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
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+"""MA金叉 — MA5上穿MA20 + 量能配合 + MA60上方"""
+import polars as pl
+
+META = {
+    "id": "ma_golden_cross",
+    "name": "MA 金叉",
+    "description": "MA5上穿MA20当日触发, 量能配合",
+    "tags": ["均线", "金叉"],
+    "params": [
+        {"id": "vol_ratio_min", "label": "最低量比", "type": "float",
+         "default": 1.2, "min": 0.5, "max": 5.0, "step": 0.1},
+    ],
+    "scoring": {"momentum_20d": 0.5, "vol_ratio_5d": 0.3, "change_pct": 0.2},
+    "order_by": "score",
+    "descending": True,
+    "limit": 100,
+}
+
+ENTRY_SIGNALS = ["signal_ma_golden_5_20"]
+EXIT_SIGNALS = ["signal_ma_dead_5_20"]
+STOP_LOSS = -0.06
+MAX_HOLD_DAYS = 15
+ALERTS = []
+
+
+def filter(df: pl.DataFrame, params: dict) -> pl.Expr:
+    vol_min = params.get("vol_ratio_min", 1.2)
+    return (
+        pl.col("signal_ma_golden_5_20").fill_null(False)
+        & (pl.col("vol_ratio_5d") >= vol_min)
+        & (pl.col("close") > pl.col("ma60"))
+    )