team/dev/: skz-factor-quality-0.1.1 metadata and description
skz 投研系统 · skz-factor-quality 模块(L1 组合型 · factor_evaluate / factor_detect / factor_duplicate / greedy_eliminate)
| 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 |
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skz_factor_quality-0.1.1-py3-none-any.whl
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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/greedy_eliminate/factor_positive/factor_quality)按 DAG 折叠到一个 workspace 包内。factor_filter已归skz-strategy-research,本包不再暴露。
DAG 上游
skz-common— Registry / tqdm_joblib / Pydantic 契约skz-data— Freq / problems /get_research_data(problem)skz-factor-db—LocalFactorManager/DEFAULT_METRIC_KEYSskz-factor-engine— engine 枚举 + 因子计算skz-strategy-model—ModelConfig+coerce_model_configs+get_model_configskz-strategy-common—create_realtime_config/create_strategy_name(toml writer 用)
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,
# 因子正向性 + 综合质量
factor_positive,
FactorPositiveReport,
factor_quality,
FactorQualityReport,
)
暂未纳入本包
route_pipeline/—— 调度 orchestrator,依赖skz-agent/skz-strategy-research/skz-pipeline,留到 L3skz-pipeline阶段