+    minimal_roi = {"0": 0.005}  # 0.5% 止盈
+    stoploss = -0.002  # 0.2% 固定止损
+    trailing_stop = True
+    trailing_stop_positive = 0.001  # 0.1% 追踪止损
+    trailing_stop_positive_offset = 0.002  # 0.2% 触发追踪止损
+    startup_candle_count = 20  # 启动K线数
+
+    def populate_indicators(self, dataframe: pd.DataFrame, metadata: dict) -> pd.DataFrame:
+        dataframe['rsi'] = ta.rsi(dataframe['close'], length=14)
+        dataframe['ema_fast'] = ta.ema(dataframe['close'], length=5)
+        dataframe['ema_slow'] = ta.ema(dataframe['close'], length=20)
+        dataframe['atr'] = ta.atr(dataframe['high'], dataframe['low'], dataframe['close'], length=14)
+        return dataframe
+
+    def populate_entry_trend(self, dataframe: pd.DataFrame, metadata: dict) -> pd.DataFrame:
+        conditions = (
+            (dataframe['ema_fast'] > dataframe['ema_slow']) &  # 快EMA上穿慢EMA
+            (dataframe['rsi'] < 45)  # RSI < 45
+        )
+        print(f"Signal check: ema_fast={dataframe['ema_fast'].iloc[-1]}, ema_slow={dataframe['ema_slow'].iloc[-1]}, rsi={dataframe['rsi'].iloc[-1]}")
+        dataframe.loc[conditions, ['enter_long', 'enter_tag']] = (1, 'ema_rsi_entry')
+        return dataframe
+
+    def populate_exit_trend(self, dataframe: pd.DataFrame, metadata: dict) -> pd.DataFrame:
+        conditions = (
+            (dataframe['ema_fast'] < dataframe['ema_slow']) |  # 快EMA下穿慢EMA
+            (dataframe['rsi'] > 60)  # RSI > 60
+        )
+        dataframe.loc[conditions, ['exit_long', 'exit_tag']] = (1, 'ema_rsi_exit')
+        return dataframe
+
+    def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime,
+                        current_rate: float, current_profit: float, **kwargs) -> float:
+        dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
+        atr = dataframe['atr'].iloc[-1]
+        return -1.5 * atr / current_rate  # 止损为1.5倍ATR
+
+    def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
+                           proposed_stake: float, min_stake: float, max_stake: float,
+                           entry_tag: str) -> float:
+        return proposed_stake * 0.01  # 1%账户余额