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tick-stock-panel/backend/app/strategy/builtin/broken_board_recovery.py
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2.9 KiB
Python

"""断板反包 — 涨停 + 放量 + 涨幅 >3%"""
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": "broken_board_recovery",
"name": "断板反包",
"description": "连板≥2后断板1-2天, 出现放量反包信号",
"tags": ["涨停", "反包"],
"asset_types": ["stock"],
"timeframes": ["1d"],
"params": [
{"id": "require_limit_up", "label": "要求当日涨停", "type": "bool", "default": True},
{"id": "use_volume_filter", "label": "启用量比过滤", "type": "bool", "default": True},
{
"id": "vol_ratio_min",
"label": "最低量比",
"type": "float",
"default": 1.5,
"min": 0.5,
"max": 5.0,
"step": 0.1,
},
{"id": "use_change_filter", "label": "启用涨幅过滤", "type": "bool", "default": True},
{
"id": "change_pct_min",
"label": "最低涨幅",
"type": "float",
"default": 0.03,
"min": 0.01,
"max": 0.10,
"step": 0.01,
},
],
"scoring": {"change_pct": 0.4, "vol_ratio_5d": 0.3, "momentum_5d": 0.3},
"order_by": "score",
"descending": True,
"limit": 100,
}
EXECUTION_BACKEND = "matrix_native"
ENTRY_SIGNALS = ["signal_limit_up"]
EXIT_SIGNALS = ["signal_ma20_breakdown"]
STOP_LOSS = -0.06
MAX_HOLD_DAYS = 10
class BrokenBoardRecoveryMatrixStrategy:
def required_fields(self) -> frozenset[str]:
return frozenset({"close", "volume", "raw_close"})
def required_warmup_bars(self, params: dict) -> int:
del params
return 60
def compute_signals(self, market: MarketDataMatrix, params: dict) -> SignalMatrix:
entry = np.ones(market.shape, dtype=bool)
if params.get("require_limit_up", True):
entry &= market.limit_up_locked.astype(bool)
if params.get("use_volume_filter", True):
entry &= matrix_feature(market, "vol_ratio_5d") >= float(
params.get("vol_ratio_min", 1.5)
)
if params.get("use_change_filter", True):
entry &= matrix_feature(market, "change_pct") > float(
params.get("change_pct_min", 0.03)
)
ma20 = matrix_feature(market, "ma20")
exit_ = (market.close < ma20) & (shift(market.close, 1) >= shift(ma20, 1))
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(exit_, 0, -1).astype(np.int16),
entry_signal_ids=("signal_limit_up",),
exit_signal_ids=("signal_ma20_breakdown",),
)
MATRIX_STRATEGY = BrokenBoardRecoveryMatrixStrategy()