38 lines
1.2 KiB
Python
38 lines
1.2 KiB
Python
"""超跌反弹 — RSI14 < 30 + 涨幅 > 1% + 站上 MA5, 超卖反弹信号"""
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import polars as pl
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META = {
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"id": "oversold_reversal",
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"name": "超跌反转",
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"description": "RSI14 < 30超卖 + 涨幅 > 1% + 站上MA5, 超卖反转信号",
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"tags": ["超跌", "反弹", "RSI"],
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"params": [
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{"id": "rsi_max", "label": "RSI上限", "type": "float",
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"default": 30.0, "min": 10.0, "max": 50.0, "step": 1.0},
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{"id": "min_change", "label": "最低涨幅%", "type": "float",
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"default": 1.0, "min": 0.5, "max": 5.0, "step": 0.5},
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],
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"scoring": {"change_pct": 0.4, "rsi_14": 0.3, "vol_ratio_5d": 0.3},
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"order_by": "score",
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"descending": True,
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"limit": 50,
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}
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ENTRY_SIGNALS = []
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EXIT_SIGNALS = ["signal_ma20_breakdown"]
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STOP_LOSS = -0.05
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MAX_HOLD_DAYS = 15
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ALERTS = [
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{"field": "rsi_14", "op": "<", "value": 25, "message": "RSI极度超卖"},
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]
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def filter(df: pl.DataFrame, params: dict) -> pl.Expr:
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rsi_max = params.get("rsi_max", 30.0)
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min_chg = params.get("min_change", 1.0) / 100.0
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return (
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(pl.col("rsi_14") < rsi_max)
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& (pl.col("change_pct") > min_chg)
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& (pl.col("close") > pl.col("ma5"))
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)
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