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 +1,42 @@
+"""趋势突破 — MA60上方 + 60日新高 + 放量"""
+import polars as pl
+
+META = {
+    "id": "trend_breakout",
+    "name": "趋势突破",
+    "description": "MA60上方 + 60日新高 + 量能 ≥ 2倍均量",
+    "tags": ["趋势", "突破", "放量"],
+    "basic_filter": {
+        "price_min": 5,
+        "price_max": 200,
+        "market_cap_min": 20e8,
+        "amount_min": 1e8,
+        "exclude_st": True,
+        "exclude_new_days": 60,
+    },
+    "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": {"momentum_60d": 0.4, "vol_ratio_5d": 0.3, "change_pct": 0.3},
+    "order_by": "score",
+    "descending": True,
+    "limit": 100,
+}
+
+ENTRY_SIGNALS = ["signal_n_day_high"]
+EXIT_SIGNALS = ["signal_ma20_breakdown"]
+STOP_LOSS = -0.08
+MAX_HOLD_DAYS = 20
+ALERTS = [
+    {"field": "signal_volume_surge", "message": "放量异动"},
+]
+
+
+def filter(df: pl.DataFrame, params: dict) -> pl.Expr:
+    vol_min = params.get("vol_ratio_min", 2.0)
+    return (
+        (pl.col("close") > pl.col("ma60"))
+        & pl.col("signal_n_day_high").fill_null(False)
+        & (pl.col("vol_ratio_5d") >= vol_min)
+    )