signal-functions
Developmentrs_czsc 信号函数完整参考手册。查询信号函数用法、参数模板、模块分类时使用。触发场景：（1）查找某个信号函数的参数模板或含义（2）按模块浏览所有可用信号（3）编写 signals_config 时需要知道信号名称和参数（4）理解信号字符串格式（5）配置 CzscTrader/CzscSignals 的信号列表。不触发：编写新信号函数的 Rust 实现代码。
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rs_czsc 信号函数参考
概述
rs_czsc 通过 Rust 实现、PyO3 暴露的信号函数体系，提供 232 个信号函数，分两大类：
- K线级信号 (kline): 208 个，基于 CZSC 分析结果 + K线数据计算
- 交易级信号 (trader): 24 个，基于持仓/策略状态计算
Python API
from rs_czsc import list_all_signals, derive_signals_config, derive_signals_freqs
# 列出所有注册信号
signals = list_all_signals(include_kline=True, include_trader=True)
# 返回 list[dict]，每项: {name, param_template, category, namespace}
# 从信号字符串反推 signals_config
config = derive_signals_config(["60分钟_D1SMA#5_分类V221101_多头_向上_任意_0"])
# 从 signals_config 提取所需周期
freqs = derive_signals_freqs(config)
信号字符串格式
7 段式：k1_k2_k3_v1_v2_v3_score
60分钟_D1SMA#5_分类V221101_多头_向上_任意_0
├─k1──┤ ├─k2───┤ ├k3──────┤ ├v1┤ ├v2┤ ├v3┤ ├s┤
k1,k2,k3：键字段（通常为：周期、参数描述、版本标签）v1,v2,v3：值字段（信号状态，如"看多"/"看空"/"其他"）score：整数 0-100
通用模板参数
| 参数 | 含义 | 示例 |
|---|---|---|
{freq} | K线周期 | 60分钟, 日线, 周线 |
{di} | 倒数第几根K线/笔，0=当前 | 0, 1, 2 |
{n} / {m} | 窗口长度 / 辅助窗口 | 5, 10, 20 |
{th} | 阈值 | 100, 500 |
{ma_type} | 均线类型 | SMA, EMA, WMA |
{timeperiod} | 均线/指标周期 | 5, 10, 20 |
{fastperiod} / {slowperiod} / {signalperiod} | MACD 参数 | 12, 26, 9 |
{max_overlap} | 最大重叠次数 | 1, 3 |
{pos_name} | 持仓名称（trader信号） | 多头持仓 |
{freq1} / {freq2} | 双周期信号的两个周期 | 60分钟, 日线 |
信号模块索引
K线级信号
| 模块 | 数量 | 说明 | 模块索引 |
|---|---|---|---|
| bar | 46 | K线形态、动量、突破、统计 | signals-bar.md |
| cxt | 41 | 缠论笔、分型、买卖点、形态 | signals-cxt.md |
| tas | 59 | MACD/均线/布林/KDJ/RSI/ATR等 | signals-tas.md |
| jcc | 19 | 日本蜡烛图经典形态 | signals-jcc.md |
| ang | 10 | ADTM/AMV/ASI/CMO/SKDJ等辅助指标 | signals-ang.md |
| xl | 7 | XL系列（位置/趋势/突破/通道） | signals-xl.md |
| vol | 6 | 成交量均线/缩量/高低/窗口能量 | signals-vol.md |
| coo | 5 | TD序列/CCI/KDJ/SAR组合 | signals-coo.md |
| byi | 5 | 对称中枢/停顿分型/验证分型 | signals-byi.md |
| pressure | 4 | 支撑压力位 | signals-pressure.md |
| obv | 2 | OBV能量 | signals-obv.md |
| cvolp | 1 | CVOLP动量变化率 | signals-cvolp.md |
| ntmdk | 1 | NTMDK多空 | signals-ntmdk.md |
| kcatr | 1 | KCATR多空 | signals-kcatr.md |
| clv | 1 | CLV多空 | signals-clv.md |
交易级信号
| 模块 | 数量 | 说明 | 模块索引 |
|---|---|---|---|
| pos | 16 | 持仓管理（止损/止盈/保本/状态） | signals-pos.md |
| zdy_trader | 4 | 自定义交易（震荡/止损/止盈） | signals-zdy_trader.md |
| cat | 2 | MACD联立信号 | signals-cat.md |
| cxt_trader | 2 | 缠论交易（中枢共振/日内走势） | signals-cxt_trader.md |
单信号详细文档
每个信号函数都有独立的详细文档，包含信号逻辑、信号列表示例、参数说明。
文件位于 references/signals/{signal_name}.md，如 er_up_dw_line_V230604.md。
使用示例
在 CzscSignals/CzscTrader 中配置信号
signals_config = [
{"name": "tas_ma_base_V221101", "freq": "60分钟", "di": 1, "ma_type": "SMA", "timeperiod": 5},
{"name": "tas_macd_base_V221028", "freq": "日线", "di": 1, "fastperiod": 12, "slowperiod": 26, "signalperiod": 9},
{"name": "cxt_bi_end_V230224", "freq": "30分钟", "di": 1},
{"name": "pos_stop_V240428", "freq1": "60分钟", "pos_name": "多头", "t": 200, "n": 3},
]
从信号字符串反推配置
from rs_czsc import derive_signals_config
signal_str = "60分钟_D1SMA#5_分类V221101_多头_向上_任意_0"
config = derive_signals_config([signal_str])
# 返回: [{"name": "tas_ma_base_V221101", "freq": "60分钟", "di": 1, "ma_type": "SMA", "timeperiod": 5}]