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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+"""超跌反弹 — RSI14 < 30 + 收阳 + 放量"""
+import polars as pl
+
+META = {
+    "id": "oversold_bounce",
+    "name": "超跌反弹",
+    "description": "RSI14 < 30超卖区 + 当日收阳 + 放量, 抄底信号",
+    "tags": ["超跌", "反弹", "RSI"],
+    "params": [
+        {"id": "rsi_max", "label": "RSI上限", "type": "float",
+         "default": 30.0, "min": 10.0, "max": 50.0, "step": 1.0},
+        {"id": "vol_ratio_min", "label": "最低量比", "type": "float",
+         "default": 1.2, "min": 0.5, "max": 5.0, "step": 0.1},
+    ],
+    "scoring": {"change_pct": 0.3, "vol_ratio_5d": 0.3, "momentum_5d": 0.2, "rsi_14": 0.2},
+    "order_by": "score",
+    "descending": True,
+    "limit": 100,
+}
+
+ENTRY_SIGNALS = []
+EXIT_SIGNALS = ["signal_ma20_breakdown"]
+STOP_LOSS = -0.05
+MAX_HOLD_DAYS = 15
+ALERTS = [
+    {"field": "rsi_14", "op": "<", "value": 25, "message": "RSI极度超卖"},
+]
+
+
+def filter(df: pl.DataFrame, params: dict) -> pl.Expr:
+    rsi_max = params.get("rsi_max", 30.0)
+    vol_min = params.get("vol_ratio_min", 1.2)
+    return (
+        (pl.col("rsi_14") < rsi_max)
+        & (pl.col("close") > pl.col("open"))
+        & (pl.col("vol_ratio_5d") >= vol_min)
+    )