"""新低反转 — 60日新低后收阳放量""" import polars as pl META = { "id": "n_day_low_reversal", "name": "新低反转", "description": "触及60日新低后当日收阳放量, 反转信号", "tags": ["反转", "新低"], "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": {"change_pct": 0.4, "vol_ratio_5d": 0.3, "momentum_5d": 0.3}, "order_by": "score", "descending": True, "limit": 100, } ENTRY_SIGNALS = ["signal_n_day_low"] EXIT_SIGNALS = ["signal_ma20_breakdown"] STOP_LOSS = -0.06 MAX_HOLD_DAYS = 15 ALERTS = [] def filter(df: pl.DataFrame, params: dict) -> pl.Expr: vol_min = params.get("vol_ratio_min", 1.5) return ( pl.col("signal_n_day_low").fill_null(False) & (pl.col("close") > pl.col("open")) & (pl.col("vol_ratio_5d") >= vol_min) )