"""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) )