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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+"""量价齐升 — 突破MA20 + 放量 + 收阳"""
+import polars as pl
+
+META = {
+    "id": "volume_price_surge",
+    "name": "量价齐升",
+    "description": "突破MA20 + 放量 + 收阳",
+    "tags": ["量价", "突破"],
+    "params": [
+        {"id": "vol_ratio_min", "label": "最低量比", "type": "float",
+         "default": 2.0, "min": 0.5, "max": 10.0, "step": 0.1},
+    ],
+    "scoring": {"vol_ratio_5d": 0.4, "change_pct": 0.3, "momentum_20d": 0.3},
+    "order_by": "score",
+    "descending": True,
+    "limit": 100,
+}
+
+ENTRY_SIGNALS = ["signal_ma20_breakout"]
+EXIT_SIGNALS = ["signal_ma20_breakdown"]
+STOP_LOSS = -0.06
+MAX_HOLD_DAYS = 15
+ALERTS = []
+
+
+def filter(df: pl.DataFrame, params: dict) -> pl.Expr:
+    vol_min = params.get("vol_ratio_min", 2.0)
+    return (
+        pl.col("signal_ma20_breakout").fill_null(False)
+        & (pl.col("vol_ratio_5d") >= vol_min)
+        & (pl.col("close") > pl.col("open"))
+    )