初始化工程

2026-07-01 22:07:55 +08:00
parent 9bb6d7a654
commit fc2b0944d2
248 changed files with 65020 additions and 316 deletions
@@ -0,0 +1,32 @@
+"""新低反转 — 60日新低后收阳放量"""
+import polars as pl
+
+META = {
+    "id": "n_day_low_reversal",
+    "name": "新低反转",
+    "description": "触及60日新低后当日收阳放量, 反转信号",
+    "tags": ["反转", "新低"],
+    "params": [
+        {"id": "vol_ratio_min", "label": "最低量比", "type": "float",
+         "default": 1.5, "min": 0.5, "max": 5.0, "step": 0.1},
+    ],
+    "scoring": {"change_pct": 0.4, "vol_ratio_5d": 0.3, "momentum_5d": 0.3},
+    "order_by": "score",
+    "descending": True,
+    "limit": 100,
+}
+
+ENTRY_SIGNALS = ["signal_n_day_low"]
+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", 1.5)
+    return (
+        pl.col("signal_n_day_low").fill_null(False)
+        & (pl.col("close") > pl.col("open"))
+        & (pl.col("vol_ratio_5d") >= vol_min)
+    )