fish
34 lines
900 B
Python
34 lines
900 B
Python
"""振幅锁仓策略计算引擎"""
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def compute_amp_5d(diffs: list[float]) -> float:
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"""近5日均振幅 = round(mean of 5 diffs)"""
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if len(diffs) < 5:
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return 0.0
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return round(sum(diffs[-5:]) / 5)
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def check_stop_profit(
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active_profits: list[float],
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locked_losses: list[float],
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daily_hands: int,
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amp_threshold: float,
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) -> bool:
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"""止盈条件: total_floating_profit >= N * A"""
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total = sum(active_profits) + sum(locked_losses)
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return total >= daily_hands * amp_threshold
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def check_lock(
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open_price: float,
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current_price: float,
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lock_threshold: float,
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) -> bool:
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"""锁仓条件: 空单亏损 >= 开仓时的振幅阈值"""
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return (current_price - open_price) >= lock_threshold
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def should_meltdown(lock_count: int, max_locks: int = 3) -> bool:
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"""锁仓次数达到上限时熔断"""
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return lock_count >= max_locks
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