From 5afb8ddcd12119721fda4348997f01c0687882c8 Mon Sep 17 00:00:00 2001
From: lanyuanxiaoyao <lanyuanxiaoyao@gmail.com>
Date: Wed, 28 Jan 2026 10:30:28 +0800
Subject: [PATCH] =?UTF-8?q?=E4=BF=AE=E5=A4=8D=E5=8D=96=E5=87=BA=E9=80=BB?=
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---
 .idea/vcs.xml               | 1 +
 strategies/macd_strategy.py | 2 +-
 strategies/sma_strategy.py  | 7 ++-----
 3 files changed, 4 insertions(+), 6 deletions(-)

diff --git a/.idea/vcs.xml b/.idea/vcs.xml
index 94a25f7..bc9452c 100644
--- a/.idea/vcs.xml
+++ b/.idea/vcs.xml
@@ -2,5 +2,6 @@
 <project version="4">
   <component name="VcsDirectoryMappings">
     <mapping directory="$PROJECT_DIR$" vcs="Git" />
+    <mapping directory="$PROJECT_DIR$/backtestingpy" vcs="Git" />
   </component>
 </project>
\ No newline at end of file
diff --git a/strategies/macd_strategy.py b/strategies/macd_strategy.py
index 773648e..8eb634f 100644
--- a/strategies/macd_strategy.py
+++ b/strategies/macd_strategy.py
@@ -117,7 +117,7 @@ class MacdTrendStrategy(Strategy):
             self.buy()  # 开多仓
 
         # 卖出条件: MACD 死叉 OR 价格 < EMA
-        elif crossover(self.signal, self.macd) or self.data.Close[-1] < self.ema[-1]:
+        elif self.position.size > 0 and (crossover(self.signal, self.macd) or self.data.Close[-1] < self.ema[-1]):
             self.position.close()  # 平掉多仓
 
 
diff --git a/strategies/sma_strategy.py b/strategies/sma_strategy.py
index 87bddee..67b0a65 100644
--- a/strategies/sma_strategy.py
+++ b/strategies/sma_strategy.py
@@ -12,7 +12,6 @@ SMA 双均线交叉策略
 - SMA120: 120 日简单移动平均线
 """
 
-import pandas as pd
 from backtesting import Strategy
 from backtesting.lib import crossover
 
@@ -84,13 +83,11 @@ class SmaCross(Strategy):
         """
         # 金叉：短期均线上穿长期均线
         if crossover(self.data.sma10, self.data.sma30):
-            self.position.close()  # 先平掉现有仓位
             self.buy()  # 开多仓
 
         # 死叉：短期均线下穿长期均线
-        elif crossover(self.data.sma30, self.data.sma10):
-            self.position.close()  # 先平掉现有仓位
-            self.sell()  # 开空仓
+        elif self.position.size > 0 and crossover(self.data.sma30, self.data.sma10):
+            self.position.close()  # 开空仓
 
 
 # 导入 talib (必须在文件末尾，因为 calculate_indicators 函数中使用了 talib)