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tsl-devkit/docs/tsl/finance/selection_and_signal_patterns.md
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2.3 KiB

Selection And Signal Patterns

文档类型:业务骨架 是否可直接用于生成代码:否 是否含已验证可执行示例:否 是否含已验证反例:否 遇到不确定时跳转到:series_and_indicator_model.mdbacktest_and_trade_flow.md../syntax/index.md

这一篇收拢选股、筛选和信号生成的业务模式。

这一篇解决什么问题

回答“如何把条件表达和金融筛选任务组织成稳定的选股/信号脚本”。

必须记住的规则

  • 选股和信号属于业务层模式,不是通用语言规则。
  • 语言层只回答“条件怎么写”;finance 层回答“这些条件怎样组成选股/信号任务”。
  • 如果问题开始变成某个基础运算符怎么写,应回到 syntax 层。

任务骨架

  1. 先写条件表达:澄清你在筛什么、比较什么、窗口是多少。
  2. 再生成信号:决定输出是布尔筛选、买卖信号,还是评分 / 排序结果。
  3. 最后整理结果输出:决定是输出标的列表、信号列、分数字段,还是交给下游回测。

常见任务形态

  • 单次筛选:给定条件,输出满足条件的标的集合。
  • 连续信号:按时间推进,逐 bar 产生买入 / 卖出 / 持有信号。
  • 评分排序:先算分,再做阈值过滤、排名或分组。

写之前先决定

  • 条件是在“当前 bar 是否成立”,还是“最近 N 个 bar 的模式是否成立”。
  • 信号是即时使用,还是要保存成后续回测 / 执行的输入。
  • 输出面向人看,还是面向下游框架消费。

常见误判

  • 把一个业务筛选范式误写成“所有 TSL 都应这样写”的基础语法结论。
  • 不区分“条件表达成立”与“选股任务组织合理”这两件事。
  • 还没确认输出形式,就先把条件堆成很长的单条表达式。
  • 把筛选条件、信号生成和结果输出混写在一个不可拆分的大块里。

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