team/dev/: skz-factor-db-0.1.0 metadata and description
skz 投研系统 · skz-factor-db 模块(L1 · 因子库后端 Local DuckDB / Online ClickHouse + 评估排序分析 + 多源 DuckDB 合并)
| description_content_type | text/markdown |
| metadata_version | 2.3 |
| requires_dist |
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| requires_python | >=3.11 |
Because this project isn't in the mirror_whitelist,
no releases from root/pypi are included.
| File | Tox results | History |
|---|---|---|
skz_factor_db-0.1.0-py3-none-any.whl
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skz-factor-db
L1 · 因子库后端(Local DuckDB / Online ClickHouse)+ 评估排序分析 + 多源 DuckDB 合并;不含计算与挖矿。
对外 API
| 名称 | 类型 | 含义 |
|---|---|---|
BaseFactorManager |
抽象类 | add / get / list / del / tag / evaluate / summary / get_ranked_metrics 接口 |
LocalFactorManager |
class | DuckDB 后端 |
OnlineFactorManager |
class | ClickHouse 后端(contextlib.suppress(ImportError) 容忍未装 clickhouse-connect 的环境) |
merge_factor_dbs(sources, target, *, on_conflict, verbose) |
function | 多源 DuckDB 合并:仅活跃 + 已绑路线因子;skip / overwrite 冲突策略;factor_route 始终 INSERT OR IGNORE |
MergeResult / MergeSourceStat |
dataclass | 合并结果与逐源统计 |
ConflictPolicy |
Literal["skip", "overwrite"] |
冲突策略类型别名 |
DEFAULT_METRIC_KEYS / METRIC_DIRECTION_BY_SUFFIX / resolve_metric_direction |
const & function | 160 个默认评估指标 + 方向解析 |
FactorDescribe / FactorEvaluate / FactorRoute / FactorTag / MarketMechanism / ComputeEngine / EvaluateStatus |
re-export | 来自 skz-common 的稳定契约 |
上下游
- 上游:
skz-common、duckdb、clickhouse-connect(可选)、pandas、loguru - 下游:
skz-agent、skz-factor-quality、skz-strategy-research、skz-strategy-realtime、skz-pipeline
软删除语义
del_factor/del_factors是软删除(UPDATEis_deleted=1)get_factor/list_factors/count_factors/summary默认隐藏软删因子,可用include_deleted=True显式查看remove_deleted_factors物理清理软删因子(级联清理 tags 与 evaluations)
已知遗留
vista/tests/factor_db/test_merge.py的TestCliMerge三个用例本轮未迁,依赖vista.cli.main;待 skz-cli 迁完后在那里复活