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
@@ -0,0 +1,37 @@
+"""缩量回踩 — 回踩MA20附近 + 缩量 + 中期趋势向上"""
+import polars as pl
+
+META = {
+    "id": "pullback_to_support",
+    "name": "缩量回踩",
+    "description": "回踩MA20附近 + 缩量 + 中期趋势向上",
+    "tags": ["回踩", "支撑"],
+    "params": [
+        {"id": "ma_proximity", "label": "均线偏离度", "type": "float",
+         "default": 0.02, "min": 0.01, "max": 0.05, "step": 0.005},
+        {"id": "vol_ratio_max", "label": "最大量比", "type": "float",
+         "default": 0.8, "min": 0.2, "max": 1.5, "step": 0.1},
+    ],
+    "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"]
+EXIT_SIGNALS = ["signal_ma20_breakdown"]
+STOP_LOSS = -0.05
+MAX_HOLD_DAYS = 20
+ALERTS = []
+
+
+def filter(df: pl.DataFrame, params: dict) -> pl.Expr:
+    proximity = params.get("ma_proximity", 0.02)
+    vol_max = params.get("vol_ratio_max", 0.8)
+    return (
+        (pl.col("close") > pl.col("ma20") * (1 - proximity))
+        & (pl.col("close") < pl.col("ma20") * (1 + proximity))
+        & (pl.col("vol_ratio_5d") < vol_max)
+        & (pl.col("close") > pl.col("ma60"))
+        & (pl.col("momentum_20d") > 0)
+    )