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

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skz 投研系统 · skz-factor-quality 模块(L1 组合型 · factor_evaluate / factor_detect / factor_duplicate / greedy_eliminate / multi_factor_modeling)

description_content_type text/markdown
requires_dist
  • skz-common
  • skz-data-common
  • skz-data-research
  • skz-factor-db
  • skz-factor-engine
  • skz-strategy-model
  • pandas>=2.0
  • numpy>=1.24
  • scipy>=1.11
  • plotly>=5.18
  • joblib>=1.3
  • loguru>=0.7.0
  • pydantic>=2.0
  • tomlkit>=0.13
  • wbt>=0.2.3
requires_python >=3.11

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skz_factor_quality-0.1.0-py3-none-any.whl
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52 KB
Type
Python Wheel
Python
3
  • Uploaded to team/dev by team 2026-05-23 15:08:22

skz-factor-quality

L1 · 因子质量评估组合包

把 vista 单体里的因子评估流水线(factor_evaluate / factor_detect / factor_duplicate / factor_filter / greedy_eliminate)按 DAG 折叠到一个 workspace 包内。

DAG 上游

对外 API

from skz_factor_quality import (
    # 评估
    factor_evaluate,
    FactorEvaluateReport,
    ProblemEvaluateStats,
    # 检测
    factor_detect,
    FactorDetector,
    FactorDetectBatchReport,
    FactorDetectResult,
    detect_event,
    detect_future_info,
    detect_rolling_consistency,
    # 冗余剔除
    factor_duplicate,
    FactorDuplicateReport,
    coerce_problems,
    load_factors_by_routes,
    model_weights,
    # 贪心淘汰
    greedy_eliminate,
    RejectReason,
    # 筛选 + TOML 输出
    factor_filter,
    resolve_output_dir,
    sanitize_token,
    write_strategy_toml,
)

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