优化代码风格

strategies/macd_strategy.py

@@ -38,7 +38,7 @@ def calculate_indicators(data):
 
     返回:
         DataFrame, 添加了指标列:
-        - dif: MACD 线 (dif)
+        - macd: MACD 线 (macd)
         - signal: MACD 信号线 (DEA)
         - hist: MACD 柱状图 (Histogram)
         - ema: 日指数移动平均线
@@ -49,7 +49,7 @@ def calculate_indicators(data):
     # talib.MACD 返回三个值: (macd, macdsignal, macdhist)
     macd, macdsignal, macdhist = talib.MACD(data["Close"], fastperiod=10, slowperiod=20, signalperiod=9)
 
-    data["dif"] = macd
+    data["macd"] = macd
     data["signal"] = macdsignal
     data["hist"] = macdhist
 
@@ -92,10 +92,10 @@ class MacdTrendStrategy(Strategy):
         注册指标到 backtesting 框架
         """
         # 注册 MACD 线
-        self.macd = self.I(lambda x: x, self.data.dif)
+        self.macd = self.I(lambda x: x, self.data.macd)
 
         # 注册 MACD 信号线
-        self.macd_signal = self.I(lambda x: x, self.data.signal)
+        self.signal = self.I(lambda x: x, self.data.signal)
 
         # 注册 EMA 趋势线
         self.ema = self.I(lambda x: x, self.data.ema)
@@ -113,12 +113,11 @@ class MacdTrendStrategy(Strategy):
         - 或价格 < EMA (趋势转向，强制平仓)
         """
         # 买入条件: MACD 金叉 AND 价格 > EMA
-        if crossover(self.macd, self.macd_signal) and self.data.Close[-1] > self.ema[-1]:
-            self.position.close()  # 先平掉现有仓位
+        if crossover(self.macd, self.signal) and self.data.Close[-1] > self.ema[-1]:
             self.buy()  # 开多仓
 
         # 卖出条件: MACD 死叉 OR 价格 < EMA
-        elif crossover(self.macd_signal, self.macd) or self.data.Close[-1] < self.ema[-1]:
+        elif crossover(self.signal, self.macd) or self.data.Close[-1] < self.ema[-1]:
             self.position.close()  # 平掉多仓