team/dev/: skz-factor-engine-0.1.0 metadata and description

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skz 投研系统 · skz-factor-engine 模块(L1 · 7 种因子计算引擎 TSE/CSE/EDE/TSA/CSA/FRE + 并行 / 分批 / 性能监控)

description_content_type text/markdown
requires_dist
  • skz-common
  • skz-data-common
  • czsc>=0.9.68
  • wbt>=0.2.3
  • loguru>=0.7.0
  • pandas>=2.0
  • chan-factor-rs>=0.4.1 ; extra == 'ast'
requires_python >=3.11

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skz_factor_engine-0.1.0-py3-none-any.whl
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Type
Python Wheel
Python
3
  • Uploaded to team/dev by team 2026-05-23 15:07:38

skz-factor-engine

L1 · 7 种因子计算引擎 + 并行 / 分批 / 性能监控。

对外 API

名称 类型 含义
BaseEngine 抽象类 validate → prepare → compute 模板方法 + results / elapsed / memory_usage 三属性
TimeSeriesEngine / CrossSectionEngine / EventDrivenEngine / FreedomEngine class Python 函数型引擎
TimeSeriesAstEngine / CrossSectionAstEngine class AST 表达式引擎(chan_factor_rs)
get_compute_engine(ComputeEngine) -> BaseEngine function 按枚举获取引擎类
multi_factor_compute(data, factors, ...) -> DataFrame function 多引擎混合因子批量计算入口
update_factor_name(factor) -> FactorDescribe function 自动生成 {engine}_{date}_{hash} 命名
AVAILABLE_ENGINES list[str] 引擎类名清单

上下游

已知遗留