"""量价齐升 — 突破MA20 + 放量 + 收阳""" import polars as pl META = { "id": "volume_price_surge", "name": "量价齐升", "description": "突破MA20 + 放量 + 收阳", "tags": ["量价", "突破"], "params": [ {"id": "vol_ratio_min", "label": "最低量比", "type": "float", "default": 2.0, "min": 0.5, "max": 10.0, "step": 0.1}, ], "scoring": {"vol_ratio_5d": 0.4, "change_pct": 0.3, "momentum_20d": 0.3}, "order_by": "score", "descending": True, "limit": 100, } ENTRY_SIGNALS = ["signal_ma20_breakout"] 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", 2.0) return ( pl.col("signal_ma20_breakout").fill_null(False) & (pl.col("vol_ratio_5d") >= vol_min) & (pl.col("close") > pl.col("open")) )