claude_dev
3954a68b9e
八环第④环: composite_quant12/fund6/all18 拼接表达式注册(category=composite). - 量价12独立源(族分析固化): build 统一 cs_rank 包裹,负向=(-1)*在rank外 - 财务6源: 注册表达式已定向直接内嵌;v1.1 剔 fund_topholder_chg—— 源数据2021Q3起+首期无差分→h1整窗null传染(引擎无fill_null算子), v2数据补全或特征层合成时回填 - quant12 两窗ICIR 0.885/0.735 超最强单源alpha16(0.66)=合成增益实证 Co-Authored-By: Claude Code <noreply@anthropic.com>
6 lines
408 B
Python
6 lines
408 B
Python
"""Sanguo factor module for vnpy alpha strategies."""
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from . import library # noqa: F401 (triggers _register_all to register built-in factors)
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from . import alpha_datasets # noqa: F401 挂载 Alpha101/158(导入即注册)
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from . import fundamental_library # noqa: F401 财务因子 P0 批(导入即注册)
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from . import composite_library # noqa: F401 合成层 v1(导入即注册,源依赖前三个)
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