项目目录从 refer 迁移到 local

Co-Authored-By: Claude <noreply@anthropic.com>
2026-07-04 16:32:48 +08:00
parent 648a8b7f1c
commit aad34202f1
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+"""连板接力 — 近2日涨停且今日涨幅 > 5%, 连板股追踪"""
+import polars as pl
+
+META = {
+    "id": "limit_up_momentum",
+    "name": "连板接力",
+    "description": "连板股 + 今日涨幅 > 5%, 连板接力追踪",
+    "tags": ["涨停", "连板", "接力"],
+    "params": [
+        {"id": "min_change", "label": "最低涨幅%", "type": "float",
+         "default": 5.0, "min": 2.0, "max": 15.0, "step": 0.5},
+        {"id": "min_boards", "label": "最少连板", "type": "int",
+         "default": 1, "min": 1, "max": 10, "step": 1},
+    ],
+    "scoring": {"consecutive_limit_ups": 0.4, "change_pct": 0.3, "amount": 0.3},
+    "order_by": "score",
+    "descending": True,
+    "limit": 50,
+}
+
+ENTRY_SIGNALS = ["signal_limit_up"]
+EXIT_SIGNALS = []
+STOP_LOSS = -0.05
+MAX_HOLD_DAYS = 5
+ALERTS = []
+
+
+def filter(df: pl.DataFrame, params: dict) -> pl.Expr:
+    min_chg = params.get("min_change", 5.0) / 100.0
+    min_boards = params.get("min_boards", 1)
+    return (
+        (pl.col("change_pct") > min_chg)
+        & (pl.col("consecutive_limit_ups") >= min_boards)
+    )