上传文件至「/」

template_four_way_edge.py

@@ -0,0 +1,83 @@
+# ============================================================
+# QuantDinger 四路信号空壳模板（契约 v1）
+# ------------------------------------------------------------
+# 复制到指标 IDE 作为新策略起点；与平台默认模板一致。
+# 文档: docs/SIGNAL_EXECUTION_STANDARD_CN.md
+# ============================================================
+
+my_indicator_name = "四路信号策略模板"
+my_indicator_description = "在此填写策略逻辑说明；默认双均线示例，可整体替换计算段。"
+
+# --- QuantDinger execution contract (v1) ---
+# signal_form: four_way
+# exit_owner: engine
+# flip_mode: R2
+
+# @strategy stopLossPct 0.03
+# @strategy takeProfitPct 0.06
+# @strategy entryPct 0.25
+# @strategy trailingEnabled false
+# @strategy tradeDirection both
+
+# 说明：close_* 只表达趋势反转时的结构性平仓；固定价格风控由 engine 负责。
+# 若把 TP/SL/轨道触及退出写进 close_*，请改为 exit_owner: indicator。
+
+# @param fast_period int 10 快线 EMA 周期
+# @param slow_period int 30 慢线 EMA 周期
+
+
+def edge(s):
+    s = s.fillna(False).astype(bool)
+    return s & ~s.shift(1).fillna(False)
+
+
+fast_period = int(params.get("fast_period", 10))
+slow_period = int(params.get("slow_period", 30))
+
+df = df.copy()
+
+ema_fast = df["close"].ewm(span=fast_period, adjust=False).mean()
+ema_slow = df["close"].ewm(span=slow_period, adjust=False).mean()
+
+golden = (ema_fast > ema_slow) & (ema_fast.shift(1) <= ema_slow.shift(1))
+death = (ema_fast < ema_slow) & (ema_fast.shift(1) >= ema_slow.shift(1))
+
+raw_open_long = golden
+raw_open_short = death
+raw_close_long = death
+raw_close_short = golden
+
+df["open_long"] = edge(raw_open_long)
+df["open_short"] = edge(raw_open_short)
+df["close_long"] = edge(raw_close_long)
+df["close_short"] = edge(raw_close_short)
+
+n = len(df)
+open_long_marks = [
+    df["low"].iloc[i] * 0.995 if bool(df["open_long"].iloc[i]) else None for i in range(n)
+]
+open_short_marks = [
+    df["high"].iloc[i] * 1.005 if bool(df["open_short"].iloc[i]) else None for i in range(n)
+]
+
+output = {
+    "name": my_indicator_name,
+    "plots": [
+        {
+            "name": f"EMA{fast_period}",
+            "data": ema_fast.fillna(0).tolist(),
+            "color": "#FF9800",
+            "overlay": True,
+        },
+        {
+            "name": f"EMA{slow_period}",
+            "data": ema_slow.fillna(0).tolist(),
+            "color": "#3F51B5",
+            "overlay": True,
+        },
+    ],
+    "signals": [
+        {"type": "buy", "text": "L", "data": open_long_marks, "color": "#00E676"},
+        {"type": "sell", "text": "S", "data": open_short_marks, "color": "#FF5252"},
+    ],
+}