"""逼近涨停 — 涨幅 > 7% 且距涨停 < 3%, 盘后选股""" import polars as pl def _limit_pct() -> pl.Expr: """根据板块和 ST 动态计算涨跌幅限制 (小数)。 创业板(300/301)/科创板(688): 20% 北交所(.BJ): 30% ST: 5% 主板: 10% """ is_st = pl.col("name").str.contains("(?i)ST").fill_null(False) is_cyb = pl.col("symbol").str.starts_with("300") | pl.col("symbol").str.starts_with("301") is_kcb = pl.col("symbol").str.starts_with("688") is_bj = pl.col("symbol").str.contains(r"\.BJ$") return ( pl.when(is_st).then(0.05) .when(is_cyb | is_kcb).then(0.20) .when(is_bj).then(0.30) .otherwise(0.10) ) META = { "id": "near_limit_up", "name": "逼近涨停", "description": "涨幅 > 7% 且距涨停 < 3%, 追涨信号", "tags": ["涨停", "追涨"], "params": [ {"id": "min_change", "label": "最低涨幅%", "type": "float", "default": 7.0, "min": 3.0, "max": 15.0, "step": 1.0}, {"id": "limit_gap", "label": "距涨停空间%", "type": "float", "default": 3.0, "min": 1.0, "max": 10.0, "step": 0.5}, ], "scoring": {"change_pct": 0.5, "amount": 0.3, "momentum_5d": 0.2}, "order_by": "score", "descending": True, "limit": 50, } ENTRY_SIGNALS = [] EXIT_SIGNALS = ["signal_ma20_breakdown"] STOP_LOSS = -0.05 MAX_HOLD_DAYS = 5 ALERTS = [] def filter(df: pl.DataFrame, params: dict) -> pl.Expr: min_chg = params.get("min_change", 7.0) / 100.0 gap = params.get("limit_gap", 3.0) / 100.0 lp = _limit_pct() return ( (pl.col("change_pct") > min_chg) & (pl.col("change_pct") < lp - gap) )