上面这个策略的代码如下： python import pandas as pd from trade_strategies import BaseTradeStrategy, TradeSignalState class RsiStrategy(BaseTradeStrategy): """Relative Strength Index (RSI) Trading Strategy""" # 默认参数 params = { 'rsi_period': 14, 'rsi_overbought': 70, 'rsi_oversold': 30, } def __init__(self, params=None): super().__init__() if params: self.params.update(params) def set_data(self, symbol, data): self.symbol = symbol self.data = data self.calculate_indicators() def calculate_indicators(self): delta = self.data['Close'].diff() gain = (delta.where(delta > 0, 0)).rolling(window=self.params['rsi_period'], min_periods=1).mean() loss = (-delta.where(delta self.params['rsi_overbought'] def generate_signals(self): signals = [TradeSignalState.EMPTY.value for _ in range(len(self.data))] for i in range(1, len(self.data)): if self.is_buy_signal(self.data['rsi'].iloc[i]): signals[i] = TradeSignalState.BUY.value elif self.is_sell_signal(self.data['rsi'].iloc[i]): signals[i] = TradeSignalState.SELL.value else: signals[i] = TradeSignalState.EMPTY.value signal_df = pd.DataFrame({ 'symbol': self.symbol, 'open': self.data['Open'], 'high': self.data['High'], 'low': self.data['Low'], 'close': self.data['Close'], 'volume': self.data['Volume'], 'rsi': self.data['rsi'], 'signal': signals }) return signal_df