team/dev/: skz-factor-quality-0.1.1 metadata and description

Simple index

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
requires_dist
  • skz-common
  • skz-data
  • 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>=0.3.1
requires_python >=3.11

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skz_factor_quality-0.1.1-py3-none-any.whl
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Type
Python Wheel
Python
3
  • Uploaded to team/dev by team 2026-06-01 07:28:12

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

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