56 lines
1.7 KiB
Python
56 lines
1.7 KiB
Python
"""逼近涨停 — 涨幅 > 7% 且距涨停 < 3%, 盘后选股"""
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import polars as pl
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def _limit_pct() -> pl.Expr:
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"""根据板块和 ST 动态计算涨跌幅限制 (小数)。
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创业板(300/301)/科创板(688): 20%
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北交所(.BJ): 30%
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ST: 5%
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主板: 10%
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"""
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is_st = pl.col("name").str.contains("(?i)ST").fill_null(False)
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is_cyb = pl.col("symbol").str.starts_with("300") | pl.col("symbol").str.starts_with("301")
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is_kcb = pl.col("symbol").str.starts_with("688")
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is_bj = pl.col("symbol").str.contains(r"\.BJ$")
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return (
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pl.when(is_st).then(0.05)
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.when(is_cyb | is_kcb).then(0.20)
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.when(is_bj).then(0.30)
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.otherwise(0.10)
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)
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META = {
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"id": "near_limit_up",
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"name": "逼近涨停",
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"description": "涨幅 > 7% 且距涨停 < 3%, 追涨信号",
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"tags": ["涨停", "追涨"],
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"params": [
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{"id": "min_change", "label": "最低涨幅%", "type": "float",
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"default": 7.0, "min": 3.0, "max": 15.0, "step": 1.0},
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{"id": "limit_gap", "label": "距涨停空间%", "type": "float",
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"default": 3.0, "min": 1.0, "max": 10.0, "step": 0.5},
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],
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"scoring": {"change_pct": 0.5, "amount": 0.3, "momentum_5d": 0.2},
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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 = 5
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ALERTS = []
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def filter(df: pl.DataFrame, params: dict) -> pl.Expr:
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min_chg = params.get("min_change", 7.0) / 100.0
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gap = params.get("limit_gap", 3.0) / 100.0
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lp = _limit_pct()
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return (
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(pl.col("change_pct") > min_chg)
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& (pl.col("change_pct") < lp - gap)
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)
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