"""MACD金叉放量 — MACD金叉当日 + 量能放大""" import polars as pl META = { "id": "macd_golden", "name": "MACD 金叉放量", "description": "MACD金叉当日 + 量能放大", "tags": ["MACD", "金叉", "放量"], "params": [ {"id": "vol_ratio_min", "label": "最低量比", "type": "float", "default": 1.5, "min": 0.5, "max": 5.0, "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_macd_golden"] EXIT_SIGNALS = ["signal_macd_dead"] STOP_LOSS = -0.07 MAX_HOLD_DAYS = 20 ALERTS = [] def filter(df: pl.DataFrame, params: dict) -> pl.Expr: vol_min = params.get("vol_ratio_min", 1.5) return ( pl.col("signal_macd_golden").fill_null(False) & (pl.col("vol_ratio_5d") >= vol_min) )