From 06dd588e1037e2a381b8736cf3dd91881915db41 Mon Sep 17 00:00:00 2001
From: boris <boris@boriss-MacBook-Pro.local>
Date: Wed, 22 Apr 2026 20:33:47 -0700
Subject: [PATCH] Add AI generated cap-band strategy example

---
 ...ted_000001_open_cap_band.engine-script.txt | 42 +++++++++++++++++++
 ...ed_000001_open_cap_band.strategy_spec.json | 33 +++++++++++++++
 2 files changed, 75 insertions(+)
 create mode 100644 data/demo/ai_generated_000001_open_cap_band.engine-script.txt
 create mode 100644 data/demo/ai_generated_000001_open_cap_band.strategy_spec.json

diff --git a/data/demo/ai_generated_000001_open_cap_band.engine-script.txt b/data/demo/ai_generated_000001_open_cap_band.engine-script.txt
new file mode 100644
index 0000000..9012b13
--- /dev/null
+++ b/data/demo/ai_generated_000001_open_cap_band.engine-script.txt
@@ -0,0 +1,42 @@
+let refresh_rate = 15;
+let stocknum = 40;
+let xs = 0.008;
+let base_index_level = 2000;
+let lower_offset = 3;
+let upper_offset = 28;
+
+fn cap_floor(current_price, base_index_level, xs, lower_offset) {
+round((current_price - base_index_level) * xs + lower_offset)
+}
+
+fn cap_ceiling(current_price, base_index_level, xs, upper_offset) {
+round((current_price - base_index_level) * xs + upper_offset)
+}
+
+strategy("ai_generated_000001_open_cap_band") {
+market("CN_A")
+benchmark("000852.SH")
+signal("000001.SH")
+
+rebalance.every_days(refresh_rate).at("10:18")
+
+universe.exclude("paused", "st", "kcb", "one_yuan", "new_listing")
+
+selection.limit(stocknum)
+selection.market_cap_band(
+field="market_cap",
+lower=cap_floor(signal_open, base_index_level, xs, lower_offset),
+upper=cap_ceiling(signal_open, base_index_level, xs, upper_offset)
+)
+
+filter.stock_expr(
+stock_ma5 > stock_ma10 &&
+stock_ma10 > stock_ma30 &&
+rolling_mean("volume", 5) < rolling_mean("volume", 60) &&
+!ends_with(symbol, ".BJ") &&
+!at_upper_limit &&
+!at_lower_limit
+)
+
+  ordering.rank_by("market_cap", "asc")
+}
diff --git a/data/demo/ai_generated_000001_open_cap_band.strategy_spec.json b/data/demo/ai_generated_000001_open_cap_band.strategy_spec.json
new file mode 100644
index 0000000..00f4e7d
--- /dev/null
+++ b/data/demo/ai_generated_000001_open_cap_band.strategy_spec.json
@@ -0,0 +1,33 @@
+{
+  "strategyId": "ai_generated_000001_open_cap_band",
+  "version": "2",
+  "parser": "omniquant-engine-script-v2",
+  "market": "CN_A",
+  "signalSymbol": "000001.SH",
+  "benchmark": {
+    "instrumentId": "000852.SH",
+    "fallbackInstrumentId": "000852.SH"
+  },
+  "engineConfig": {
+    "market": "CN_A",
+    "signalSymbol": "000001.SH",
+    "benchmarkSymbol": "000852.SH",
+    "refreshRate": 15,
+    "rankLimit": 40
+  },
+  "runtimeExpressions": {
+    "prelude": "let refresh_rate = 15;\nlet stocknum = 40;\nlet xs = 0.008;\nlet base_index_level = 2000;\nlet lower_offset = 3;\nlet upper_offset = 28;\n\nfn cap_floor(current_price, base_index_level, xs, lower_offset) {\nround((current_price - base_index_level) * xs + lower_offset)\n}\n\nfn cap_ceiling(current_price, base_index_level, xs, upper_offset) {\nround((current_price - base_index_level) * xs + upper_offset)\n}",
+    "selection": {
+      "limitExpr": "stocknum",
+      "marketCapField": "market_cap",
+      "marketCapLowerExpr": "cap_floor(signal_open, base_index_level, xs, lower_offset)",
+      "marketCapUpperExpr": "cap_ceiling(signal_open, base_index_level, xs, upper_offset)",
+      "stockFilterExpr": "stock_ma5 > stock_ma10 && stock_ma10 > stock_ma30 && rolling_mean(\"volume\", 5) < rolling_mean(\"volume\", 60) && !ends_with(symbol, \".BJ\") && !at_upper_limit && !at_lower_limit"
+    },
+    "ordering": {
+      "rankBy": "market_cap",
+      "rankExpr": "",
+      "rankOrder": "asc"
+    }
+  }
+}