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Parameterize 000852 band range helpers

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boris
2026-04-22 03:03:23 -07:00
parent 17fb4a3836
commit 7f54309d53
2 changed files with 17 additions and 11 deletions
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22
data/demo/000852量价微盘平台策略.engine-script.txt
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@@ -4,17 +4,23 @@ let close_rate = 1.07;
let loss_rate = 0.93;
let rsi_rate = 1.0001;
let trade_rate = 0.5;
let xs = 4 / 500;
let base_index_level = 2000;
let base_cap_floor = 7;
let cap_span = 10;
fn band_start(current_price) {
if abs(current_price - 2000) < 0.000001 {
7
fn band_start(current_price, base_index_level, xs, base_cap_floor) {
if current_price == base_index_level {
base_cap_floor
} else if current_price > 0 {
(current_price - base_index_level) * xs + base_cap_floor
} else {
(current_price - 2000) * (4.0 / 500.0) + 7
base_cap_floor
}
}
fn band_end(current_price) {
band_start(current_price) + 10
fn band_end(current_price, base_index_level, xs, base_cap_floor, cap_span) {
band_start(current_price, base_index_level, xs, base_cap_floor) + cap_span
}
strategy("microcap_volume_trend_000852") {
@@ -29,8 +35,8 @@ strategy("microcap_volume_trend_000852") {
selection.limit(stocknum)
selection.market_cap_band(
field="market_cap",
lower=band_start(signal_close),
upper=band_end(signal_close)
lower=band_start(signal_close, base_index_level, xs, base_cap_floor),
upper=band_end(signal_close, base_index_level, xs, base_cap_floor, cap_span)
)
risk.index_exposure(