"""MA金叉 — MA5上穿MA20 + 量能配合 + MA60上方""" import polars as pl META = { "id": "ma_golden_cross", "name": "MA 金叉", "description": "MA5上穿MA20当日触发, 量能配合", "tags": ["均线", "金叉"], "params": [ {"id": "vol_ratio_min", "label": "最低量比", "type": "float", "default": 1.2, "min": 0.5, "max": 5.0, "step": 0.1}, ], "scoring": {"momentum_20d": 0.5, "vol_ratio_5d": 0.3, "change_pct": 0.2}, "order_by": "score", "descending": True, "limit": 100, } ENTRY_SIGNALS = ["signal_ma_golden_5_20"] EXIT_SIGNALS = ["signal_ma_dead_5_20"] 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", 1.2) return ( pl.col("signal_ma_golden_5_20").fill_null(False) & (pl.col("vol_ratio_5d") >= vol_min) & (pl.col("close") > pl.col("ma60")) )