dekun
6e423eebfb
新增 vnpy CTP 桥接、以损定仓/固定张数、趋势回调与滚仓策略、按资金推荐品种及交易风控；模拟盘走 SimNow，实盘预留期货公司配置。 Co-authored-by: Cursor <cursoragent@cursor.com>
19 lines
537 B
Python
19 lines
537 B
Python
"""斐波计算（自 crypto_monitor 复制，期货共用）。"""
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def calc_fib_plan(direction, upper, lower, ratio):
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try:
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h = float(upper)
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l = float(lower)
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r = float(ratio)
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except (TypeError, ValueError):
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return None
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if h <= l or r <= 0 or r >= 1:
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return None
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span = h - l
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direction = (direction or "long").strip().lower()
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if direction == "short":
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entry = l + r * span
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return entry, h, l
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entry = h - r * span
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return entry, l, h
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