team/dev/: skz-strategy-common-0.1.1 metadata and description
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 |
| 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 |
|---|---|---|
skz_strategy_common-0.1.1-py3-none-any.whl
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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(RealtimeConfig 为 StrategyConfig 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 |
上下游
- 上游:
skz-common、skz-data、skz-strategy-model、skz-strategy-db、czsc、wbt、pandas、tomlkit、loguru - 下游:
skz-strategy-research、skz-strategy-realtime、skz-pipeline