修复卖出逻辑的实现，不允许卖空

2026-01-28 10:30:28 +08:00
parent 64bfd031b3
commit 5afb8ddcd1
3 changed files with 4 additions and 6 deletions
--- 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