def trading_strategy(df, para): # 策略参数 n = int(para[0]) # 取平均线和标准差的参数 m = para[1] # 标准差的倍数 ma_n = para[2] # MA指标的参数 volatility_factor = 2 # 波动率因子,可以根据实际情况调整 # 计算均线和标准差 close = df['close'].values ma = np.mean(close[-n:]) std = np.std(close[-n:], ddof=1) # 计算上下轨道 upper = ma + volatility_factor * std lower = ma - volatility_factor * std # 计算MA指标 ma_values = df['close'].rolling(ma_n).mean().values ma_current = ma_values[-1] ma_previous = ma_values[-2] # 寻找交易信号 signal = 0 close_current = close[-1] close_previous = close[-2] # 做多信号 if (close_current > upper) and (close_previous <= upper) and (close_current > ma_current) and (close_previous <= ma_previous) and (std < volatility_factor * ma_current): signal = 1 # 做空信号 elif (close_current < lower) and (close_previous >= lower) and (close_current < ma_current) and (close_previous >= ma_previous) and (std < volatility_factor * ma_current): signal = -1 # 平仓信号 elif ((close_current < ma) and (close_previous >= ma)) or ((close_current > ma) and (close_previous <= ma)): signal = 0 return signal将面的代码的n、m参数组合代码
时间: 2024-03-24 10:40:41 浏览: 51
mempool_hook_userdef_0924
这个策略的参数组合是一个包含三个参数的列表,分别是n、m、ma_n,其中n为取平均线和标准差的参数,m为标准差的倍数,ma_n为MA指标的参数。您可以通过定义不同的列表来进行参数组合,例如:
```
parameters = [[10, 2, 5], [20, 2, 10], [30, 3, 20]]
```
这里定义了三个不同的参数组合,分别是[10, 2, 5]、[20, 2, 10]和[30, 3, 20]。然后在程序中可以进行循环调用,例如:
```
for para in parameters:
signal = trading_strategy(df, para)
# do something with signal
```
这样就可以对同一份数据使用不同的参数组合进行策略测试了。
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