# 管道验证用桩策略:只证明数据->回测->报告链路通,不代表任何真实边际,禁止直接实盘 from pandas import DataFrame import talib.abstract as ta from freqtrade.strategy import IStrategy class ResearchStub(IStrategy): INTERFACE_VERSION = 3 timeframe = "15m" can_short = False minimal_roi = { "0": 0.05, "60": 0.02, "120": 0.01, } stoploss = -0.08 startup_candle_count = 30 def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14) return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ dataframe["rsi"] < 30, ["enter_long", "enter_tag"] ] = (1, "rsi_oversold") return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ dataframe["rsi"] > 70, ["exit_long", "exit_tag"] ] = (1, "rsi_overbought") return dataframe