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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+"""均线回踩反弹 — 价格在 MA20 附近(±2%)且 MA 多头排列, 回踩买入"""
+import polars as pl
+
+META = {
+    "id": "pullback_ma20_bounce",
+    "name": "均线回踩反弹",
+    "description": "价格在MA20附近(±2%)且MA5>MA20>MA60多头排列, 回踩买入",
+    "tags": ["回踩", "均线", "反弹"],
+    "params": [
+        {"id": "ma_proximity", "label": "MA偏离度%", "type": "float",
+         "default": 2.0, "min": 0.5, "max": 5.0, "step": 0.5},
+    ],
+    "scoring": {"momentum_60d": 0.4, "change_pct": 0.3, "momentum_20d": 0.3},
+    "order_by": "score",
+    "descending": True,
+    "limit": 50,
+}
+
+ENTRY_SIGNALS = ["signal_ma_golden_5_20"]
+EXIT_SIGNALS = ["signal_ma20_breakdown", "signal_ma_dead_5_20"]
+STOP_LOSS = -0.05
+MAX_HOLD_DAYS = 15
+ALERTS = []
+
+
+def filter(df: pl.DataFrame, params: dict) -> pl.Expr:
+    proximity = params.get("ma_proximity", 2.0) / 100.0
+    return (
+        (pl.col("close") > pl.col("ma20") * (1 - proximity))
+        & (pl.col("close") < pl.col("ma20") * (1 + proximity))
+        & (pl.col("ma5") > pl.col("ma20"))
+        & (pl.col("ma20") > pl.col("ma60"))
+        & (pl.col("change_pct") > 0)
+    )