Files
sanguo_vnpy_v2/sanguo_factor/__init__.py
T
claude_dev caa72d3426 feat(factor): batch_eval接入财务因子——特征列join+端到端IC(财务批P0 WP3) [nas]
- run_batch_eval 增 fund_data_dir 参数;仅因子列表含 category=fundamental 时
  build_fundamental_features(bars 的 codes+trading_dates) join 进 alpha_df
  (列白名单经 join 扩展,量价批零开销零改动路径)
- __init__ 补挂 fundamental_library(import sanguo_factor 全家可见)
- 端到端3测: 财务4因子IC落库/量价+财务混批/纯量价无静态域回归
- 修顺序依赖: 其它测试清 _REGISTRY 只重挂alpha → 本批两模块 autouse 幂等重注册

[nas]

Co-Authored-By: Claude Code <noreply@anthropic.com>
2026-09-08 09:31:52 +08:00

5 lines
312 B
Python

"""Sanguo factor module for vnpy alpha strategies."""
from . import library # noqa: F401 (triggers _register_all to register built-in factors)
from . import alpha_datasets # noqa: F401 挂载 Alpha101/158(导入即注册)
from . import fundamental_library # noqa: F401 财务因子 P0 批(导入即注册)