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tick-stock-panel/backend/app/strategy/builtin/bullish_alignment.py
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Python

"""均线多头 — MA5>MA10>MA20>MA60 + 短期动量为正"""
import numpy as np
from app.backtest.matrix import (
MarketDataMatrix,
SignalMatrix,
make_signal_matrix,
matrix_feature,
)
from app.backtest.matrix import (
valid_shift as shift,
)
META = {
"id": "bullish_alignment",
"name": "均线多头",
"description": "MA5>MA10>MA20>MA60多头排列 + 短期动量为正",
"tags": ["均线", "多头"],
"asset_types": ["stock", "etf"],
"timeframes": ["1d"],
"params": [
{
"id": "require_ma_alignment",
"label": "要求均线多头排列",
"type": "bool",
"default": True,
},
{
"id": "require_positive_momentum",
"label": "要求20日动量为正",
"type": "bool",
"default": True,
},
],
"scoring": {"momentum_60d": 0.4, "momentum_20d": 0.3, "turnover_rate": 0.3},
"order_by": "score",
"descending": True,
"limit": 100,
}
EXECUTION_BACKEND = "matrix_native"
ENTRY_SIGNALS = ["signal_ma_golden_5_20", "signal_ma_golden_20_60"]
EXIT_SIGNALS = ["signal_ma_dead_5_20", "signal_ma20_breakdown"]
STOP_LOSS = -0.06
MAX_HOLD_DAYS = 20
class BullishAlignmentMatrixStrategy:
def required_fields(self) -> frozenset[str]:
return frozenset({"close"})
def required_warmup_bars(self, params: dict) -> int:
del params
return 60
def compute_signals(self, market: MarketDataMatrix, params: dict) -> SignalMatrix:
ma5 = matrix_feature(market, "ma5")
ma10 = matrix_feature(market, "ma10")
ma20 = matrix_feature(market, "ma20")
ma60 = matrix_feature(market, "ma60")
entry = np.ones(market.shape, dtype=bool)
if params.get("require_ma_alignment", True):
entry &= (ma5 > ma10) & (ma10 > ma20) & (ma20 > ma60)
if params.get("require_positive_momentum", True):
entry &= matrix_feature(market, "momentum_20d") > 0
ma_dead = (ma5 < ma20) & (shift(ma5, 1) >= shift(ma20, 1))
ma20_breakdown = (market.close < ma20) & (shift(market.close, 1) >= shift(ma20, 1))
exit_ = ma_dead | ma20_breakdown
return make_signal_matrix(
market.shape,
entry=entry.astype(np.uint8),
exit=exit_.astype(np.uint8),
entry_signal_code=np.where(entry, 0, -1).astype(np.int16),
exit_signal_code=np.where(ma_dead, 0, np.where(ma20_breakdown, 1, -1)).astype(np.int16),
entry_signal_ids=("signal_ma_golden_5_20", "signal_ma_golden_20_60"),
exit_signal_ids=("signal_ma_dead_5_20", "signal_ma20_breakdown"),
)
MATRIX_STRATEGY = BullishAlignmentMatrixStrategy()