"""断板反包 — 涨停 + 放量 + 涨幅 >3%""" import polars as pl META = { "id": "broken_board_recovery", "name": "断板反包", "description": "连板≥2后断板1-2天, 出现放量反包信号", "tags": ["涨停", "反包"], "params": [ {"id": "vol_ratio_min", "label": "最低量比", "type": "float", "default": 1.5, "min": 0.5, "max": 5.0, "step": 0.1}, {"id": "change_pct_min", "label": "最低涨幅", "type": "float", "default": 0.03, "min": 0.01, "max": 0.10, "step": 0.01}, ], "scoring": {"change_pct": 0.4, "vol_ratio_5d": 0.3, "momentum_5d": 0.3}, "order_by": "score", "descending": True, "limit": 100, } ENTRY_SIGNALS = ["signal_limit_up"] EXIT_SIGNALS = ["signal_ma20_breakdown"] STOP_LOSS = -0.06 MAX_HOLD_DAYS = 10 ALERTS = [] def filter(df: pl.DataFrame, params: dict) -> pl.Expr: vol_min = params.get("vol_ratio_min", 1.5) chg_min = params.get("change_pct_min", 0.03) return ( pl.col("signal_limit_up").fill_null(False) & (pl.col("vol_ratio_5d") >= vol_min) & (pl.col("change_pct") > chg_min) )