Add 000852 volume trend platform strategy example

data/demo/000852量价微盘平台策略.strategy_spec.json

@@ -0,0 +1,38 @@
+{
+  "strategyId": "microcap_volume_trend_000852",
+  "version": "2",
+  "parser": "omniquant-engine-script-v2",
+  "market": "CN_A",
+  "signalSymbol": "000852.SH",
+  "benchmark": {
+    "instrumentId": "000852.SH",
+    "fallbackInstrumentId": "000852.SH"
+  },
+  "engineConfig": {
+    "market": "CN_A",
+    "signalSymbol": "000852.SH",
+    "benchmarkSymbol": "000852.SH",
+    "refreshRate": 15,
+    "rankLimit": 40
+  },
+  "runtimeExpressions": {
+    "prelude": "let refresh_rate = 15;\nlet stocknum = 40;\nlet close_rate = 1.07;\nlet loss_rate = 0.93;\nlet rsi_rate = 1.0001;\nlet trade_rate = 0.5;\nfn band_start(current_price) {\n  if abs(current_price - 2000) < 0.000001 {\n    7\n  } else {\n    (current_price - 2000) * (4.0 / 500.0) + 7\n  }\n}\nfn band_end(current_price) {\n  band_start(current_price) + 10\n}",
+    "selection": {
+      "limitExpr": "stocknum",
+      "marketCapField": "market_cap",
+      "marketCapLowerExpr": "band_start(signal_close)",
+      "marketCapUpperExpr": "band_end(signal_close)",
+      "stockFilterExpr": "stock_ma5 > stock_ma10 * rsi_rate && stock_ma10 > stock_ma30 * rsi_rate && rolling_mean(\"volume\", 5) < rolling_mean(\"volume\", 20) && rolling_mean(\"volume\", 5) < rolling_mean(\"volume\", 60)"
+    },
+    "risk": {
+      "exposureExpr": "signal_ma5 > signal_ma10 * rsi_rate ? 1.0 : trade_rate",
+      "stopLossExpr": "loss_rate",
+      "takeProfitExpr": "close_rate"
+    },
+    "ordering": {
+      "rankBy": "market_cap",
+      "rankExpr": "",
+      "rankOrder": "asc"
+    }
+  }
+}