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")
}