33 lines
949 B
Python
33 lines
949 B
Python
"""新低反转 — 60日新低后收阳放量"""
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import polars as pl
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META = {
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"id": "n_day_low_reversal",
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"name": "新低反转",
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"description": "触及60日新低后当日收阳放量, 反转信号",
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"tags": ["反转", "新低"],
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"params": [
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{"id": "vol_ratio_min", "label": "最低量比", "type": "float",
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"default": 1.5, "min": 0.5, "max": 5.0, "step": 0.1},
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],
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"scoring": {"change_pct": 0.4, "vol_ratio_5d": 0.3, "momentum_5d": 0.3},
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"order_by": "score",
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"descending": True,
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"limit": 100,
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}
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ENTRY_SIGNALS = ["signal_n_day_low"]
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EXIT_SIGNALS = ["signal_ma20_breakdown"]
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STOP_LOSS = -0.06
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MAX_HOLD_DAYS = 15
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ALERTS = []
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def filter(df: pl.DataFrame, params: dict) -> pl.Expr:
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vol_min = params.get("vol_ratio_min", 1.5)
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return (
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pl.col("signal_n_day_low").fill_null(False)
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& (pl.col("close") > pl.col("open"))
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& (pl.col("vol_ratio_5d") >= vol_min)
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)
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