"""高换手拉升 — 换手率 > 5% 且涨幅 > 3%, 资金活跃""" import polars as pl META = { "id": "high_turnover_surge", "name": "高换手拉升", "description": "换手率 > 5% 且涨幅 > 3%, 资金活跃", "tags": ["换手率", "放量", "资金"], "params": [ {"id": "min_turnover", "label": "最低换手率%", "type": "float", "default": 5.0, "min": 1.0, "max": 20.0, "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": {"turnover_rate": 0.4, "change_pct": 0.3, "momentum_5d": 0.3}, "order_by": "score", "descending": True, "limit": 50, } ENTRY_SIGNALS = ["signal_volume_surge"] EXIT_SIGNALS = ["signal_ma20_breakdown"] STOP_LOSS = -0.05 MAX_HOLD_DAYS = 10 ALERTS = [] def filter(df: pl.DataFrame, params: dict) -> pl.Expr: min_to = params.get("min_turnover", 5.0) / 100.0 min_chg = params.get("min_change", 3.0) / 100.0 return ( (pl.col("turnover_rate") > min_to) & (pl.col("change_pct") > min_chg) )