import pandas as pd
import numpy as np

def run():
    """
    简单均线策略示例：
    - 买入条件：收盘价 > 5 日均线
    - 卖出条件：收盘价 < 5 日均线
    """
    # 模拟历史行情数据
    dates = pd.date_range(start='2026-01-01', periods=20)
    prices = pd.Series(np.random.uniform(100, 200, size=20), index=dates)

    # 计算 5 日均线
    ma5 = prices.rolling(window=5).mean()

    # 策略信号：1 买入，-1 卖出
    signal = (prices > ma5).astype(int) - (prices < ma5).astype(int)

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