team/dev/: skz-strategy-common-0.1.1 metadata and description

Simple index

skz 投研系统 · skz-strategy-common 模块(L1 · 策略公用:StrategyConfig/权重/发布器(wmr)/wbt报告 + import_toml_to_strategy_db — research/realtime 共享)

description_content_type text/markdown
requires_dist
  • skz-common
  • skz-data
  • skz-strategy-model
  • skz-strategy-db
  • czsc>=1.0.0rc8
  • wbt>=0.3.1
  • pandas>=2.0
  • tomlkit>=0.13.0
  • loguru>=0.7.0
  • wmr==0.1.0a1 ; extra == 'publish'
requires_python >=3.11

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skz_strategy_common-0.1.1-py3-none-any.whl
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  • Uploaded to team/dev by team 2026-06-01 07:28:29

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
StrategyConfig / RuntimeConfig / PublishConfig / FeishuPublishConfig / DuckDBPublishConfig Pydantic BaseModel 策略配置(RealtimeConfigStrategyConfig 的 deprecated 别名)
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 / WmrDuckDBPublisher / build_publishers class & function 结果发布器
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
import_toml_to_strategy_db function 把 toml 策略批量导入策略库(strategies.duckdb)
run_factor function 单因子计算工具

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