shy3130
b82c4eaedb
feat(minute): 分钟红7新增「N日内涨停过」条件 + minute_filter 日线窗口契约
分钟策略此前只能访问当日分钟窗口, 无法叠加日线维度条件。本次为
minute_filter 后端扩展可选日线历史契约:
- 契约: 策略声明 META["daily_history_bars"] (0-250) + filter_minute_history
接受 daily 关键字 (加载期校验, 纯分钟策略零改动); 引擎聚合各策略声明
(minute_daily_history_bars) 后由 ScreenerService 1m 分支装配
context.daily_history (enriched 日线窗口), run() 以 daily= 注入
- 分钟红7: require_limit_up (默认开) + limit_up_days (5-60, 默认20) 参数;
涨停判定复用 enriched 预计算信号 signal_limit_up (收盘封板) 或
signal_broken_limit_up (炸板盘中触及), 任一命中即算涨停过, 输出
recent_limit_ups 次数列; 日线窗口缺失时失败闭合 (宁可漏过不可错报)
- 测试 25 项: 涨停信号过滤/炸板计数/回看窗口边界(第20日含第21日不含)/
失败闭合/开关旁路/加载校验(缺 daily 关键字与超范围)/引擎注入/服务装配
实盘验证: 用户参数(bars=6)基线 24 只 → 要求涨停过后 6 只, 全部带
recent_limit_ups; 全量 1112 项后端测试通过。
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