添加新策略用第三类买卖点

2026-05-17 14:54:00 +08:00
parent 050ebeb849
commit bc085171f4
6 changed files with 260 additions and 3 deletions
@@ -0,0 +1,133 @@
+# --- Do not remove these libs ---
+from statistics import median
+from freqtrade.strategy import IStrategy, stoploss_from_absolute
+import sys 
+import os
+# 添加父目录到系统路径
+sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
+from ChanLun import ChanLun
+from ChanEnum import Chan_FX_TYPE, Chan_KLC_FX, Chan_BI_DIR, Chan_KLC_FX, Chan_BSP_TYPE
+# --------------------------------
+from technical.util import resample_to_interval, resampled_merge
+import talib.abstract as ta
+from pandas import DataFrame
+import pandas as pd
+from datetime import datetime, timedelta
+from typing import Optional
+import logging
+logger = logging.getLogger(__name__)
+### Now you can use logger.info('asfd') to log
+# freqtrade plot-dataframe --strategy ChanLun_BTC_1m --datadir user_data/data/binance -c ./user_data/ChanLun_SOL_30.json --timerange=20250309-
+
+# freqtrade trade -c ./user_data/Chan/config/ChanLun_BTC_1m.json --strategy ChanLun_BTC_1m --strategy-path ./user_data/Chan/strategies
+# freqtrade backtesting -c ./user_data/Chan/config/ChanLun_BTC_1m.json --strategy ChanLun_BTC_1m --strategy-path ./user_data/Chan/strategies --timerange=20260501-
+# freqtrade download-data -c ./user_data/Chan/config/ChanLun_BTC_1m.json -t 1m 1m 1h 1d 1M --pairs BTC/USDT:USDT --timerange=20250405-
+# freqtrade download-data -c ./user_data/Chan/config/ChanLun_BTC_1m.json -t 1m 1h 1d 1M --pairs BTC/USDT --timerange=20170101-
+# freqtrade hyperopt --hyperopt-loss SharpeHyperOptLossDaily --spaces roi --strategy ChanLun_BTC_1m --strategy-path ./user_data/Chan/strategies -c ./user_data/Chan/config/ChanLun_BTC_1m.json -e 200 --timerange=20250201-20250901
+# freqtrade edge -c ./user_data/Chan/config/ChanLun_BTC_1m.json --strategy ChanLun_BTC_1m --strategy-path ./user_data/Chan/strategies --timerange 20250721-20250901
+# freqtrade plot-dataframe -c ./user_data/Chan/config/ChanLun_BTC_1m.json --strategy ChanLun_BTC_1m --strategy-path ./user_data/Chan/strategies --timerange 20250721-20250901
+
+# sudo docker compose run --rm chanlun_btc backtesting -c ./user_data/Chan/config/ChanLun_BTC_1m.json --strategy ChanLun_BTC_1m --strategy-path ./user_data/Chan/strategies --timerange=20250721-
+# sudo docker compose run --rm chanlun_btc download-data -c ./user_data/Chan/config/ChanLun_BTC_1m.json --pairs BTC/USDT:USDT -t 1m --timerange 20240101-
+# sudo docker compose run --rm chanlun_btc trade -c ./user_data/Chan/config/ChanLun_BTC_1m.json --strategy ChanLun_BTC_1m --strategy-path ./user_data/Chan/strategies
+
+class ChanLun_BTC_1m(IStrategy):
+	"""
+	交易核心（缠论）：
+	- 仅在缠论一/二/三类买卖点出现时交易。
+	- 信号触发条件：前一笔被确认（bi.is_sure）时，该笔 end_klc 已被标记为 B1/B2/B3 或 S1/S2/S3。
+	- 不使用未确认笔，不使用“状态猜测”列。
+	"""
+	INTERFACE_VERSION: int = 3
+	# Minimal ROI designed for the strategy.
+	# This attribute will be overridden if the config file contains "minimal_roi"
+	# 30m and 1h
+ 
+	minimal_roi = {
+		"0": 0.05,
+		"60": 0.03,
+		"120": 0.01,
+		"180": 0
+	}
+	# 5m and 15m
+	minimal_roi_1 = {
+		"0": 0.1,
+		"60": 0.05,
+		"120": 0.02,
+		"240": 0
+	}
+	# 15m and 30m
+	minimal_roi_1 = {
+		"0": 0.1,
+		"240": 0.05,
+		"480": 0.03,
+		"600": 0
+	}
+	minimal_roi_1 = {
+		"0": 1.50,
+		"120": 0.05,
+		"240": 0.025,
+		"360": 0
+	}
+	
+	can_short = True
+	lev = 1.0
+	stoploss = -0.3  # 设置为很大的负值，让custom_stoploss来控制
+ 
+	trailing_stop = False
+	trailing_stop_positive = 0.03
+	trailing_stop_positive_offset = 0.06
+	trailing_only_offset_is_reached = False
+
+	# 关闭分批止盈/仓位调整
+	startup_candle_count = 500
+	# 以 1m 为基础周期时，1h = 60 根K线（用于读取 resample_60_* 列并做确认延迟）
+	chan = ChanLun()
+	def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+		dataframe = self.add_indicators(dataframe)
+		dataframe['bsp_state'] = self.chan.get_bsp_state(dataframe)
+		return dataframe
+	def add_indicators(self, df):
+		fast = 12
+		slow = 26
+		period = 9
+		macd = ta.MACD(df, fastperiod=fast, slowperiod=slow, signalperiod=period)
+		df['atr'] = ta.ATR(df, timeperiod=14)
+		df['macd'] = macd['macd']
+		df['macdsignal'] = macd['macdsignal']
+		df['macdhist'] = macd['macdhist']
+		df['ema24'] = ta.EMA(df, timeperiod=24)
+		df['ema52'] = ta.EMA(df, timeperiod=52)
+		return df
+
+	def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+		dataframe.loc[
+			(
+				(dataframe['bsp_state'].shift(1) == -1)
+			),
+			['enter_long', 'enter_tag']] = (1, 'long_signal_chan')
+		dataframe.loc[
+			(
+				(dataframe['bsp_state'].shift(1) == 1)
+			),
+			['enter_short', 'enter_tag']] = (1, 'short_signal_chan')
+		return dataframe
+	def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+		# 出场和进场共用同一套“确认笔 + end_klc 买卖点”语义。
+		dataframe.loc[
+			(
+				(dataframe['bsp_state'].shift(1) == 1)
+			),
+			['exit_long', 'exit_tag']] = (1, 'long_signal_chan')
+		dataframe.loc[
+			(
+				(dataframe['bsp_state'].shift(1) == -1)
+			),
+			['exit_short', 'exit_tag']] = (1, 'short_signal_chan')
+		return dataframe
+	def leverage(self, pair: str, current_time: datetime, current_rate: float,
+				 proposed_leverage: float, max_leverage: float, entry_tag: Optional[str], side: str,
+				 **kwargs) -> float:
+		return self.lev
+	def get_ticker_indicator(self):
+		return int(self.timeframe[:-1])