43 lines
1.2 KiB
Python
43 lines
1.2 KiB
Python
"""趋势突破 — MA60上方 + 60日新高 + 放量"""
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import polars as pl
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META = {
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"id": "trend_breakout",
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"name": "趋势突破",
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"description": "MA60上方 + 60日新高 + 量能 ≥ 2倍均量",
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"tags": ["趋势", "突破", "放量"],
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"basic_filter": {
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"price_min": 5,
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"price_max": 200,
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"market_cap_min": 20e8,
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"amount_min": 1e8,
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"exclude_st": True,
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"exclude_new_days": 60,
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},
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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": 2.0, "min": 0.5, "max": 10.0, "step": 0.1},
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],
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"scoring": {"momentum_60d": 0.4, "vol_ratio_5d": 0.3, "change_pct": 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_high"]
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EXIT_SIGNALS = ["signal_ma20_breakdown"]
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STOP_LOSS = -0.08
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MAX_HOLD_DAYS = 20
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ALERTS = [
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{"field": "signal_volume_surge", "message": "放量异动"},
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]
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def filter(df: pl.DataFrame, params: dict) -> pl.Expr:
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vol_min = params.get("vol_ratio_min", 2.0)
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return (
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(pl.col("close") > pl.col("ma60"))
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& pl.col("signal_n_day_high").fill_null(False)
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& (pl.col("vol_ratio_5d") >= vol_min)
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)
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