"""超跌反弹 — RSI14 < 30 + 涨幅 > 1% + 站上 MA5, 超卖反弹信号""" import polars as pl META = { "id": "oversold_reversal", "name": "超跌反转", "description": "RSI14 < 30超卖 + 涨幅 > 1% + 站上MA5, 超卖反转信号", "tags": ["超跌", "反弹", "RSI"], "params": [ {"id": "rsi_max", "label": "RSI上限", "type": "float", "default": 30.0, "min": 10.0, "max": 50.0, "step": 1.0}, {"id": "min_change", "label": "最低涨幅%", "type": "float", "default": 1.0, "min": 0.5, "max": 5.0, "step": 0.5}, ], "scoring": {"change_pct": 0.4, "rsi_14": 0.3, "vol_ratio_5d": 0.3}, "order_by": "score", "descending": True, "limit": 50, } ENTRY_SIGNALS = [] EXIT_SIGNALS = ["signal_ma20_breakdown"] STOP_LOSS = -0.05 MAX_HOLD_DAYS = 15 ALERTS = [ {"field": "rsi_14", "op": "<", "value": 25, "message": "RSI极度超卖"}, ] def filter(df: pl.DataFrame, params: dict) -> pl.Expr: rsi_max = params.get("rsi_max", 30.0) min_chg = params.get("min_change", 1.0) / 100.0 return ( (pl.col("rsi_14") < rsi_max) & (pl.col("change_pct") > min_chg) & (pl.col("close") > pl.col("ma5")) )