增加交易策略、交易指标、量化库代码等文件夹

1.交易策略/1.CTA策略/1.松鼠策略/8.松鼠SF17_一个穿越牛熊的普适策略/使用文稿/TBQ/源码多.txt

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+//------------------------------------------------------------------------
+// 简称: VIP17_duo
+// 名称: VIP17_duo
+// 类别: 公式应用
+// 类型: 用户应用
+// 输出: Void
+//------------------------------------------------------------------------
+
+Params
+
+	Numeric Fund(20000);       // 投入保证金	
+Vars
+	Numeric Lots(0);                 // 交易手数
+	Numeric totalScore(5); // 开仓分数阈值，目前都是等权分配，总共6个指标及6分。
+    Numeric rpmPeriod(14); // RPM Period
+    Numeric bboPeriod(16); // BBO Period
+    Numeric macdFastPeriod(12); // MACD Fast Period
+    Numeric macdSlowPeriod(24); // MACD Slow Period
+    Numeric macdSignalPeriod(9); // MACD Signal Period
+    Numeric rsiPeriod(14); // RSI Period
+    Numeric cciPeriod(14); // CCI Period
+    Numeric stochasticKLength(14); // Stochastic %K Length
+    Numeric stochasticKSmoothing(1); // Stochastic %K Smoothing
+    Numeric stochasticDSmoothing(3); // Stochastic %D Smoothing
+    Numeric supertrendPeriod(10); // SUPERTREND Period
+    Numeric supertrendFactor(2); // SUPERTREND Factor
+    Series<Numeric> rpmValue; // RPM Value
+    Series<Numeric> bboValue; // BBO Value
+    Series<Numeric> macdValue; // MACD Value
+    Series<Numeric> macdSignal; // MACD Signal Line
+    Series<Numeric> macdHist; // MACD Histogram
+    Series<Numeric> rsiValue; // RSI Value
+    Series<Numeric> stochasticValue; // Stochastic Value
+    Series<Numeric> cciValue; // CCI Value
+    Series<Numeric> supertrendValue; // SUPERTREND Value
+	Series<Numeric> netChgAvg ;
+	Series<Numeric> totChgAvg ;
+	Series<Numeric> score;
+	Numeric EntryStrength(90);       // 趋势强度的进场值
+	Numeric Length(5);               // 强弱指标和通道计算的周期值
+    Series<Numeric> CloseChange;     // 收盘价变动值
+    Numeric i;                       // 循环控制变量
+    Numeric UpCloses;                // 收盘价上涨累计值
+    Numeric DnCloses;                // 收盘价下跌累计值
+    Numeric SumChange;               // 收盘价变动累计值
+    Series<Numeric> MarketStrength;  // 市场强弱指标
+    Plot plt1; // 用于画图的对象
+Events
+    OnInit()
+    {
+    	Range[0:DataCount-1]
+		{
+			//=========数据源相关设置==============
+			AddDataFlag(Enum_Data_RolloverBackWard());	//设置后复权
+
+			AddDataFlag(Enum_Data_RolloverRealPrice());	//设置映射真实价格
+
+			AddDataFlag(Enum_Data_AutoSwapPosition());	//设置自动换仓
+
+
+			//AddDataFlag(Enum_Data_IgnoreSwapSignalCalc());	//设置忽略换仓信号计算
+		}
+        // 创建第一个副图
+        plt1.figure(0);  // 独立副图区域
+        plt1.setOption("Score", "width", Enum_7Pix);  // 将指标“MA1”的输出线宽设置为3像素
+        plt1.setOption("Score","color",Blue);
+    }
+    
+    OnBar(ArrayRef<Integer> indexs)
+    {
+    	    	// 计算交易手数
+        Lots = Max(1, Round(Fund/(O*ContractUnit*BigPointValue* MarginRatio/rollover), 0));
+    	// 计算市场强弱指标
+        CloseChange = Close - Close[1];
+        UpCloses = 0;
+        DnCloses = 0;
+        For i = 0 To Length-1
+        {
+            // 收盘价上涨计入涨幅累计
+            If(CloseChange[i] > 0)
+                UpCloses = UpCloses + CloseChange[i];
+            // 否则计入跌幅累计
+            Else
+                DnCloses = DnCloses + CloseChange[i];
+        }
+        // 计算周期内涨跌
+        SumChange = Summation(CloseChange, Length);
+        // 周期内上涨，计算上涨强度，0-100之间
+        If(SumChange >= 0)
+        {
+            MarketStrength = SumChange / UpCloses * 100;
+        }
+        // 周期内下跌，计算下跌强度，0-100之间
+        Else
+        {
+            MarketStrength = SumChange / Abs(DnCloses) * 100;
+        }
+        
+        // 计算 MACD 值
+        Numeric emaFast = XAverage(Close, macdFastPeriod);
+        Numeric emaSlow = XAverage(Close, macdSlowPeriod);
+        macdValue = emaFast - emaSlow;
+        macdSignal = XAverage(macdValue, macdSignalPeriod);
+        macdHist = macdValue - macdSignal;
+
+        // 计算 RSI 值
+        Numeric SF = 1 / rsiPeriod;
+        Numeric change = Close - Close[1];
+        If(CurrentBar <= rsiPeriod - 1)
+        {
+            netChgAvg = (Close - Close[rsiPeriod]) / rsiPeriod;
+            totChgAvg = Average(Abs(Close - Close[1]), rsiPeriod);
+        }
+        Else
+        {
+            netChgAvg = netChgAvg[1] + SF * (change - netChgAvg[1]);
+            totChgAvg = totChgAvg[1] + SF * (Abs(change) - totChgAvg[1]);
+        }
+        If(totChgAvg <> 0)
+        {
+            rsiValue = 50 * (netChgAvg / totChgAvg + 1);
+        }
+        Else
+        {
+            rsiValue = 50;
+        }
+
+        // 计算 Stochastic 值
+        Numeric highestHigh = Highest(High, stochasticKLength);
+        Numeric lowestLow = Lowest(Low, stochasticKLength);
+        Numeric stochasticRaw = (Close - lowestLow) / (highestHigh - lowestLow) * 100;
+        stochasticValue = Average(stochasticRaw, stochasticKSmoothing);
+
+        // 计算 CCI 值
+        Numeric typicalPrice = (High + Low + Close) / 3;
+        Numeric smaTypicalPrice = Average(typicalPrice, cciPeriod);
+        Numeric meanDeviation = Summation(Abs(typicalPrice - smaTypicalPrice), cciPeriod) / cciPeriod;
+        If(meanDeviation <> 0)
+        {
+            cciValue = (typicalPrice - smaTypicalPrice) / (0.015 * meanDeviation);
+        }
+        Else
+        {
+            cciValue = 0;
+        }
+
+        // 计算 SUPERTREND 值
+        Numeric atr = AvgTrueRange(supertrendPeriod);
+        Numeric basicUpperBand = (High + Low) / 2 + supertrendFactor * atr;
+        Numeric basicLowerBand = (High + Low) / 2 - supertrendFactor * atr;
+        Numeric finalUpperBand = IIF(basicUpperBand < supertrendValue[1] || Close[1] > supertrendValue[1], basicUpperBand, supertrendValue[1]);
+        Numeric finalLowerBand = IIF(basicLowerBand > supertrendValue[1] || Close[1] < supertrendValue[1], basicLowerBand, supertrendValue[1]);
+        supertrendValue = IIF(Close > supertrendValue[1], finalLowerBand, finalUpperBand);
+		
+		// 设置多头条件
+		Bool macdCondition = macdValue > macdSignal;
+		Bool rsiCondition = rsiValue >50;
+		Bool stochasticCondition = stochasticValue > 50;
+		Bool cciCondition = cciValue >0;
+		Bool supertrendCondition = Close > supertrendValue;
+		Bool Marketbool = MarketStrength >= EntryStrength;
+		
+		 // 计算得分
+        score = 0;
+        If(macdCondition)
+        {
+            score = score + 1;
+        }
+        If(rsiCondition)
+        {
+            score = score + 1;
+        }
+        If(stochasticCondition)
+        {
+            score = score + 1;
+        }
+        If(cciCondition)
+        {
+            score = score + 1;
+        }
+        If(supertrendCondition)
+        {
+            score = score + 1;
+        }
+        if(Marketbool)
+        {
+        	score = score + 1;
+        }
+
+        // 在副图显示得分
+        Commentary("Score: " + Text(score));
+
+
+		plt1.barv("Score",score);
+        // 判断是否达到条件数量
+        If(score == totalScore)
+        {
+            Commentary("All conditions met!");
+        }
+        // 开多条件
+        If(score[1] >= totalScore And MarketPosition == 0 ) //
+        {
+            Buy(Lots, Open);
+        }
+
+        // 平仓条件
+        If(score[1] == 0 And MarketPosition == 1)
+        {
+            Sell(0, Open);
+        }
+
+		// 在副图显示条件成立和不成立
+		
+		If(macdCondition)
+		{
+			PlotAuto("MACD_Condition",1,1,Green,Enum_Line,Enum_Solid,Enum_7Pix);
+		}
+		Else
+		{
+			PlotAuto("MACD_Condition",1,1,Red,Enum_Line,Enum_Solid,Enum_7Pix);
+		}
+
+		If(rsiCondition)
+		{
+			PlotAuto("RSI_Condition",2,2,Green,Enum_Line,Enum_Solid,Enum_7Pix);
+		}
+		Else
+		{
+			PlotAuto("RSI_Condition",2,2,Red,Enum_Line,Enum_Solid,Enum_7Pix);
+		}
+
+		If(stochasticCondition)
+		{
+			PlotAuto("Stochastic_Condition", 3,3,Green,Enum_Line,Enum_Solid,Enum_7Pix);
+		}
+		Else
+		{
+			PlotAuto("Stochastic_Condition", 3,3,Red,Enum_Line,Enum_Solid,Enum_7Pix);
+		}
+
+		If(cciCondition)
+		{
+			PlotAuto("CCI_Condition", 4,4,Green,Enum_Line,Enum_Solid,Enum_7Pix);
+		}
+		Else
+		{
+			PlotAuto("CCI_Condition", 4,4,Red,Enum_Line,Enum_Solid,Enum_7Pix);
+		}
+
+		If(supertrendCondition)
+		{
+			PlotAuto("Supertrend_Condition", 5,5,Green,Enum_Line,Enum_Solid,Enum_7Pix);
+		}
+		Else
+		{
+			PlotAuto("Supertrend_Condition", 5,5,Red,Enum_Line,Enum_Solid,Enum_7Pix);
+		}
+		If(Marketbool)
+		{
+			PlotAuto("Marketbool", 6,6,Green,Enum_Line,Enum_Solid,Enum_7Pix);
+		}
+		Else
+		{
+			PlotAuto("Marketbool", 6,6,Red,Enum_Line,Enum_Solid,Enum_7Pix);
+		}
+		
+    }
+//------------------------------------------------------------------------
+// 编译版本	2024/11/27 145803
+// 版权所有	songshu123
+// 更改声明	TradeBlazer Software保留对TradeBlazer平台
+//			每一版本的TradeBlazer公式修改和重写的权利
+//------------------------------------------------------------------------

1.交易策略/1.CTA策略/1.松鼠策略/8.松鼠SF17_一个穿越牛熊的普适策略/使用文稿/TBQ/源码空.txt

@@ -0,0 +1,274 @@
+//------------------------------------------------------------------------
+// 简称: vip17_kong
+// 名称: vip17_kong
+// 类别: 公式应用
+// 类型: 用户应用
+// 输出: Void
+//------------------------------------------------------------------------
+Params
+	Numeric Fund(20000);       // 投入保证金		
+
+Vars
+	Numeric Lots(0);                 // 交易手数
+	Numeric totalScore(5); //  开仓分数阈值，目前都是等权分配，总共6个指标及6分。
+    Numeric rpmPeriod(14); // RPM Period
+    Numeric bboPeriod(16); // BBO Period
+    Numeric macdFastPeriod(12); // MACD Fast Period
+    Numeric macdSlowPeriod(24); // MACD Slow Period
+    Numeric macdSignalPeriod(9); // MACD Signal Period
+    Numeric rsiPeriod(14); // RSI Period
+    Numeric cciPeriod(14); // CCI Period
+    Numeric stochasticKLength(14); // Stochastic %K Length
+    Numeric stochasticKSmoothing(1); // Stochastic %K Smoothing
+    Numeric stochasticDSmoothing(3); // Stochastic %D Smoothing
+    Numeric supertrendPeriod(10); // SUPERTREND Period
+    Numeric supertrendFactor(2); // SUPERTREND Factor
+    Series<Numeric> rpmValue; // RPM Value
+    Series<Numeric> bboValue; // BBO Value
+    Series<Numeric> macdValue; // MACD Value
+    Series<Numeric> macdSignal; // MACD Signal Line
+    Series<Numeric> macdHist; // MACD Histogram
+    Series<Numeric> rsiValue; // RSI Value
+    Series<Numeric> stochasticValue; // Stochastic Value
+    Series<Numeric> cciValue; // CCI Value
+    Series<Numeric> supertrendValue; // SUPERTREND Value
+	Series<Numeric> netChgAvg ;
+	Series<Numeric> totChgAvg ;
+	Series<Numeric> score;
+	Numeric EntryStrength(90);       // 趋势强度的进场值
+	Numeric Length(5);               // 强弱指标和通道计算的周期值
+    Series<Numeric> CloseChange;     // 收盘价变动值
+    Numeric i;                       // 循环控制变量
+    Numeric UpCloses;                // 收盘价上涨累计值
+    Numeric DnCloses;                // 收盘价下跌累计值
+    Numeric SumChange;               // 收盘价变动累计值
+    Series<Numeric> MarketStrength;  // 市场强弱指标
+    Plot plt1; // 用于画图的对象
+Events
+    OnInit()
+    {
+    	Range[0:DataCount-1]
+		{
+			//=========数据源相关设置==============
+			AddDataFlag(Enum_Data_RolloverBackWard());	//设置后复权
+
+			AddDataFlag(Enum_Data_RolloverRealPrice());	//设置映射真实价格
+
+			AddDataFlag(Enum_Data_AutoSwapPosition());	//设置自动换仓
+
+
+			//AddDataFlag(Enum_Data_IgnoreSwapSignalCalc());	//设置忽略换仓信号计算
+		}
+        // 创建第一个副图
+        plt1.figure(0);  // 独立副图区域
+        plt1.setOption("Score", "width", Enum_7Pix);  // 将指标“MA1”的输出线宽设置为3像素
+        plt1.setOption("Score","color",Blue);
+    }
+    
+    OnBar(ArrayRef<Integer> indexs)
+    {
+    	// 计算交易手数
+        Lots = Max(1, Round(Fund/(O*ContractUnit*BigPointValue* MarginRatio/rollover), 0));
+    	 // 计算市场强弱指标
+        CloseChange = Close - Close[1];
+        UpCloses = 0;
+        DnCloses = 0;
+        For i = 0 To Length-1
+        {
+            // 收盘价上涨计入涨幅累计
+            If(CloseChange[i] > 0)
+                UpCloses = UpCloses + CloseChange[i];
+            // 否则计入跌幅累计
+            Else
+                DnCloses = DnCloses + CloseChange[i];
+        }
+        // 计算周期内涨跌
+        SumChange = Summation(CloseChange, Length);
+        // 周期内上涨，计算上涨强度，0-100之间
+        If(SumChange >= 0)
+        {
+            MarketStrength = SumChange / UpCloses * 100;
+        }
+        // 周期内下跌，计算下跌强度，0-100之间
+        Else
+        {
+            MarketStrength = SumChange / Abs(DnCloses) * 100;
+        }
+        
+        // 计算 MACD 值
+        Numeric emaFast = XAverage(Close, macdFastPeriod);
+        Numeric emaSlow = XAverage(Close, macdSlowPeriod);
+        macdValue = emaFast - emaSlow;
+        macdSignal = XAverage(macdValue, macdSignalPeriod);
+        macdHist = macdValue - macdSignal;
+
+        // 计算 RSI 值
+        Numeric SF = 1 / rsiPeriod;
+        Numeric change = Close - Close[1];
+        If(CurrentBar <= rsiPeriod - 1)
+        {
+            netChgAvg = (Close - Close[rsiPeriod]) / rsiPeriod;
+            totChgAvg = Average(Abs(Close - Close[1]), rsiPeriod);
+        }
+        Else
+        {
+            netChgAvg = netChgAvg[1] + SF * (change - netChgAvg[1]);
+            totChgAvg = totChgAvg[1] + SF * (Abs(change) - totChgAvg[1]);
+        }
+        If(totChgAvg <> 0)
+        {
+            rsiValue = 50 * (netChgAvg / totChgAvg + 1);
+        }
+        Else
+        {
+            rsiValue = 50;
+        }
+
+        // 计算 Stochastic 值
+        Numeric highestHigh = Highest(High, stochasticKLength);
+        Numeric lowestLow = Lowest(Low, stochasticKLength);
+        Numeric stochasticRaw = (Close - lowestLow) / (highestHigh - lowestLow) * 100;
+        stochasticValue = Average(stochasticRaw, stochasticKSmoothing);
+
+        // 计算 CCI 值
+        Numeric typicalPrice = (High + Low + Close) / 3;
+        Numeric smaTypicalPrice = Average(typicalPrice, cciPeriod);
+        Numeric meanDeviation = Summation(Abs(typicalPrice - smaTypicalPrice), cciPeriod) / cciPeriod;
+        If(meanDeviation <> 0)
+        {
+            cciValue = (typicalPrice - smaTypicalPrice) / (0.015 * meanDeviation);
+        }
+        Else
+        {
+            cciValue = 0;
+        }
+
+        // 计算 SUPERTREND 值
+        Numeric atr = AvgTrueRange(supertrendPeriod);
+        Numeric basicUpperBand = (High + Low) / 2 + supertrendFactor * atr;
+        Numeric basicLowerBand = (High + Low) / 2 - supertrendFactor * atr;
+        Numeric finalUpperBand = IIF(basicUpperBand < supertrendValue[1] || Close[1] > supertrendValue[1], basicUpperBand, supertrendValue[1]);
+        Numeric finalLowerBand = IIF(basicLowerBand > supertrendValue[1] || Close[1] < supertrendValue[1], basicLowerBand, supertrendValue[1]);
+        supertrendValue = IIF(Close > supertrendValue[1], finalLowerBand, finalUpperBand);
+		
+		// 设置空头条件
+		Bool macdCondition = macdValue < macdSignal;
+		Bool rsiCondition = rsiValue <50;
+		Bool stochasticCondition = stochasticValue < 50;
+		Bool cciCondition = cciValue <0;
+		Bool supertrendCondition = Close < supertrendValue;
+		Bool Marketbool = MarketStrength >= EntryStrength;
+		
+		 // 计算得分
+        score = 0;
+        If(macdCondition)
+        {
+            score = score + 1;
+        }
+        If(rsiCondition)
+        {
+            score = score + 1;
+        }
+        If(stochasticCondition)
+        {
+            score = score + 1;
+        }
+        If(cciCondition)
+        {
+            score = score + 1;
+        }
+        If(supertrendCondition)
+        {
+            score = score + 1;
+        }
+        if(Marketbool)
+        {
+        	score = score + 1;
+        }
+
+        // 在副图显示得分
+        Commentary("Score: " + Text(score));
+
+
+		plt1.barv("Score",score);
+        // 判断是否达到条件数量
+        If(score == totalScore)
+        {
+            Commentary("All conditions met!");
+        }
+        // 开空条件
+        If(score[1] >= totalScore And MarketPosition == 0 ) //
+        {
+            SellShort(Lots, Open);
+        }
+
+        // 平仓条件
+        If(score[1] == 0 And MarketPosition == -1)
+        {
+            BuyToCover(0, Open);
+        }
+
+		// 在副图显示条件成立和不成立
+		
+		If(macdCondition)
+		{
+			PlotAuto("MACD_Condition",1,1,Green,Enum_Line,Enum_Solid,Enum_7Pix);
+		}
+		Else
+		{
+			PlotAuto("MACD_Condition",1,1,Red,Enum_Line,Enum_Solid,Enum_7Pix);
+		}
+
+		If(rsiCondition)
+		{
+			PlotAuto("RSI_Condition",2,2,Green,Enum_Line,Enum_Solid,Enum_7Pix);
+		}
+		Else
+		{
+			PlotAuto("RSI_Condition",2,2,Red,Enum_Line,Enum_Solid,Enum_7Pix);
+		}
+
+		If(stochasticCondition)
+		{
+			PlotAuto("Stochastic_Condition", 3,3,Green,Enum_Line,Enum_Solid,Enum_7Pix);
+		}
+		Else
+		{
+			PlotAuto("Stochastic_Condition", 3,3,Red,Enum_Line,Enum_Solid,Enum_7Pix);
+		}
+
+		If(cciCondition)
+		{
+			PlotAuto("CCI_Condition", 4,4,Green,Enum_Line,Enum_Solid,Enum_7Pix);
+		}
+		Else
+		{
+			PlotAuto("CCI_Condition", 4,4,Red,Enum_Line,Enum_Solid,Enum_7Pix);
+		}
+
+		If(supertrendCondition)
+		{
+			PlotAuto("Supertrend_Condition", 5,5,Green,Enum_Line,Enum_Solid,Enum_7Pix);
+		}
+		Else
+		{
+			PlotAuto("Supertrend_Condition", 5,5,Red,Enum_Line,Enum_Solid,Enum_7Pix);
+		}
+		If(Marketbool)
+		{
+			PlotAuto("Marketbool", 6,6,Green,Enum_Line,Enum_Solid,Enum_7Pix);
+		}
+		Else
+		{
+			PlotAuto("Marketbool", 6,6,Red,Enum_Line,Enum_Solid,Enum_7Pix);
+		}
+		
+    }
+
+
+//------------------------------------------------------------------------
+// 编译版本	2024/11/27 150615
+// 版权所有	songshu123
+// 更改声明	TradeBlazer Software保留对TradeBlazer平台
+//			每一版本的TradeBlazer公式修改和重写的权利
+//------------------------------------------------------------------------

1.交易策略/1.CTA策略/1.松鼠策略/8.松鼠SF17_一个穿越牛熊的普适策略/使用文稿/vnpy/VIP17_duo.py

@@ -0,0 +1,210 @@
+from vnpy_ctastrategy import (
+    CtaTemplate,
+    TargetPosTemplate,
+    StopOrder,
+    TickData,
+    BarData,
+    TradeData,
+    OrderData,
+    BarGenerator,
+    ArrayManager,
+)
+import pandas as pd
+import numpy as np
+import talib
+
+class vip17_duo(CtaTemplate):
+    """
+
+    VIP17多头策略
+    基于多个技术指标的多头策略，当满足一定数量的多头条件时开仓
+
+    """
+    author = "松鼠Quant"
+
+    # 策略参数
+    total_score = 5         # 开仓分数阈值
+    entry_strength = 90     # 趋势强度的进场值
+    length = 5             # 强弱指标和通道计算的周期值
+
+    # 指标参数
+    rpm_period = 14        # RPM Period
+    bbo_period = 16        # BBO Period
+    macd_fast_period = 12  # MACD Fast Period
+    macd_slow_period = 24  # MACD Slow Period
+    macd_signal_period = 9 # MACD Signal Period
+    rsi_period = 14        # RSI Period
+    cci_period = 14        # CCI Period
+    stoch_k_period = 14    # Stochastic %K Length
+    stoch_k_smooth = 1     # Stochastic %K Smoothing
+    stoch_d_smooth = 3     # Stochastic %D Smoothing
+    supertrend_period = 10 # SUPERTREND Period
+    supertrend_factor = 2  # SUPERTREND Factor
+
+    parameters = ["total_score", "entry_strength", "length",
+                 "macd_fast_period", "macd_slow_period", "macd_signal_period",
+                 "rsi_period", "cci_period", "stoch_k_period"]
+    
+    variables = ["current_score"]
+
+    def __init__(self, cta_engine, strategy_name, vt_symbol, setting):
+        super().__init__(cta_engine, strategy_name, vt_symbol, setting)
+        
+        self.bg = BarGenerator(self.on_bar)
+        self.am = ArrayManager(size=100)
+        
+        # 指标变量
+        self.current_score = 0
+        self.market_strength = 0
+        self.supertrend_value = 0
+        
+    def on_init(self):
+        """
+        策略初始化
+        """
+        self.write_log("策略初始化")
+        self.load_bar(100)
+
+    def on_start(self):
+        """
+        策略启动
+        """
+        self.write_log("策略启动")
+
+    def on_stop(self):
+        """
+        策略停止
+        """
+        self.write_log("策略停止")
+
+    def on_tick(self, tick: TickData):
+        """
+        Tick数据更新
+        """
+        self.bg.update_tick(tick)
+
+    def calculate_market_strength(self):
+        """计算市场强度指标"""
+        close_change = self.am.close_array[1:] - self.am.close_array[:-1]
+        up_closes = 0
+        dn_closes = 0
+        
+        for i in range(self.length):
+            if close_change[-i-1] > 0:
+                up_closes += close_change[-i-1]
+            else:
+                dn_closes += close_change[-i-1]
+                
+        sum_change = np.sum(close_change[-self.length:])
+        
+        if sum_change >= 0:
+            self.market_strength = (sum_change / up_closes * 100) if up_closes != 0 else 0
+        else:
+            self.market_strength = (sum_change / abs(dn_closes) * 100) if dn_closes != 0 else 0
+            
+        return self.market_strength >= self.entry_strength
+
+    def calculate_supertrend(self):
+        """计算SuperTrend指标"""
+        atr = talib.ATR(self.am.high_array, self.am.low_array, 
+                        self.am.close_array, self.supertrend_period)
+        
+        basic_upper = (self.am.high_array + self.am.low_array) / 2 + self.supertrend_factor * atr
+        basic_lower = (self.am.high_array + self.am.low_array) / 2 - self.supertrend_factor * atr
+        
+        # 简化的SuperTrend计算
+        self.supertrend_value = basic_lower[-1]
+        return self.am.close_array[-1] > self.supertrend_value
+
+    def calculate_score(self):
+        """
+        计算综合得分
+        """
+        score = 0
+        # MACD条件 - 多头信号
+        # 使用talib直接计算MACD
+        macd, signal, hist = talib.MACD(
+            self.am.close_array,
+            fastperiod=self.macd_fast_period,
+            slowperiod=self.macd_slow_period,
+            signalperiod=self.macd_signal_period
+        )
+        
+        if not np.isnan(macd[-1]) and not np.isnan(signal[-1]):
+            if macd[-1] > signal[-1]:  # 多头信号：MACD线在信号线上方
+                score += 1
+                
+        # RSI条件 - 多头信号
+        rsi = talib.RSI(self.am.close_array, timeperiod=self.rsi_period)
+        if not np.isnan(rsi[-1]) and rsi[-1] > 50:  # 多头信号：RSI大于50
+            score += 1
+                
+        # Stochastic条件 - 多头信号
+        k, d = talib.STOCH(
+            self.am.high_array,
+            self.am.low_array,
+            self.am.close_array,
+            fastk_period=self.stoch_k_period,
+            slowk_period=self.stoch_k_smooth,
+            slowd_period=self.stoch_d_smooth
+        )
+        if not np.isnan(k[-1]) and k[-1] > 50:  # 多头信号：K值大于50
+            score += 1
+                
+        # CCI条件 - 多头信号
+        cci = talib.CCI(
+            self.am.high_array,
+            self.am.low_array,
+            self.am.close_array,
+            timeperiod=self.cci_period
+        )
+        if not np.isnan(cci[-1]) and cci[-1] > 0:  # 多头信号：CCI大于0
+            score += 1
+
+        # Supertrend条件
+        if self.calculate_supertrend():
+            score += 1
+            
+        # 市场强度条件
+        if self.calculate_market_strength():
+            score += 1
+            
+        return score
+
+    def on_bar(self, bar: BarData):
+        """
+        K线更新回调
+        """
+        self.am.update_bar(bar)
+        if not self.am.inited:
+            return
+
+        # 计算当前得分
+        self.current_score = self.calculate_score()
+        
+        # 交易信号
+        if self.current_score >= self.total_score and not self.pos:
+            self.buy(bar.close_price + 5, 1)
+        elif self.current_score == 0 and self.pos > 0:
+            self.sell(bar.close_price - 5, abs(self.pos))
+            
+        # 输出当前得分
+        self.put_event()
+        
+    def on_trade(self, trade: TradeData):
+        """
+        成交回调
+        """
+        self.put_event()
+
+    def on_order(self, order: OrderData):
+        """
+        委托回调
+        """
+        pass
+
+    def on_stop_order(self, stop_order: StopOrder):
+        """
+        停止单回调
+        """
+        pass

1.交易策略/1.CTA策略/1.松鼠策略/8.松鼠SF17_一个穿越牛熊的普适策略/使用文稿/vnpy/VIP17_kong.py

@@ -0,0 +1,208 @@
+from vnpy_ctastrategy import (
+    CtaTemplate,
+    TargetPosTemplate,
+    StopOrder,
+    TickData,
+    BarData,
+    TradeData,
+    OrderData,
+    BarGenerator,
+    ArrayManager,
+)
+import pandas as pd
+import numpy as np
+import talib
+
+class vip17_kong(CtaTemplate):
+    """
+    VIP17空头策略
+    基于多个技术指标的空头策略，当满足一定数量的空头条件时开仓
+    """
+    author = "松鼠Quant"
+
+    # 策略参数
+    total_score = 5         # 开仓分数阈值
+    entry_strength = 90     # 趋势强度的进场值
+    length = 5             # 强弱指标和通道计算的周期值
+
+    # 指标参数
+    rpm_period = 14        # RPM Period
+    bbo_period = 16        # BBO Period
+    macd_fast_period = 12  # MACD Fast Period
+    macd_slow_period = 24  # MACD Slow Period
+    macd_signal_period = 9 # MACD Signal Period
+    rsi_period = 14        # RSI Period
+    cci_period = 14        # CCI Period
+    stoch_k_period = 14    # Stochastic %K Length
+    stoch_k_smooth = 1     # Stochastic %K Smoothing
+    stoch_d_smooth = 3     # Stochastic %D Smoothing
+    supertrend_period = 10 # SUPERTREND Period
+    supertrend_factor = 2  # SUPERTREND Factor
+
+    parameters = ["total_score", "entry_strength", "length",
+                 "macd_fast_period", "macd_slow_period", "macd_signal_period",
+                 "rsi_period", "cci_period", "stoch_k_period"]
+    
+    variables = ["current_score"]
+
+    def __init__(self, cta_engine, strategy_name, vt_symbol, setting):
+        super().__init__(cta_engine, strategy_name, vt_symbol, setting)
+        
+        self.bg = BarGenerator(self.on_bar)
+        self.am = ArrayManager(size=100)
+        
+        # 指标变量
+        self.current_score = 0
+        self.market_strength = 0
+        self.supertrend_value = 0
+        
+    def on_init(self):
+        """
+        策略初始化
+        """
+        self.write_log("策略初始化")
+        self.load_bar(100)
+
+    def on_start(self):
+        """
+        策略启动
+        """
+        self.write_log("策略启动")
+
+    def on_stop(self):
+        """
+        策略停止
+        """
+        self.write_log("策略停止")
+
+    def on_tick(self, tick: TickData):
+        """
+        Tick数据更新
+        """
+        self.bg.update_tick(tick)
+
+    def calculate_market_strength(self):
+        """计算市场强度指标"""
+        close_change = self.am.close_array[1:] - self.am.close_array[:-1]
+        up_closes = 0
+        dn_closes = 0
+        
+        for i in range(self.length):
+            if close_change[-i-1] > 0:
+                up_closes += close_change[-i-1]
+            else:
+                dn_closes += close_change[-i-1]
+                
+        sum_change = np.sum(close_change[-self.length:])
+        
+        if sum_change >= 0:
+            self.market_strength = (sum_change / up_closes * 100) if up_closes != 0 else 0
+        else:
+            self.market_strength = (sum_change / abs(dn_closes) * 100) if dn_closes != 0 else 0
+            
+        return self.market_strength <= -self.entry_strength  # 改为判断下跌强度
+
+    def calculate_supertrend(self):
+        """计算SuperTrend指标"""
+        atr = talib.ATR(self.am.high_array, self.am.low_array, 
+                        self.am.close_array, self.supertrend_period)
+        
+        basic_upper = (self.am.high_array + self.am.low_array) / 2 + self.supertrend_factor * atr
+        basic_lower = (self.am.high_array + self.am.low_array) / 2 - self.supertrend_factor * atr
+        
+        # 简化的SuperTrend计算
+        self.supertrend_value = basic_upper[-1]  # 改为上轨
+        return self.am.close_array[-1] < self.supertrend_value  # 改为判断价格低于上轨
+
+    def calculate_score(self):
+        """
+        计算综合得分
+        """
+        score = 0
+        
+        # MACD条件 - 空头信号
+        # 使用talib直接计算MACD
+        macd, signal, hist = talib.MACD(
+            self.am.close_array,
+            fastperiod=self.macd_fast_period,
+            slowperiod=self.macd_slow_period,
+            signalperiod=self.macd_signal_period
+        )
+        
+        if not np.isnan(macd[-1]) and not np.isnan(signal[-1]):
+            if macd[-1] < signal[-1]:  # 空头信号
+                score += 1
+                
+        # RSI条件 - 空头信号
+        rsi = talib.RSI(self.am.close_array, timeperiod=self.rsi_period)
+        if not np.isnan(rsi[-1]) and rsi[-1] < 50:
+            score += 1
+                
+        # Stochastic条件 - 空头信号
+        k, d = talib.STOCH(
+            self.am.high_array,
+            self.am.low_array,
+            self.am.close_array,
+            fastk_period=self.stoch_k_period,
+            slowk_period=self.stoch_k_smooth,
+            slowd_period=self.stoch_d_smooth
+        )
+        if not np.isnan(k[-1]) and k[-1] < 50:
+            score += 1
+                
+        # CCI条件 - 空头信号
+        cci = talib.CCI(
+            self.am.high_array,
+            self.am.low_array,
+            self.am.close_array,
+            timeperiod=self.cci_period
+        )
+        if not np.isnan(cci[-1]) and cci[-1] < 0:
+            score += 1
+            
+        # Supertrend条件 - 空头信号
+        if self.calculate_supertrend():
+            score += 1
+            
+        # 市场强度条件 - 空头信号
+        if self.calculate_market_strength():
+            score += 1
+            
+        return score
+
+    def on_bar(self, bar: BarData):
+        """
+        K线更新回调
+        """
+        self.am.update_bar(bar)
+        if not self.am.inited:
+            return
+
+        # 计算当前得分
+        self.current_score = self.calculate_score()
+        
+        # 交易信号
+        if self.current_score >= self.total_score and not self.pos:
+            self.short(bar.close_price - 5, 1)  # 改为做空
+        elif self.current_score == 0 and self.pos < 0:  # 改为判断空仓
+            self.cover(bar.close_price + 5, abs(self.pos))  # 改为平空
+            
+        self.put_event()
+
+    def on_trade(self, trade: TradeData):
+        """
+        成交回调
+        """
+        self.put_event()
+
+    def on_order(self, order: OrderData):
+        """
+        委托回调
+        """
+        pass
+
+    def on_stop_order(self, stop_order: StopOrder):
+        """
+        停止单回调
+        """
+        pass

1.交易策略/1.CTA策略/1.松鼠策略/8.松鼠SF17_一个穿越牛熊的普适策略/使用文稿/参数可视化文件下载.txt

@@ -0,0 +1,7 @@
+通过网盘分享的文件：VIP15参数文件.rar
+链接: https://pan.baidu.com/s/1liwdmvmGJ7wjHWVewZUUWA?pwd=7777 提取码: 7777 
+--来自百度网盘超级会员v7的分享
+
+如果过期了不能用了，联系小松鼠微信：viquant01
+
+quant789.com可以使用参数选取工具