team/dev/: skz-strategy-research-0.1.1 metadata and description
skz 投研系统 · skz-strategy-research 模块（L2 · strategy_backtest + strategy_filter 端到端研究流水线）
| 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_strategy_research-0.1.1-py3-none-any.whl
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skz-strategy-research
L2 · 端到端研究流水线
把 vista
utils/strategy_backtest/+utils/strategy_filter/两个子流程折叠到一个 workspace 包内。
子模块
strategy_backtest/— 单策略回测流水线（DuckDB 锁 + 增量数据 + WeightBacktest + 报告落盘）strategy_filter/— 多策略扫描 / loader / segment_stats / HTML 报告
上游
skz-common/skz-data—— Pydantic 契约、Problem 模型skz-factor-db——LocalFactorManager（读因子）skz-factor-engine—— 因子计算skz-strategy-model——_resolve_model_class/ModelConfigskz-strategy-common——StrategyConfig/run_factor/WbtKwargs/build_model_weightsskz-data—— 历史 K 线get_research_data
顶层 lazy API
from skz_strategy_research import (
# strategy_backtest
strategy_backtest,
fetch_backtest_data,
DataMode,
SourceMode,
DEFAULT_WBT_KWARGS,
WbtKwargs,
resolve_weight_type,
write_artifacts,
build_weights_with_per_factor,
RealtimeLockError,
normalize_output_dir,
FAILED_MARKER_FILENAME,
# strategy_filter
strategy_filter,
scan_strategy_dirs,
StrategyDir,
WEIGHTS_FILE_NAME,
LoadFailure,
StrategyData,
load_one,
classify_segment,
collect_summary,
render_html,
)