Trend

• ✓Shines when the market has a clear direction and breakouts follow through
• ⚠Gets chopped up by whipsaws and false breakouts in sideways markets

Backtest curve is an example on a deterministic simulated price path — not real returns.

"""趋势跟随（Trend following）—— EMA 快慢线交叉。

思路：快线在慢线之上视为上升趋势（做多目标仓位），否则离场（目标 0）。这是最经典的动量/趋势范式。
参数：fast/slow（EMA 周期）、size（满仓目标数量）。适用：有持续方向的行情（永续合约可对称做空，纸盘仅多/空仓）。

扩展到做空：在真实永续连接器上把离场目标 0 改为 -size 即为多空对称的趋势策略。
"""
from __future__ import annotations

from ..base import StrategyBase
from ..context import StrategyContext
from ..indicators import ema
from ..registry import register


@register("趋势")
class Trend(StrategyBase):
    description = "EMA 快慢线交叉：上升趋势做多、否则离场（纸盘多/空仓）。"
    params = {"fast": 10, "slow": 30, "size": 5.0}

    def __init__(self, fast: int = 10, slow: int = 30, size: float = 5.0) -> None:
        self.fast = int(fast)
        self.slow = int(slow)
        self.size = float(size)

    async def on_tick(self, ctx: StrategyContext) -> None:
        sym = ctx.conn_symbol()
        hist = await ctx.history(sym, self.slow + 2)
        if len(hist) < self.slow:
            return
        fast = ema(hist, self.fast)
        slow = ema(hist, self.slow)
        if fast is None or slow is None:
            return
        target = self.size if fast > slow else 0.0
        await ctx.target(sym, target, band=self.size * 0.1)

The full SDK and all strategies are MIT-licensed open source — backtest, paper-trade, or fork them directly.