复制 local 代码到 serve

2026-07-04 16:59:25 +08:00
parent cee04c1b46
commit 0474e5fb46
302 changed files with 78290 additions and 0 deletions
@@ -0,0 +1,35 @@
+"""断板反包 — 涨停 + 放量 + 涨幅 >3%"""
+import polars as pl
+
+META = {
+    "id": "broken_board_recovery",
+    "name": "断板反包",
+    "description": "连板≥2后断板1-2天, 出现放量反包信号",
+    "tags": ["涨停", "反包"],
+    "params": [
+        {"id": "vol_ratio_min", "label": "最低量比", "type": "float",
+         "default": 1.5, "min": 0.5, "max": 5.0, "step": 0.1},
+        {"id": "change_pct_min", "label": "最低涨幅", "type": "float",
+         "default": 0.03, "min": 0.01, "max": 0.10, "step": 0.01},
+    ],
+    "scoring": {"change_pct": 0.4, "vol_ratio_5d": 0.3, "momentum_5d": 0.3},
+    "order_by": "score",
+    "descending": True,
+    "limit": 100,
+}
+
+ENTRY_SIGNALS = ["signal_limit_up"]
+EXIT_SIGNALS = ["signal_ma20_breakdown"]
+STOP_LOSS = -0.06
+MAX_HOLD_DAYS = 10
+ALERTS = []
+
+
+def filter(df: pl.DataFrame, params: dict) -> pl.Expr:
+    vol_min = params.get("vol_ratio_min", 1.5)
+    chg_min = params.get("change_pct_min", 0.03)
+    return (
+        pl.col("signal_limit_up").fill_null(False)
+        & (pl.col("vol_ratio_5d") >= vol_min)
+        & (pl.col("change_pct") > chg_min)
+    )