"""均线多头 — MA5>MA10>MA20>MA60 + 短期动量为正""" import polars as pl META = { "id": "bullish_alignment", "name": "均线多头", "description": "MA5>MA10>MA20>MA60多头排列 + 短期动量为正", "tags": ["均线", "多头"], "params": [], "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", "signal_ma_golden_20_60"] EXIT_SIGNALS = ["signal_ma_dead_5_20", "signal_ma20_breakdown"] STOP_LOSS = -0.06 MAX_HOLD_DAYS = 20 ALERTS = [] def filter(df: pl.DataFrame, params: dict) -> pl.Expr: return ( (pl.col("ma5") > pl.col("ma10")) & (pl.col("ma10") > pl.col("ma20")) & (pl.col("ma20") > pl.col("ma60")) & (pl.col("momentum_20d") > 0) )