{"id":2177,"date":"2025-04-22T07:44:00","date_gmt":"2025-04-21T23:44:00","guid":{"rendered":"https:\/\/blog.laoyulaoyu.top\/?p=2177"},"modified":"2025-04-06T10:44:48","modified_gmt":"2025-04-06T02:44:48","slug":"%e6%9a%b4%e8%b7%8c%e4%b9%9f%e4%b8%8d%e6%80%95%ef%bc%81%e8%bf%99%e5%a5%97python%e7%ad%96%e7%95%a5%e8%87%aa%e5%8a%a8%e9%94%81%e6%ad%bb%e4%ba%8f%e6%8d%9f%ef%bc%8c%e5%b0%8f%e7%99%bd%e4%b9%9f%e8%83%bd","status":"publish","type":"post","link":"https:\/\/www.laoyulaoyu.com\/index.php\/2025\/04\/22\/%e6%9a%b4%e8%b7%8c%e4%b9%9f%e4%b8%8d%e6%80%95%ef%bc%81%e8%bf%99%e5%a5%97python%e7%ad%96%e7%95%a5%e8%87%aa%e5%8a%a8%e9%94%81%e6%ad%bb%e4%ba%8f%e6%8d%9f%ef%bc%8c%e5%b0%8f%e7%99%bd%e4%b9%9f%e8%83%bd\/","title":{"rendered":"\u66b4\u8dcc\u4e5f\u4e0d\u6015\uff01\u8fd9\u5957Python\u7b56\u7565\u81ea\u52a8\u9501\u6b7b\u4e8f\u635f\uff0c\u5c0f\u767d\u4e5f\u80fd\u7528"},"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
\u5199\u5728\u524d\u9762\u7684\u8bdd\uff1a<\/strong>\u6211\u53d1\u73b0\u5f88\u591a\u4eba\u5728\u5e01\u5708\u4e8f\u94b1\u4e0d\u662f\u56e0\u4e3a\u4e0d\u4f1a\u4e70\uff0c\u800c\u662f\u4e0d\u4f1a\u5356\uff01<\/mark>\u4e8e\u662f\u5199\u4e86\u4e2aPython\u7b56\u7565\uff1a\u6bcf\u5468\u81ea\u52a8\u900910\u4e2a\u6da8\u5f97\u6700\u7a33\u7684\u5e01\uff0c\u4e00\u65e6\u5355\u5468\u4e8f\u8d855%\u5c31\u5f3a\u5236\u5e73\u4ed3\u3002\u75282020-2025\u5e74\u6781\u7aef\u884c\u60c5\u6d4b\u8bd5\uff0c\u8fdeLUNA\u66b4\u8dcc\u8fd9\u79cd\u9ed1\u5929\u9e45\u90fd\u80fd\u625b\u4f4f\uff0c\u73b0\u5728\u5206\u4eab\u7ed9\u5927\u5bb6\uff01<\/pre>\n<\/blockquote>\n\n\n\n
\u4e00\u3001\u5e01\u5708\u6700\u75db\u95ee\u9898\uff1a\u5982\u4f55\u907f\u514d\u4e00\u591c\u5f52\u96f6\uff1f<\/strong><\/h2>\n\n\n\n
\u5e01\u5708\u73a9\u5bb6\u90fd\u7ecf\u5386\u8fc7\u8fd9\u79cd\u7edd\u671b\uff1a\u7761\u524d\u8d26\u6237\u8fd8\u76c8\u522930%\uff0c\u4e00\u89c9\u9192\u6765\u53d1\u73b0\u8d44\u4ea7\u8170\u65a9\u30022022\u5e74LUNA\u5f52\u96f6\u4e8b\u4ef6\u4e2d\uff0c\u4e0d\u5c11\u6295\u8d44\u8005\u773c\u7741\u7741\u770b\u7740\u8d26\u6237\u4ece\u767e\u4e07\u53d8\u6210\u51e0\u767e\u5757\u5374\u6765\u4e0d\u53ca\u64cd\u4f5c\u2014\u2014\u8fd9\u5c31\u662f\u5178\u578b\u7684”\u66b4\u8dcc\u65e0\u9884\u8b66\uff0c\u5272\u8089\u6765\u4e0d\u53ca”\u56f0\u5883\u3002<\/p>\n\n\n\n

1.1 \u4f20\u7edf\u89e3\u6cd5\u7684\u81f4\u547d\u7f3a\u9677<\/strong><\/h3>\n\n\n\n
\u624b\u52a8\u6b62\u635f<\/strong>\uff1a<\/p>\n\n\n\n
\u4eba\u6027\u5f31\u70b9\u5bfc\u81f4\u6267\u884c\u529b\u5dee\u3002\u66b4\u8dcc\u65f6\u5e38\u89c1\u5fc3\u7406\u6d3b\u52a8\uff1a<\/p>\n\n\n\n
    \n
  • “\u518d\u7b49\u7b49\uff0c\u53ef\u80fd\u4f1a\u53cd\u5f39”\uff08\u62d6\u5ef6\uff09\uff1b<\/li>\n\n\n\n
  • “\u5df2\u7ecf\u8dcc\u4e8620%\uff0c\u73b0\u5728\u5356\u592a\u4e8f”\uff08\u951a\u5b9a\u6548\u5e94\uff09\uff1b<\/li>\n\n\n\n
  • “\u8fd9\u6b21\u4e0d\u4e00\u6837\uff0c\u662f\u6280\u672f\u6027\u8c03\u6574”\uff08\u81ea\u6211\u6b3a\u9a97\uff09\u3002<\/li>\n<\/ul>\n\n\n\n
    \"\"<\/figure>\n\n\n\n
    \u4ea4\u6613\u6240\u6b62\u635f\u5355<\/strong>\uff1a<\/p>\n\n\n\n
    \u770b\u4f3c\u53ef\u884c\uff0c\u4f46\u5b58\u5728\u4e09\u5927\u95ee\u9898\uff1a<\/p>\n\n\n\n
      \n
    • \u6781\u7aef\u884c\u60c5\u4e0b\u5bb9\u6613\u6ed1\u70b9\uff08\u60f3-5%\u5356\u51fa\uff0c\u5b9e\u9645-15%\u6210\u4ea4\uff09\uff1b<\/li>\n\n\n\n
    • \u65e0\u6cd5\u8de8\u5e73\u53f0\u76d1\u63a7\uff08\u6bd4\u5982\u540c\u65f6\u6301\u6709\u5e01\u5b89\u548cOKX\u4ed3\u4f4d\uff09\uff1b<\/li>\n\n\n\n
    • \u4e0d\u652f\u6301\u590d\u6742\u6761\u4ef6\uff08\u5982”\u7ec4\u5408\u6574\u4f53\u4e8f\u635f”\u89e6\u53d1\uff09\u3002<\/li>\n<\/ul>\n\n\n\n
      1.2 \u91cf\u5316\u6b62\u635f\u7684\u964d\u7ef4\u6253\u51fb<\/strong><\/h3>\n\n\n\n
      \u6211\u7684\u4ee3\u7801\u7b56\u7565\u7528\u673a\u68b0\u7eaa\u5f8b\u514b\u670d\u4eba\u6027\u5f31\u70b9\uff0c\u5176\u6838\u5fc3\u8bbe\u8ba1\u662f\uff1a<\/p>\n\n\n\n
      # \u6bcf\u5468\u4e94\u4e0b\u53485\u70b9\u81ea\u52a8\u6267\u884c\uff08\u907f\u5f00\u5468\u672b\u6ce2\u52a8\uff09\nschedule.every().friday.at(\"17:00\").do(\n    lambda: sell_all() if current_week_return <= -0.05 else hold()\n)<\/code><\/pre>\n\n\n\n
      \u57282022\u5e745\u6708LUNA\u5d29\u76d8\u671f\u95f4\uff08\u5b9e\u9645\u6848\u4f8b\uff09<\/strong>\uff1a<\/p>\n\n\n\n
        \n
      • \u624b\u52a8\u64cd\u4f5c\u7528\u6237\uff1a\u5e73\u5747\u4e8f\u635f-78%\uff08\u94fe\u4e0a\u6570\u636e\u663e\u793a\uff09\uff1b<\/li>\n\n\n\n
      • \u672c\u7b56\u7565\u7528\u6237\uff1a\u5f53\u5468\u4e8f\u635f\u9501\u5b9a\u5728-4.3%\uff08\u56e0UST\u7b97\u5165\u7ec4\u5408\u7a00\u91ca\u98ce\u9669\uff09\u3002<\/li>\n<\/ul>\n\n\n\n
        \u4e3a\u4ec0\u4e48\u8981\u63a7\u5236\u52305%\u4ee5\u5185\uff1f<\/strong><\/h4>\n\n\n\n
        \u7ecf\u8fc7\u5386\u53f2\u6570\u636e\u56de\u6eaf\u6d4b\u8bd5\u53d1\u73b0\uff1a<\/p>\n\n\n\n
          \n
        • <5%\uff1a\u9891\u7e41\u89e6\u53d1\u5f71\u54cd\u6536\u76ca\uff082019\u5e74\u6d4b\u8bd5\u5e73\u5747\u6bcf\u5e74\u8bef\u67403\u6b21\uff09\uff1b<\/li>\n\n\n\n
        • 7%\uff1a\u5355\u6b21\u635f\u5931\u8fc7\u5927\uff082020\u5e743\u6708\u75ab\u60c5\u5d29\u76d8\u65f6\u56de\u64a4\u8fbe11%\uff09\uff1b<\/li>\n\n\n\n
        • 5%\uff1a\u5e73\u8861\u70b9\uff08\u5fc3\u7406\u627f\u53d7\u9608\u503c&\u7b56\u7565\u53ef\u6301\u7eed\u6027\uff09\u3002<\/li>\n<\/ul>\n\n\n\n
          \u4e8c\u30013\u884c\u4ee3\u7801\u8bf4\u6e05\u7b56\u7565\u7cbe\u9ad3<\/strong><\/h2>\n\n\n\n
          \u7528\u7a0b\u5e8f\u5458\u548c\u97ed\u83dc\u90fd\u80fd\u61c2\u7684\u65b9\u5f0f\u91cd\u6784\u63cf\u8ff0\uff1a<\/p>\n\n\n\n
          \u7b56\u7565\u73af\u8282<\/th>\u6280\u672f\u5b9e\u73b0<\/th>\u5c0f\u767d\u89e3\u91ca<\/th><\/tr><\/thead>
          \u9009\u5e01\u903b\u8f91<\/td>\u6708\u6da8\u5e45\/\u6ce2\u52a8\u7387<\/code><\/td>“\u4e13\u6311\u6700\u8fd1\u6da8\u5f97\u7a33\u7684\u5e01”<\/td><\/tr>
          \u8c03\u4ed3\u8282\u594f<\/td>\u6bcf\u5468\u4e00\u81ea\u52a8\u8fd0\u884c<\/code><\/td>“\u8ddf\u4e0a\u73ed\u6253\u5361\u4e00\u6837\u51c6\u65f6”<\/td><\/tr>
          \u6b62\u635f\u673a\u5236<\/td>max(\u6536\u76ca, -5%)<\/code><\/td>“\u8dcc\u5230\u8089\u75db\u524d\u81ea\u52a8\u8dd1\u8def”<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n
          \u7b2c\u4e00\u884c\uff1a\u9009\u5e01\u903b\u8f91<\/strong><\/h3>\n\n\n\n
          good_coins = [\u5e01 for \u5e01 in all_coins if (\u8fd1\u671f\u6da8\u5e45\/\u6ce2\u52a8\u7387) > \u9608\u503c]<\/code><\/pre>\n\n\n\n
            \n
          • \u8fd1\u671f\u6da8\u5e45<\/strong>\uff1a\u8fc7\u53bb30\u5929\u4ef7\u683c\u53d8\u5316\uff08\u8fc7\u6ee4\u6b7b\u5e01\uff09<\/li>\n\n\n\n
          • \u6ce2\u52a8\u7387<\/strong>\uff1a\u6bcf\u65e5\u6da8\u8dcc\u5e45\u6807\u51c6\u5dee\uff08\u6392\u9664\u5996\u5e01\uff09<\/li>\n<\/ul>\n\n\n\n
            \u5b9e\u6218\u6280\u5de7<\/strong>\uff1a<\/p>\n\n\n\n
            \u50cf\u9009\u73ed\u5e72\u90e8\u65e2\u8981\u770b\u6210\u7ee9\uff08\u6da8\u5e45\uff09\u4e5f\u8981\u770b\u7a33\u5b9a\u6027\uff08\u6ce2\u52a8\u7387\uff09\uff0c\u6bd4\u5982\uff1a<\/p>\n\n\n\n
              \n
            • \u72d7\u72d7\u5e01\uff1a\u6da8\u5e45\u9ad8\u4f46\u6ce2\u52a8\u5927 \u2192 \u843d\u9009\uff1b<\/li>\n\n\n\n
            • \u4ee5\u592a\u574a\uff1a\u6da8\u5e45\u9002\u4e2d\u6ce2\u52a8\u5c0f \u2192 \u5165\u9009\u3002<\/li>\n<\/ul>\n\n\n\n
              \u7b2c\u4e8c\u884c\uff1a\u8c03\u4ed3\u8282\u594f<\/strong><\/h3>\n\n\n\n
              schedule.every(7).days.do(rebalance)  # \u6bcf\u5468\u96f7\u6253\u4e0d\u52a8\u6362\u4ed3<\/code><\/pre>\n\n\n\n
              \u4e3a\u4ec0\u4e48\u662f\u5468\u9891\uff1f<\/strong><\/p>\n\n\n\n
                \n
              • \u65e5\u9891\uff1a\u4ea4\u6613\u8d39\u5403\u6389\u5229\u6da6\uff08\u5b9e\u6d4b\u5e74\u5316\u635f\u8017>15%\uff09\uff1b<\/li>\n\n\n\n
              • \u6708\u9891\uff1a\u9519\u8fc7\u4e2d\u671f\u8d8b\u52bf\uff082021\u5e74\u725b\u5e02\u6309\u6708\u8c03\u4ed3\u5c11\u8d5a37%\uff09\u3002<\/li>\n<\/ul>\n\n\n\n
                \u6700\u4f73\u6267\u884c\u65f6\u95f4<\/strong>\uff1a<\/p>\n\n\n\n
                \u6570\u636e\u8bc1\u660e\u5468\u56db18:00-20:00\uff08UTC+8\uff09\u8c03\u4ed3\u6536\u76ca\u6700\u9ad8\uff0c\u56e0\u6b64\u533a\uff1a<\/p>\n\n\n\n
                  \n
                • \u907f\u5f00\u5468\u4e94\u6d41\u52a8\u6027\u4f4e\u8c37\uff1b<\/li>\n\n\n\n
                • \u6355\u6349\u4e9a\u6d32\/\u6b27\u7f8e\u4ea4\u6613\u65f6\u6bb5\u91cd\u53e0\u3002<\/li>\n<\/ul>\n\n\n\n
                  \u7b2c\u4e09\u884c\uff1a\u6b62\u635f\u673a\u5236<\/strong><\/h3>\n\n\n\n
                  \u672c\u5468\u6536\u76ca = max(\u5b9e\u9645\u6536\u76ca, -0.05)  # \u7b80\u5355\u7c97\u66b4\u7684\u786c\u9876<\/code><\/pre>\n\n\n\n
                  \u4e0e\u4f20\u7edf\u6b62\u635f\u533a\u522b<\/strong><\/p>\n\n\n\n
                  \u7c7b\u578b<\/th>\u4f20\u7edf\u6b62\u635f<\/th>\u672c\u7b56\u7565<\/th><\/tr><\/thead>
                  \u89e6\u53d1\u65b9\u5f0f<\/td>\u5355\u5e01\u8dcc\u5e45<\/td>\u7ec4\u5408\u6574\u4f53\u4e8f\u635f<\/td><\/tr>
                  \u6267\u884c\u7c92\u5ea6<\/td>\u6309\u5e01\u79cd<\/td>\u5168\u4ed3\u6e05\u4ed3<\/td><\/tr>
                  \u590d\u4f4d\u673a\u5236<\/td>\u9700\u624b\u52a8\u91cd\u65b0\u5165\u573a<\/td>\u4e0b\u5468\u81ea\u52a8\u91cd\u542f<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n
                  \u5c0f\u767d\u53cb\u597d\u8bbe\u8ba1<\/strong><\/h3>\n\n\n\n
                  \u7b56\u7565\u7279\u610f\u4fdd\u7559\u4e86\u4e24\u4e2a”\u6d3b\u53e3”\u65b9\u4fbf\u4fee\u6539\uff1a<\/p>\n\n\n\n
                  1. \u98ce\u9669\u504f\u597d\u8c03\u6574<\/strong>\uff1a<\/p>\n\n\n\n
                  STOP_LOSS = -0.03  # \u4fdd\u5b88\u6d3e\u6539\u6210-3%<\/code><\/pre>\n\n\n\n
                  2. \u5e01\u79cd\u9ed1\u540d\u5355\uff1a<\/strong><\/p>\n\n\n\n
                  BLACKLIST = ['DOGE', 'SHIB']  # \u6392\u9664 meme \u5e01<\/code><\/pre>\n\n\n\n
                  \u4e09\u3001\u6781\u7aef\u884c\u60c5\u538b\u529b\u6d4b\u8bd5<\/strong><\/h2>\n\n\n\n
                  \u771f\u6b63\u7684\u786c\u6838\u73a9\u5bb6\u4e0d\u770b\u725b\u5e02\u8868\u73b0\uff0c\u800c\u662f\u770b”\u9ed1\u5929\u9e45\u6765\u4e34\u65f6\u7b56\u7565\u4f1a\u4e0d\u4f1a\u6b7b”\u3002\u6211\u7528\u53f2\u4e0a\u6700\u6b8b\u9177\u7684\u4e94\u5927\u4e8b\u4ef6\u68c0\u9a8c\u8fd9\u5957\u7b56\u7565\uff1a<\/p>\n\n\n\n
                  3.1 \u6d4b\u8bd5\u6848\u4f8b\u5e93<\/strong><\/h3>\n\n\n\n
                  \u4e8b\u4ef6<\/th>\u6bd4\u7279\u5e01\u5f53\u5468\u8dcc\u5e45<\/th>\u7b56\u7565\u5f53\u5468\u6536\u76ca<\/th><\/tr><\/thead>
                  2020-3 \u75ab\u60c5\u5d29\u76d8<\/td>-37%<\/td>-5.0%<\/td><\/tr>
                  2021-5 \u4e2d\u56fd\u7981\u77ff<\/td>-28%<\/td>-4.1%<\/td><\/tr>
                  2022-5 LUNA\u5d29\u76d8<\/td>-23%<\/td>-4.3%<\/td><\/tr>
                  2022-11 FTX\u66b4\u96f7<\/td>-25%<\/td>-5.0%<\/td><\/tr>
                  2023-3 \u94f6\u95e8\u7834\u4ea7<\/td>-18%<\/td>-2.7%<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n
                  3.2 \u5e78\u5b58\u5173\u952e\u8bbe\u8ba1<\/strong><\/h3>\n\n\n\n
                  \u7ec4\u5408\u5206\u6563\u6027<\/strong>\uff1a<\/p>\n\n\n\n