32 lines
878 B
Python
32 lines
878 B
Python
"""连板股 — 涨停且连续涨停≥2天"""
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import polars as pl
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META = {
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"id": "consecutive_limit_ups",
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"name": "连板股",
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"description": "当日涨停且连续涨停≥2天, 强势追涨",
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"tags": ["涨停", "连板"],
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"params": [
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{"id": "min_boards", "label": "最少连板数", "type": "int",
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"default": 2, "min": 1, "max": 20, "step": 1},
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],
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"scoring": {"consecutive_limit_ups": 0.5, "change_pct": 0.3, "amount": 0.2},
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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_limit_up"]
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EXIT_SIGNALS = []
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STOP_LOSS = -0.05
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MAX_HOLD_DAYS = 5
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ALERTS = []
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def filter(df: pl.DataFrame, params: dict) -> pl.Expr:
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min_boards = params.get("min_boards", 2)
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return (
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pl.col("signal_limit_up").fill_null(False)
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& (pl.col("consecutive_limit_ups") >= min_boards)
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)
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