import pandas as pd
import numpy as np

def run():
    """
    简单动量策略示例：
    - 买入条件：过去 3 日涨幅 > 2%
    - 卖出条件：过去 3 日涨幅 < -2%
    """
    # 模拟历史行情数据
    dates = pd.date_range(start='2026-01-01', periods=20)
    prices = pd.Series(np.random.uniform(50, 150, size=20), index=dates)

    # 计算过去 3 日涨幅
    returns = prices.pct_change(3).fillna(0)

    # 策略信号
    signal = (returns > 0.02).astype(int) - (returns < -0.02).astype(int)

    # 简单净值计算
    capital = 10000
    position = 0
    nav = []
    for i in range(len(prices)):
        if signal[i] == 1:
            position = capital / prices[i]
        elif signal[i] == -1:
            capital = position * prices[i]
            position = 0
        nav.append(capital + position * prices[i])

    result = pd.DataFrame({
        'date': dates,
        'price': prices,
        'signal': signal,
        'nav': nav
    })
    return result