team/dev/: skz-ensemble-0.1.0 metadata and description
skz 投研系统 · skz-ensemble 模块（L1 · WalkForward 集成学习 · Autogluon / Qlib 双后端）
| description_content_type | text/markdown |
| metadata_version | 2.3 |
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| requires_python | >=3.11 |
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skz_ensemble-0.1.0-py3-none-any.whl
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skz-ensemble
L1 · 集成学习 —— WalkForward 滚动窗口 + 双后端（Autogluon / Qlib）。
从 vista 单体仓库 (vista/ensemble/) 整组迁出，DAG 上游依赖：
skz-common— Pydantic 契约、FactorDescribeskz-data-common— Freq / problemsskz-factor-db—LocalFactorManager取因子定义（workflow 取数路径）skz-factor-engine—factor.compute(...)计算引擎skz-strategy-model— workflow 调用_execute_single_model / _validate_models_config / _write_summary_csv / _safe_filename做回测复用
对外 API
from skz_ensemble import (
# 配置
EnsembleConfig,
WalkForwardConfig,
AutogluonConfig,
QlibModelSpec,
CLIConfig,
DataSourceConfig,
OutputConfig,
LoggingConfig,
LabelConfig,
DataPreprocessConfig,
# 数据预处理
DataPreprocessor,
FactorScaler,
# 预测器
BasePredictor,
AutogluonPredictor,
QlibPredictor,
# 结果
EnsembleResult,
Window,
# 工作流
EnsembleWorkflow,
# UI
ConsoleUI,
# 异常
EnsembleError,
EnsembleDataError,
EnsembleConfigError,
EnsembleRuntimeError,
# 工具
generate_example_config,
)
CLI 入口：skz-ensemble run config.toml / skz-ensemble init {autogluon,qlib} -o config.toml。
extras 安装
# 纯 Python（CI/契约测试足够）
uv sync
# 实际跑 Autogluon
uv sync --extra autogluon
# 实际跑 Qlib
uv sync --extra qlib