将项目文件整理到 refer 目录

2026-07-03 22:26:00 +08:00
parent 49880e785f
commit 9f57af4d37
1223 changed files with 98 additions and 0 deletions
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+"""均线多头 — MA5>MA10>MA20>MA60 + 短期动量为正"""
+import polars as pl
+
+META = {
+    "id": "bullish_alignment",
+    "name": "均线多头",
+    "description": "MA5>MA10>MA20>MA60多头排列 + 短期动量为正",
+    "tags": ["均线", "多头"],
+    "params": [],
+    "scoring": {"momentum_60d": 0.4, "momentum_20d": 0.3, "turnover_rate": 0.3},
+    "order_by": "score",
+    "descending": True,
+    "limit": 100,
+}
+
+ENTRY_SIGNALS = ["signal_ma_golden_5_20", "signal_ma_golden_20_60"]
+EXIT_SIGNALS = ["signal_ma_dead_5_20", "signal_ma20_breakdown"]
+STOP_LOSS = -0.06
+MAX_HOLD_DAYS = 20
+ALERTS = []
+
+
+def filter(df: pl.DataFrame, params: dict) -> pl.Expr:
+    return (
+        (pl.col("ma5") > pl.col("ma10"))
+        & (pl.col("ma10") > pl.col("ma20"))
+        & (pl.col("ma20") > pl.col("ma60"))
+        & (pl.col("momentum_20d") > 0)
+    )