添加策略

user_data/strategies/SimpleRSIStrategyOptimized.py

@@ -0,0 +1,66 @@
+import talib.abstract as ta
+import pandas as pd
+import numpy as np
+from freqtrade.strategy import IStrategy
+import logging
+
+logger = logging.getLogger(__name__)
+
+
+class SimpleRSIStrategyOptimized(IStrategy):
+    INTERFACE_VERSION = 3
+    can_short: bool = False
+    stoploss = -0.05
+    minimal_roi = {"0": 100}  # 由止盈逻辑替代
+    timeframe = '1d'
+
+    # === 策略参数（可优化）===
+    ema_short = 10
+    ema_long = 20
+    rsi_period = 6
+    rsi_oversold = 20
+
+    def populate_indicators(self, dataframe: pd.DataFrame, metadata: dict) -> pd.DataFrame:
+        # EMA
+        dataframe['ema_short'] = ta.EMA(dataframe['close'], timeperiod=self.ema_short)
+        dataframe['ema_long'] = ta.EMA(dataframe['close'], timeperiod=self.ema_long)
+
+        # RSI
+        dataframe['rsi'] = ta.RSI(dataframe['close'], timeperiod=self.rsi_period)
+
+        # 辅助：昨日值（shift 1）
+        dataframe['ema_short_prev'] = dataframe['ema_short'].shift(1)
+        dataframe['rsi_prev'] = dataframe['rsi'].shift(1)
+
+        return dataframe
+
+    def populate_entry_trend(self, dataframe: pd.DataFrame, metadata: dict) -> pd.DataFrame:
+        dataframe.loc[
+            (
+            # 趋势条件：EMA 短期 > 长期 且 短期 EMA 上升
+            (dataframe['ema_short'] > dataframe['ema_long']) &
+            (dataframe['ema_short'] > dataframe['ema_short_prev']) &
+
+            # RSI 超卖后反弹
+            (dataframe['rsi_prev'] <= self.rsi_oversold) &
+            (dataframe['rsi'] > dataframe['rsi_prev'])
+            ),
+            'enter_long',
+        ] = 1
+
+        return dataframe
+
+    def populate_exit_trend(self, dataframe: pd.DataFrame, metadata: dict) -> pd.DataFrame:
+
+        dataframe.loc[
+            (
+            # 趋势破坏：EMA 死叉
+            (dataframe['ema_short'] < dataframe['ema_long']) |
+            # 或价格跌破长期 EMA（支撑失效）
+            (dataframe['close'] < dataframe['ema_long'])
+        ),
+            'exit_long',
+        ] = 1
+
+
+        return dataframe