feat(factor): AlphaLab 封装 + Alphalens 分析器

- 新增 alpha_lab.py: AlphaLabSession 类(lazy import vnpy.alpha)
- 新增 analyzer.py: run_factor_analysis + FactorReport(lazy import alphalens)
- 测试: test_alpha_lab.py (2 passed) + test_analyzer.py (3 passed)
- 策略: 本地无 alphalens/polars,函数内 lazy import 避免 ImportError
- 骨架: run_factor_analysis 返回 FactorReport,alphalens 集成待完整实现
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2026-07-06 10:36:46 +08:00
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"""AlphaLab session management - lazy import vnpy.alpha to avoid ImportError when alphalens missing."""
import sys
import os
_VNPY_SRC = os.path.abspath(os.path.join(os.path.dirname(__file__), "..", "vnpy_v4.4.0"))
if _VNPY_SRC not in sys.path:
sys.path.insert(0, _VNPY_SRC)
class AlphaLabSession:
"""Session manager for vnpy.alpha AlphaLab operations."""
def __init__(self, lab_path: str):
"""
Initialize AlphaLab session.
Args:
lab_path: Path to AlphaLab directory
"""
from vnpy.alpha.lab import AlphaLab
self.lab_path = lab_path
self.lab = AlphaLab(lab_path)
def load_symbols(self, symbols: list[str], start: str, end: str, cfg) -> None:
"""
Load symbol data from database and save to AlphaLab.
Args:
symbols: List of vt_symbols to load
start: Start date (YYYY-MM-DD)
end: End date (YYYY-MM-DD)
cfg: Database configuration object
"""
from sanguo_data.datareader import read_db_daily
from .data_adapter import save_alpha_lab_data
for symbol in symbols:
bars = read_db_daily(symbol, start, end, cfg)
if bars:
save_alpha_lab_data(bars, self.lab_path)