Add 000852 volume trend platform strategy example

2026-04-22 02:46:44 -07:00
parent 29ba97f471
commit 17fb4a3836
2 changed files with 89 additions and 0 deletions
--- a/data/demo/000852量价微盘平台策略.engine-script.txt
+++ b/data/demo/000852量价微盘平台策略.engine-script.txt
@@ -0,0 +1,51 @@
+let refresh_rate = 15;
+let stocknum = 40;
+let close_rate = 1.07;
+let loss_rate = 0.93;
+let rsi_rate = 1.0001;
+let trade_rate = 0.5;
+
+fn band_start(current_price) {
+  if abs(current_price - 2000) < 0.000001 {
+    7
+  } else {
+    (current_price - 2000) * (4.0 / 500.0) + 7
+  }
+}
+
+fn band_end(current_price) {
+  band_start(current_price) + 10
+}
+
+strategy("microcap_volume_trend_000852") {
+  market("CN_A")
+  benchmark("000852.SH")
+  signal("000852.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=band_start(signal_close),
+    upper=band_end(signal_close)
+  )
+
+  risk.index_exposure(
+    signal_ma5 > signal_ma10 * rsi_rate ? 1.0 : trade_rate
+  )
+
+  filter.stock_expr(
+    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.take_profit(close_rate)
+  risk.stop_loss(loss_rate)
+
+  ordering.rank_by("market_cap", "asc")
+}
--- a/data/demo/000852量价微盘平台策略.strategy_spec.json
+++ b/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"
+    }
+  }
+}