36 lines
1.1 KiB
Python
36 lines
1.1 KiB
Python
"""断板反包 — 涨停 + 放量 + 涨幅 >3%"""
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import polars as pl
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META = {
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"id": "broken_board_recovery",
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"name": "断板反包",
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"description": "连板≥2后断板1-2天, 出现放量反包信号",
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"tags": ["涨停", "反包"],
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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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{"id": "change_pct_min", "label": "最低涨幅", "type": "float",
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"default": 0.03, "min": 0.01, "max": 0.10, "step": 0.01},
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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_limit_up"]
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EXIT_SIGNALS = ["signal_ma20_breakdown"]
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STOP_LOSS = -0.06
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MAX_HOLD_DAYS = 10
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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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chg_min = params.get("change_pct_min", 0.03)
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return (
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pl.col("signal_limit_up").fill_null(False)
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& (pl.col("vol_ratio_5d") >= vol_min)
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& (pl.col("change_pct") > chg_min)
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)
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