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64 lines
1.5 KiB
64 lines
1.5 KiB
package strategy |
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import ( |
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"sig-pub/pkg/types" |
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) |
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// GoldX 金叉策略 |
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type GoldX struct { |
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ISigStrategy |
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} |
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func (s *GoldX) New() ISigStrategy { |
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return &GoldX{} |
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} |
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func (s *GoldX) Meta() StrategyMeta { |
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return StrategyMeta{ |
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Name: "GoldX", |
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Desc: "金叉策略", |
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Input: []types.InputArg{ |
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{Name: "fast", Type: types.InputTypeUInt, Desc: "macd快线周期"}, |
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{Name: "slow", Type: types.InputTypeUInt, Desc: "macd慢线周期"}, |
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{Name: "singal", Type: types.InputTypeUInt, Desc: "macd信号线周期"}, |
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}, |
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} |
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} |
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// Init 校验参数, 并根据参数初始化策略 |
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func (s *GoldX) Init(input types.Input) (err error) { |
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return |
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} |
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func (s *GoldX) CandlePeriods(ctx ISingleSigStrategyContext) int16 { |
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return max( |
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ctx.Indicator("MACD", ctx.Input()).CandlePeriods(), |
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) |
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} |
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func (s *GoldX) Update(ctx ISingleSigStrategyContext) (side types.Side) { |
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macd := ctx.Indicator("MACD", ctx.Input()) |
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macdHist := macd.Get(0) |
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macdDea := macd.StateSeries("dea", 0, 2) |
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macdDif := macd.StateSeries("dif", 0, 2) |
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// todo 包装方法 crossover/crossunder |
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// 1.MACD DIF线接近或上穿零轴（表示整体多头市场） |
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crossover := macdDif[0] > macdDea[0] && macdDif[1] < macdDea[1] // 上穿 |
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crossunder := macdDif[0] < macdDea[0] && macdDif[1] > macdDea[1] // 下穿 |
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if crossover { |
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// 2.附加确认条件: 柱状图从负值转为正值 |
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if macdHist > 0 { |
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// todo 3.成交量放大（结合 OBV 等指标验证资金流入）。 |
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return types.SideLong |
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} |
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} |
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if crossunder { |
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if macdHist < 0 { |
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return types.SideShort |
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} |
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} |
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return |
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}
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