TIANHE
56 lines
2.1 KiB
Python
56 lines
2.1 KiB
Python
# ============================================================
|
|
# 双均线策略 (支持外部参数配置)
|
|
# Dual Moving Average Strategy with External Parameters
|
|
# ============================================================
|
|
#
|
|
# 使用方法:
|
|
# 1. 在交易助手中选择此指标
|
|
# 2. 根据不同币种配置不同参数
|
|
# - BTC/USDT: sma_short=5, sma_long=10
|
|
# - ETH/USDT: sma_short=5, sma_long=20
|
|
#
|
|
# ============================================================
|
|
|
|
# === 参数声明 (会在前端表单中显示) ===
|
|
# @param sma_short int 14 短期均线周期
|
|
# @param sma_long int 28 长期均线周期
|
|
|
|
# === 获取参数 (带默认值作为后备) ===
|
|
sma_short_period = params.get('sma_short', 14)
|
|
sma_long_period = params.get('sma_long', 28)
|
|
|
|
# === 指标信息 ===
|
|
my_indicator_name = "双均线策略"
|
|
my_indicator_description = f"短期{sma_short_period}/长期{sma_long_period}均线交叉策略"
|
|
|
|
# === 计算均线 ===
|
|
df = df.copy()
|
|
sma_short = df["close"].rolling(sma_short_period).mean()
|
|
sma_long = df["close"].rolling(sma_long_period).mean()
|
|
|
|
# === 生成买卖信号 ===
|
|
# 金叉：短期均线上穿长期均线
|
|
buy = (sma_short > sma_long) & (sma_short.shift(1) <= sma_long.shift(1))
|
|
# 死叉：短期均线下穿长期均线
|
|
sell = (sma_short < sma_long) & (sma_short.shift(1) >= sma_long.shift(1))
|
|
|
|
df["buy"] = buy.fillna(False).astype(bool)
|
|
df["sell"] = sell.fillna(False).astype(bool)
|
|
|
|
# === 买卖标记点 (用于K线图显示) ===
|
|
buy_marks = [df["low"].iloc[i] * 0.995 if df["buy"].iloc[i] else None for i in range(len(df))]
|
|
sell_marks = [df["high"].iloc[i] * 1.005 if df["sell"].iloc[i] else None for i in range(len(df))]
|
|
|
|
# === 图表输出配置 ===
|
|
output = {
|
|
"name": my_indicator_name,
|
|
"plots": [
|
|
{"name": f"SMA{sma_short_period}", "data": sma_short.tolist(), "color": "#FF9800", "overlay": True},
|
|
{"name": f"SMA{sma_long_period}", "data": sma_long.tolist(), "color": "#3F51B5", "overlay": True}
|
|
],
|
|
"signals": [
|
|
{"type": "buy", "text": "B", "data": buy_marks, "color": "#00E676"},
|
|
{"type": "sell", "text": "S", "data": sell_marks, "color": "#FF5252"}
|
|
]
|
|
}
|