Add 000852 volume trend platform strategy example

data/demo/000852量价微盘平台策略.engine-script.txt

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+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")
+}