{"id":4598,"date":"2026-08-03T07:18:00","date_gmt":"2026-08-02T23:18:00","guid":{"rendered":"https:\/\/laoyulaoyu.com\/?p=4598"},"modified":"2026-07-23T17:19:22","modified_gmt":"2026-07-23T09:19:22","slug":"%e6%88%91%e6%8b%bfreddit%e4%b8%8a%e9%ab%98%e8%b5%9e%e7%9a%84%e8%b6%8b%e5%8a%bf%e7%ad%96%e7%95%a5%ef%bc%8c%e8%ae%a4%e7%9c%9f%e8%b7%91%e4%ba%86%e4%b8%80%e9%81%8d%e5%9b%9e%e6%b5%8b%ef%bc%88%e9%99%84","status":"publish","type":"post","link":"https:\/\/laoyulaoyu.com\/index.php\/2026\/08\/03\/%e6%88%91%e6%8b%bfreddit%e4%b8%8a%e9%ab%98%e8%b5%9e%e7%9a%84%e8%b6%8b%e5%8a%bf%e7%ad%96%e7%95%a5%ef%bc%8c%e8%ae%a4%e7%9c%9f%e8%b7%91%e4%ba%86%e4%b8%80%e9%81%8d%e5%9b%9e%e6%b5%8b%ef%bc%88%e9%99%84\/","title":{"rendered":"\u6211\u62ffReddit\u4e0a\u9ad8\u8d5e\u7684\u8d8b\u52bf\u7b56\u7565\uff0c\u8ba4\u771f\u8dd1\u4e86\u4e00\u904d\u56de\u6d4b\uff08\u9644\u4ee3\u7801\uff09"},"content":{"rendered":"\n

\u4f5c \u8005\uff1a\u8001\u4f59\u635e\u9c7c<\/a><\/p>\n\n\n\n

\u539f\u521b\u4e0d\u6613\uff0c\u8f6c\u8f7d\u8bf7\u6807\u660e\u51fa\u5904\u53ca\u539f\u4f5c\u8005\u3002<\/mark><\/strong><\/p>\n\n\n\n

\"\"<\/figure>\n\n\n\n
\n

\u6587\u4e2d\u793a\u4f8b\u4ec5\u7528\u4e8e\u6280\u672f\u8ba8\u8bba\uff0c\u4e0d\u6784\u6210\u4efb\u4f55\u64cd\u4f5c\u5efa\u8bae\u3002
\u91cf\u5316\u7b56\u7565\u5f00\u53d1\u5e94\u4ee5\u5b66\u4e60\u548c\u6280\u672f\u4ea4\u6d41\u4e3a\u76ee\u7684\u3002
\u672c\u53f7\u4e0d\u8350\u80a1\u3001\u4e0d\u5356\u8bfe\u3001\u4e0d\u627f\u8bfa\u6536\u76ca\u3002
\u5e02\u573a\u6709\u98ce\u9669\uff0c\u8bf7\u5408\u6cd5\u5408\u89c4\u6295\u8d44\u3002<\/p>\n<\/blockquote>\n\n\n\n

\u672c\u6587\u7ea6 2600 \u5b57 | \u9884\u8ba1\u9605\u8bfb 5-8 \u5206\u949f\uff0c\u5efa\u8bae\u5148\u6536\u85cf\u3002<\/p>\n\n\n\n

\u00b7 \u00b7 \u00b7<\/p>\n\n\n\n

\u2460 Reddit\u4e0a\u9ad8\u8d5e\u7684\u8d8b\u52bf\u7b56\u7565<\/strong><\/h2>\n\n\n\n

\u6211\u5728Reddit\u4e0a\u5237\u5230\u4e00\u4e2a\u70b9\u8d5e\u8d85\u591a\u7684\u8d8b\u52bf\u8ddf\u8e2a\u7b56\u7565\uff0c\u5e16\u5b50\u91cc\u8d34\u7684\u56de\u6d4b\u6570\u636e\u786e\u5b9e\u8bf1\u4eba\uff0c\u5e74\u5316\u6536\u76ca\u7ffb\u500d\u8fd8\u4e0d\u6b62\uff0c\u80dc\u7387\u4e0d\u5230\u56db\u6210\uff0c\u5c45\u7136\u8fd8\u80fd\u7a33\u7a33\u8d5a\u94b1\u3002<\/p>\n\n\n\n

\u7b56\u7565\u672c\u8eab\u4e0d\u590d\u6742\uff1a<\/p>\n\n\n\n

\u00b7 \u6536\u76d8\u4ef7\u7ad9\u4e0a20\u65e5\u5747\u7ebf\uff0c\u7b2c\u4e8c\u5929\u5f00\u76d8\u5c31\u4e70\uff08\u5982\u679c\u4f4e\u5f00\u66f4\u597d\uff09\u3002<\/p>\n\n\n\n

\u00b7 \u6536\u76d8\u4ef7\u8dcc\u783420\u65e5\u5747\u7ebf\uff0c\u7b2c\u4e8c\u5929\u5f00\u76d8\u5c31\u5356\uff08\u4e8f\u4e86\u4e5f\u5272\uff09\u3002<\/p>\n\n\n\n

\u00b7 \u4f46\u8981\u662f\u4e70\u5165\u540e\u4e8f\u4e868%\uff0c\u4e0d\u7b49\u5747\u7ebf\u4fe1\u53f7\uff0c\u76f4\u63a5\u6b62\u635f\u8dd1\u8def\u3002<\/p>\n\n\n\n

\u56de\u6d4b\u65f6\u8fd8\u7279\u610f\u52a0\u4e86\u4ea4\u6613\u6210\u672c\u548c\u6ed1\u70b9\uff0c\u4fe1\u53f7\u5ef6\u8fdf\u4e00\u4e2aK\u7ebf\u624d\u6267\u884c\uff0c\u9632\u6b62\u201c\u4f5c\u5f0a\u201d\u7528\u5230\u672a\u6765\u6570\u636e\uff1b8%\u6b62\u635f\u4e5f\u662f\u7528\u76d8\u4e2d\u6700\u9ad8\/\u6700\u4f4e\u4ef7\u6765\u6a21\u62df\u5b9e\u9645\u89e6\u53d1\uff0c\u5c3d\u91cf\u8d34\u8fd1\u771f\u5b9e\u4ea4\u6613\u3002Reddit\u90a3\u4e2a\u5e16\u5b50\u91cc\u7684\u76c8\u5229\u6570\u5b57\u4e00\u4e32\u4e32\u7684\uff0c\u770b\u7740\u5f88\u6f02\u4eae\uff0c\u4f46\u6211\u6709\u70b9\u6000\u7591\u5176\u771f\u5b9e\u6027\u3002<\/p>\n\n\n\n

\u4e8e\u662f\u6211\u51b3\u5b9a\u81ea\u5df1\u6765\u7528vectorbt<\/code>\u8dd1\u4e00\u904d\u5b8c\u6574\u56de\u6d4b\u3002\u82b1\u4e86\u4e00\u4e2a\u591a\u5c0f\u65f6\u7b49\u4ee3\u7801\u8dd1\u5b8c\uff0c\u6700\u540e\u770b\u5230\u90a3\u6761\u6536\u76ca\u66f2\u7ebf\u7684\u77ac\u95f4\uff0c\u6211\u624d\u610f\u8bc6\u5230\u8fd9\u624d\u662f\u6574\u4ef6\u4e8b\u91cc\u6700\u6709\u4ef7\u503c\u7684\u4e1c\u897f\uff0c\u6bd4\u90a3\u4e9b\u82b1\u54e8\u6570\u5b57\u91cd\u8981\u5f97\u591a\u3002<\/p>\n\n\n\n

\u2461 \u5b9e\u6d4b\u6807\u7684\uff1aBTC \u548c SOL<\/strong><\/h2>\n\n\n\n

\u4e24\u4e2a\u52a0\u5bc6\u8d44\u4ea7\u7528\u540c\u4e00\u4e2a\u7b56\u7565\u3002\u4ece\u5404\u81ea\u7684\u4ea4\u6613\u8d77\u70b9\u4e00\u76f4\u8dd1\u52302026\u5e747\u6708\u3002<\/p>\n\n\n\n

BTC-USD\uff082014\u5e749\u6708-2026\u5e747\u6708\uff0c224\u7b14\u4ea4\u6613\uff09\uff1a<\/strong><\/p>\n\n\n\n

\u6307\u6807<\/th>\u6570\u503c<\/th>\u600e\u4e48\u8bfb<\/th><\/tr>
\u603b\u6536\u76ca<\/td>+2,574.5%<\/td>$1,000 \u2192 ~$26,745<\/td><\/tr>
\u5e74\u5316\uff08CAGR\uff09<\/td>32.1%<\/td>\u4e0d\u5dee\uff0c\u4f46\u5f80\u4e0b\u770b<\/td><\/tr>
\u80dc\u7387<\/td>25.0%<\/td>\u6bcf\u56db\u7b14\u4ea4\u6613\u53ea\u8d62\u4e00\u7b14<\/td><\/tr>
\u6700\u5927\u56de\u64a4<\/td>-74.3%<\/td>\u6c34\u4e0b\u6700\u957f\u8fde\u7eed1,956\u5929<\/td><\/tr>
\u5e73\u5747\u76c8\u5229<\/td>+21.7%<\/td>\u8d62\u7684\u65f6\u5019\u8d62\u5f97\u591a<\/td><\/tr>
\u5e73\u5747\u4e8f\u635f<\/td>-3.9%<\/td>\u8f93\u7684\u65f6\u5019\u5272\u5f97\u5feb<\/td><\/tr>
\u76c8\u4e8f\u6bd4\uff08Profit Factor\uff09<\/td>1.16<\/td>\u5fae\u76c8<\/td><\/tr>
\u590f\u666e<\/td>0.84<\/td>\u4e0d\u7b97\u597d\u770b<\/td><\/tr>
\u7d2f\u8ba1\u624b\u7eed\u8d39<\/td>$9,579<\/td>\u672c\u91d1$1,000\uff0c\u4ea4\u4e86\u8fd110\u500d\u624b\u7eed\u8d39<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n
\"\"<\/figure>\n\n\n\n

BTC\uff1a\u8d44\u91d1\u66f2\u7ebf \/ \u56de\u64a4 \/ \u4e70\u5356\u4fe1\u53f7 \/ \u5355\u7b14\u76c8\u4e8f<\/p>\n\n\n\n

SOL-USD\uff082020\u5e744\u6708-2026\u5e747\u6708\uff0c125\u7b14\u4ea4\u6613\uff09\uff1a<\/strong><\/p>\n\n\n\n

\u6307\u6807<\/th>\u6570\u503c<\/th>\u600e\u4e48\u8bfb<\/th><\/tr>
\u603b\u6536\u76ca<\/td>+9,217.7%<\/td>$1,000 \u2192 ~$93,000<\/td><\/tr>
\u5e74\u5316\uff08CAGR\uff09<\/td>107.0%<\/td>\u770b\u7740\u5f88\u731b<\/td><\/tr>
\u80dc\u7387<\/td>22.6%<\/td>\u8fd8\u4e0d\u5982BTC<\/td><\/tr>
\u6700\u5927\u56de\u64a4<\/td>-80.5%<\/td>\u516b\u6210\u8d44\u91d1\u84b8\u53d1\u8fc7<\/td><\/tr>
\u5e73\u5747\u76c8\u5229<\/td>+63.7%<\/td>\u6293\u5230\u4e00\u6ce2\u5c31\u662f\u5927\u8089<\/td><\/tr>
\u5e73\u5747\u4e8f\u635f<\/td>-6.1%<\/td>\u5272\u8089\u4e5f\u5feb<\/td><\/tr>
\u76c8\u4e8f\u6bd4\uff08Profit Factor\uff09<\/td>1.22<\/td>\u6bd4BTC\u7565\u5f3a<\/td><\/tr>
\u590f\u666e<\/td>1.27<\/td>\u8fd8\u884c<\/td><\/tr>
\u7d2f\u8ba1\u624b\u7eed\u8d39<\/td>$17,099<\/td>125\u7b14\uff0c\u4ea4\u4e86\u8fd118\u500d\u672c\u91d1\u7684\u624b\u7eed\u8d39<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n
\"\"<\/figure>\n\n\n\n

SOL\uff1a\u540c\u6837\u7684\u89c4\u5219\uff0c\u6ce2\u52a8\u9ad8\u4e00\u500d\uff0c\u7ed3\u679c\u5dee\u5f02\u66f4\u5927<\/p>\n\n\n\n

\u901a\u8fc7\u56de\u6d4b\u53ef\u4ee5\u770b\u5230Reddit \u5e16\u5b50\u91cc\u7684\u6570\u5b57\u6ca1\u9a97\u4eba\u3002\u89c4\u5219\u7b80\u5355\u3001\u6570\u636e\u80fd\u590d\u73b0\u3001\u80dc\u7387\u4e0d\u523030%\u4f46\u5e73\u5747\u76c8\u4e8f\u6bd4\u9ad8\u5230\u6491\u51fa\u4e86\u6b63\u671f\u671b\u3002 \u5355\u770b\u8fd9\u51e0\u5f20\u8868\u548c\u51e0\u6839\u8d44\u91d1\u66f2\u7ebf\uff0c\u4f60\u4f1a\u89c9\u5f97”\u8fd9\u4e0d\u633a\u597d\u7684”\u3002<\/p>\n\n\n\n

\u4f46\u6211\u987a\u624b\u52a0\u4e86\u4e00\u884c\u6bd4\u8f83\uff1a\u540c\u671f\u4e70\u5165\u6301\u6709\u3002<\/strong><\/p>\n\n\n\n

\"\"
\u7eff\u8272\u5b9e\u7ebf\uff1a\u7b56\u7565\u51c0\u503c\u3002\u7070\u8272\u865a\u7ebf\uff1a\u4e70\u5165\u6301\u6709\u3002<\/figcaption><\/figure>\n\n\n\n

\u7136\u540e\u6574\u4e2a\u6545\u4e8b\u7684\u8d70\u5411\u5c31\u53d8\u4e86\u3002<\/p>\n\n\n\n

\u2462 \u6253\u8138\u6240\u6709”\u770b\u8d77\u6765\u6709\u6548”\u7684\u7b56\u7565<\/strong><\/h2>\n\n\n\n
\n

\u5982\u679c\u540c\u671f\u4e70\u5165\u4e0d\u52a8\u7684\u56de\u62a5\u6bd4\u4f60\u7b56\u7565\u9ad8\u4e94\u500d\uff0c\u4f60\u7684\u7b56\u7565\u5230\u5e95\u662f\u5728”\u7ba1\u7406\u98ce\u9669”\uff0c\u8fd8\u662f”\u7ed9\u4ea4\u6613\u6240\u6253\u5de5”\uff1f<\/p>\n<\/blockquote>\n\n\n\n

BTC\uff1a<\/strong>\u7b56\u7565\u8d5a\u4e86 +2,574%<\/strong>\uff0c\u4e70\u5165\u4e0d\u52a8\u8d5a\u4e86 +12,780%\u3002<\/strong><\/p>\n\n\n\n

SOL\uff1a<\/strong>\u7b56\u7565\u8d5a\u4e86 +9,218%<\/strong>\uff0c\u4e70\u5165\u4e0d\u52a8\u8d5a\u4e86 +9,201%\uff0c<\/strong>\u6253\u4e86\u4e2a\u5e73\u624b\u3002<\/p>\n\n\n\n

\u5728BTC\u4e0a\u505a\u4e86224\u7b14\u4ea4\u6613\uff0c\u4ea4\u4e869,579\u5200\u624b\u7eed\u8d39\uff0c\u5728\u6700\u5927\u56de\u64a4 -74.3% \u7684\u6c34\u4e0b\u6ce1\u4e86\u5c06\u8fd15\u5e74\u534a\uff0c\u6298\u817e\u51fa\u6765\u7684\u7ed3\u679c\u53ea\u6709\u4e70\u5165\u4e0d\u52a8\u7684\u4e94\u5206\u4e4b\u4e00\u3002 SOL \u4e0a\uff0c125\u7b14\u4ea4\u6613\u4ea4\u638917,099\u5200\u624b\u7eed\u8d39\uff0c\u56de\u64a4\u5230\u4e86 -80.5%\uff0c\u51e0\u4e4e\u8ddf\u628a\u8d26\u6237\u6e05\u7a7a\u4e00\u6837\u3002\u6700\u540e\u52c9\u5f3a\u8ddf\u4e70\u5165\u6301\u6709\u6253\u4e86\u4e2a\u5e73\u5c40\u3002<\/p>\n\n\n\n

\u9996\u5148\uff0c\u8981\u627f\u8ba4\u8fd9\u4e2a\u7b56\u7565\u7684\u7ed3\u6784\u672c\u8eab\u662f\u81ea\u6d3d\u7684\u3002 \u76c8\u5229\u4ea4\u6613\u5e73\u5747\u6301\u4ed327-28\u5929\uff0c\u4e8f\u635f\u4ea4\u6613\u5e73\u5747\u6301\u4ed3\u53ea\u67093-4\u5929\u3002 8%\u6b62\u635f\u8d77\u5230\u4e86\u4f5c\u7528\uff1a\u4e8f\u7684\u65f6\u5019\u780d\u5f97\u591f\u5feb\u3002 \u5c11\u6570\u51e0\u7b14\u5927\u8d62\u5bb6\u6491\u7740\u6574\u4e2a\u7b56\u7565\u7684\u6536\u76ca\uff0c\u5927\u90e8\u5206\u4ea4\u6613\u90fd\u662f\u5c0f\u8d5a\u5c0f\u8d54\u5728\u6d88\u8d39\u3002<\/p>\n\n\n\n

\u4f46\u6211\u4eec\u56de\u987e\u4e0bBTC\u548cSOL\u5728\u8fc7\u53bb\u51e0\u5e74\u91cc\u53d1\u751f\u8fc7\u4ec0\u4e48\u4e8b\uff1f \u5b83\u4eec\u8d70\u4e86\u51e0\u6bb5\u6301\u7eed\u6570\u5e74\u7684\u5927\u7ea7\u522b\u4e0a\u5347\u8d8b\u52bf\u3002 \u4e00\u4e2a\u752820\u65e5\u5747\u7ebf\u5165\u573a\u30018%\u6b62\u635f\u51fa\u573a\u7684\u7b56\u7565\uff0c \u5728\u90a3\u79cd\u884c\u60c5\u91cc\u7684\u884c\u4e3a\u5b8c\u5168\u53ef\u4ee5\u9884\u6d4b\uff1a<\/p>\n\n\n\n

\u00b7 \u6da8\u4e86\u4e00\u6bb5\uff0c\u4e00\u6839\u9634\u7ebf\u8dcc\u7834\u5747\u7ebf\uff0c\u4f60\u88ab\u7529\u51fa\u6765\u3002\u00b7 \u8fc7\u4e24\u5929\u4ef7\u683c\u6536\u56de\u5747\u7ebf\u4e4b\u4e0a\uff0c\u4f60\u518d\u8ffd\u56de\u53bb\u3002\u00b7 \u53c8\u662f\u4e00\u6839\u5927\u9634\u7ebf\uff0c8%\u6b62\u635f\u89e6\u53d1\uff0c\u4f60\u53c8\u88ab\u5272\u51fa\u6765\u3002\u00b7 \u4ef7\u683c\u7ee7\u7eed\u6da8\uff0c\u4f60\u518d\u6b21\u8ffd\u8fdb\u53bb\u3002<\/p>\n\n\n\n

\u8fd9\u4e2a\u8fc7\u7a0b\u53cd\u590d\u53d1\u751f\uff0c\u6bcf\u4e00\u6b21\u5207\u5165\u548c\u5207\u51fa\u90fd\u5728\u79ef\u7d2f\u6ed1\u70b9\u3001\u624b\u7eed\u8d39\u548c\u65f6\u95f4\u5dee\u3002 \u800c\u90a3\u4e2a\u4e00\u76f4\u5728\u8231\u91cc\u4ece\u6765\u6ca1\u51fa\u6765\u7684\u4f4d\u7f6e\uff0c\u9ed8\u9ed8\u8d5a\u4e86\u5168\u7a0b\u6da8\u5e45\uff0c\u4e00\u6b21\u624b\u7eed\u8d39\u90fd\u6ca1\u4ea4\u8fc7\u3002<\/p>\n\n\n\n

\u2463 \u8fd9\u4e2a\u7b56\u7565\u5230\u5e95\u6709\u6ca1\u6709\u7528\uff1f<\/strong><\/h2>\n\n\n\n

\u7b54\u6848\u662f\uff1a\u6709\u4ef7\u503c\uff0c\u4f46\u7edd\u5bf9\u4e0d\u662f\u4f60\u60f3\u7684\u90a3\u6837\u3002<\/p>\n\n\n\n

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\u4e0d\u8fc7\uff0c\u56de\u6d4b\u91cc-74%\u548c-80%\u7684\u6700\u5927\u56de\u64a4\u4e5f\u7ed9\u5927\u5bb6\u63d0\u4e86\u4e2a\u9192\uff1a\u5149\u9760\u4e00\u676120\u65e5\u5747\u7ebf\u6765\u7ba1\u98ce\u9669\uff0c\u53ef\u80fd\u6bd4\u4f60\u60f3\u7684\u8fd8\u8981\u4e0d\u9760\u8c31\u3002<\/p>\n\n\n\n

\u6240\u4ee5\uff0c\u4e00\u4e2a\u66f4\u5b9e\u9645\u7684\u6539\u8fdb\u65b9\u5411\u662f\uff1a\u52a0\u4e00\u9053\u201c\u957f\u5468\u671f\u6ee4\u7f51\u201d\u3002<\/strong>\u6bd4\u5982\u53ea\u5728100\u65e5\u6216200\u65e5\u5747\u7ebf\u4e4b\u4e0a\u624d\u5141\u8bb8\u505a\u591a\u3002\u8fd9\u6837\u4e00\u6765\uff0c\u5728\u8d8b\u52bf\u6027\u8d44\u4ea7\u4e0a\uff0c\u4f60\u7684\u4ea4\u6613\u9891\u7387\u4f1a\u4ece\u201c\u5168\u5e74\u65e0\u4f11\u201d\u53d8\u6210\u201c\u53ea\u5728\u5927\u7684\u4e0a\u5347\u73af\u5883\u4e2d\u51fa\u624b\u201d\u3002<\/p>\n\n\n\n

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\u4ee5\u540e\u4f60\u65e0\u8bba\u5728\u54ea\u4e2a\u8bba\u575b\u6652\u56de\u6d4b\u622a\u56fe\uff0c\u8bb0\u5f97\u5728\u56fe\u8868\u4e0b\u9762\u518d\u8865\u4e00\u6761\u7ebf\uff1a\u540c\u671f\u4e70\u5165\u6301\u6709\u7684\u8d44\u91d1\u66f2\u7ebf\u3002<\/strong><\/p>\n\n\n\n

\u5982\u679c\u6298\u817e\u534a\u5929\uff0c\u8fde\u4eba\u5bb6\u5565\u4e5f\u4e0d\u5e72\u3001\u4ece\u5934\u62ff\u5230\u5c3e\u7684\u6536\u76ca\u90fd\u6bd4\u4e0d\u4e0a\uff0c\u90a3\u8d77\u7801\u4f60\u80fd\u5206\u6e05\u695a\uff1a\u81ea\u5df1\u5230\u5e95\u662f\u5728\u8ba4\u771f\u505a\u4ea4\u6613\uff0c\u8fd8\u662f\u5728\u82b1\u94b1\u4e70\u523a\u6fc0\u3002<\/p>\n\n\n\n

\u2464 \u6838\u5fc3\u4ee3\u7801<\/strong><\/h2>\n\n\n\n

\u5982\u679c\u60f3\u81ea\u5df1\u8dd1\u4e00\u904d\uff0c\u4e0b\u9762\u662f Python \u7248\u7684\u5173\u952e\u90e8\u5206\uff1a<\/p>\n\n\n\n

import numpy as np\nimport pandas as pd\nimport yfinance as yf\nimport vectorbt as vbt\n\n# ---- \u914d\u7f6e ----\nSYMBOLS = [\"BTC-USD\", \"SOL-USD\"]\nMA_WINDOW = 20\nSTOP_PCT = 0.08 \u00a0 \u00a0 # 8% \u786c\u6b62\u635f\nINIT_CASH = 1_000\nFEES = 0.001 \u00a0 \u00a0 \u00a0 \u00a0# 0.10%\nSLIPPAGE = 0.002 \u00a0 \u00a0# 0.20%\n\nend_date = pd.Timestamp.today().normalize()\nstart_date = end_date - pd.DateOffset(years=20)\n\nfor symbol in SYMBOLS:\n\u00a0 \u00a0 df = yf.download(symbol, start=start_date, end=end_date,\n\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 interval=\"1d\", multi_level_index=False,\n\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 auto_adjust=True)\n\u00a0 \u00a0 close = df[\"Close\"]\n\u00a0 \u00a0 sma = close.rolling(MA_WINDOW).mean()\n\n\u00a0 \u00a0 # \u4fe1\u53f7\uff1a\u4e0a\u7a7f\/\u4e0b\u7a7f\uff0c\u5411\u540eshift 1 bar\u907f\u514d\u524d\u77bb\u504f\u5dee\n\u00a0 \u00a0 raw_entries = (close > sma) & (close.shift(1) <= sma.shift(1))\n\u00a0 \u00a0 raw_exits \u00a0 = (close < sma) & (close.shift(1) >= sma.shift(1))\n\u00a0 \u00a0 entries = raw_entries.shift(1).astype(bool).fillna(False).to_numpy()\n\u00a0 \u00a0 exits \u00a0 = raw_exits.shift(1).astype(bool).fillna(False).to_numpy()\n\n\u00a0 \u00a0 pf = vbt.Portfolio.from_signals(\n\u00a0 \u00a0 \u00a0 \u00a0 close=df[\"Open\"], \u00a0 \u00a0 # \u7528\u6b21\u65e5\u5f00\u76d8\u4ef7\u6210\u4ea4\uff0c\u66f4\u63a5\u8fd1\u5b9e\u76d8\n\u00a0 \u00a0 \u00a0 \u00a0 entries=entries,\n\u00a0 \u00a0 \u00a0 \u00a0 exits=exits,\n\u00a0 \u00a0 \u00a0 \u00a0 sl_stop=STOP_PCT,\n\u00a0 \u00a0 \u00a0 \u00a0 sl_trail=False,\n\u00a0 \u00a0 \u00a0 \u00a0 high=df[\"High\"],\n\u00a0 \u00a0 \u00a0 \u00a0 low=df[\"Low\"],\n\u00a0 \u00a0 \u00a0 \u00a0 init_cash=INIT_CASH,\n\u00a0 \u00a0 \u00a0 \u00a0 fees=FEES,\n\u00a0 \u00a0 \u00a0 \u00a0 slippage=SLIPPAGE,\n\u00a0 \u00a0 \u00a0 \u00a0 freq=\"1D\",\n\u00a0 \u00a0 )\n\n\u00a0 \u00a0 print(pf.stats())<\/code><\/pre>\n\n\n\n
\u5982\u679c\u4f60\u5728\u505a\u91cf\u5316\u56de\u6d4b\uff0c\u522b\u5fd8\u4e86\u628a\u4f60\u7b56\u7565\u7684\u66f2\u7ebf\u65c1\u8fb9\uff0c\u53e0\u4e0a\u4e70\u5165\u6301\u6709\u90a3\u6761\u7070\u8272\u7684\u7ebf\u3002\u5b83\u5c31\u662f\u4f60\u7684\u8bd5\u91d1\u77f3\u3002<\/p>\n\n\n\n
\n\n\n\n
#\u8d8b\u52bf\u7b56\u7565<\/a> #BTC<\/a> #SOL<\/a> #\u79fb\u52a8\u5e73\u5747\u7ebf<\/a> #\u56de\u6d4b<\/a> #\u52a0\u5bc6\u8d27\u5e01<\/a> #\u4e70\u5165\u6301\u6709<\/a> #\u91cf\u5316\u4ea4\u6613<\/a> #Reddit\u7b56\u7565<\/a> #SMA20<\/a> #\u98ce\u9669\u8c03\u6574<\/a><\/p>\n\n\n\n
<\/p>\n","protected":false},"excerpt":{"rendered":"
\u4f5c \u8005\uff1a\u8001\u4f59\u635e\u9c7c \u539f\u521b\u4e0d\u6613\uff0c\u8f6c\u8f7d\u8bf7\u6807\u660e\u51fa\u5904\u53ca\u539f\u4f5c\u8005…<\/p>\n
Continue reading\u6211\u62ffReddit\u4e0a\u9ad8\u8d5e\u7684\u8d8b\u52bf\u7b56\u7565\uff0c\u8ba4\u771f\u8dd1\u4e86\u4e00\u904d\u56de\u6d4b\uff08\u9644\u4ee3\u7801\uff09<\/span><\/a><\/div>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[2],"tags":[17,4,5,6],"class_list":["post-4598","post","type-post","status-publish","format-standard","hentry","category-aiinvest","tag-ai","tag-6","entry"],"_links":{"self":[{"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/4598","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/comments?post=4598"}],"version-history":[{"count":3,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/4598\/revisions"}],"predecessor-version":[{"id":4605,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/4598\/revisions\/4605"}],"wp:attachment":[{"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/media?parent=4598"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/categories?post=4598"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/tags?post=4598"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}