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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+"""高换手拉升 — 换手率 > 5% 且涨幅 > 3%, 资金活跃"""
+import polars as pl
+
+META = {
+    "id": "high_turnover_surge",
+    "name": "高换手拉升",
+    "description": "换手率 > 5% 且涨幅 > 3%, 资金活跃",
+    "tags": ["换手率", "放量", "资金"],
+    "params": [
+        {"id": "min_turnover", "label": "最低换手率%", "type": "float",
+         "default": 5.0, "min": 1.0, "max": 20.0, "step": 0.5},
+        {"id": "min_change", "label": "最低涨幅%", "type": "float",
+         "default": 3.0, "min": 1.0, "max": 10.0, "step": 0.5},
+    ],
+    "scoring": {"turnover_rate": 0.4, "change_pct": 0.3, "momentum_5d": 0.3},
+    "order_by": "score",
+    "descending": True,
+    "limit": 50,
+}
+
+ENTRY_SIGNALS = ["signal_volume_surge"]
+EXIT_SIGNALS = ["signal_ma20_breakdown"]
+STOP_LOSS = -0.05
+MAX_HOLD_DAYS = 10
+ALERTS = []
+
+
+def filter(df: pl.DataFrame, params: dict) -> pl.Expr:
+    min_to = params.get("min_turnover", 5.0) / 100.0
+    min_chg = params.get("min_change", 3.0) / 100.0
+    return (
+        (pl.col("turnover_rate") > min_to)
+        & (pl.col("change_pct") > min_chg)
+    )