"""强势高开 — 高开 > 3% 且保持上涨, 集合竞价强势""" import polars as pl META = { "id": "strong_open", "name": "强势高开", "description": "高开 > 3% 且收盘高于开盘价, 集合竞价强势", "tags": ["高开", "强势"], "params": [ {"id": "min_open_gap", "label": "最低高开%", "type": "float", "default": 3.0, "min": 1.0, "max": 10.0, "step": 0.5}, {"id": "min_change", "label": "最低涨幅%", "type": "float", "default": 3.0, "min": 1.0, "max": 10.0, "step": 0.5}, ], "scoring": {"change_pct": 0.4, "amplitude": 0.2, "amount": 0.4}, "order_by": "score", "descending": True, "limit": 50, } ENTRY_SIGNALS = [] EXIT_SIGNALS = ["signal_ma20_breakdown"] STOP_LOSS = -0.05 MAX_HOLD_DAYS = 10 ALERTS = [] def filter(df: pl.DataFrame, params: dict) -> pl.Expr: min_gap = params.get("min_open_gap", 3.0) / 100.0 min_chg = params.get("min_change", 3.0) / 100.0 return ( (pl.col("open") > pl.col("prev_close") * (1 + min_gap)) & (pl.col("close") > pl.col("open")) & (pl.col("change_pct") > min_chg) )