team/dev/: skz-strategy-common-0.1.0 metadata and description

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skz 投研系统 · 策略公用模块(配置/权重/发布/报告 — research/realtime 共享)

description_content_type text/markdown
requires_dist
  • skz-common
  • skz-data-common
  • skz-strategy-model
  • czsc>=0.9.68
  • wbt>=0.2.3
  • pandas>=2.0
  • tomlkit>=0.13.0
  • rs-czsc>=0.1.26
  • loguru>=0.7.0
  • wmr==0.1.0a1 ; extra == 'publish'
requires_python >=3.11

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skz_strategy_common-0.1.0-py3-none-any.whl
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  • Uploaded to team/dev by team 2026-05-23 15:07:46

skz-strategy-common

L1 · 策略公用模块:research 与 realtime 的共享基础设施(配置 / 权重 / 发布 / 报告)。

对外 API

名称 类型 含义
RealtimeConfig / RuntimeConfig / PublishConfig / FeishuPublishConfig / ClickHousePublishConfig Pydantic BaseModel 策略配置
coerce_problem(payload) function 研究问题类型转换器
build_model_weights(df, model_name, factor_name) function 单因子建模权重
aggregate_factor_weights(df, factor_names) function 多因子权重聚合
apply_post_process(df, post_process, only_long) function 后处理(SIGN/WEIGHT/L3C/L5C/L10C/L20C)
check_weight_consistency(new_df, old_df) function 权重一致性检查
FeishuPublisher / WmrClickHousePublisher / WmrDuckDBPublisher / build_publishers class & function 结果发布器(v6.1 wmr 双后端)
create_realtime_config / create_strategy_name / generate_realtime_toml / write_realtime_toml function TOML 配置生成
resolve_weight_type / write_artifacts / generate_html_report function wbt 回测报告生成

上下游

本轮范围(迁移基线,对应子文档 §5.1)

仅做"纯迁移"——把 vista 现有 5 个文件原样搬到本包并改 import,不引入子文档 §5.2 的 v6.1 功能性调整

v6.1 功能调整因为需要新增第三方依赖(wmr)、新增配置 / 发布器类、新增整套测试,单独排到下一轮的"skz-strategy-common v6.1 升级"专项。