策略工作台

# 动量突破策略 — 继承 StrategyBase，沙箱执行
from strategy_sdk import StrategyBase, register

@register("动量突破")
class Momentum(StrategyBase):
    def __init__(self, lookback=20, size=5, band=1.5):
        self.lookback, self.size, self.band = lookback, size, band

    def on_bar(self, ctx):
        px = ctx.history("close", self.lookback)
        if len(px) < self.lookback: return
        hi, lo = max(px), min(px)
        last = ctx.price()
        if last >= hi:
            ctx.target_position(self.size)     # 突破上轨 → 做多
        elif last <= lo:
            ctx.target_position(-self.size)    # 跌破下轨 → 做空