simonandClaude Opus 4.7
271a9343a5
7 Sprints 全部完成: Sprint 0: 基础设施 (DataManager + MariaDB) Sprint 1: 因子引擎 (34因子/12分类) Sprint 2: VectorBT 回测 (5策略+截面) Sprint 3: Optuna 优化 (+Walk-Forward) Sprint 4: ML 模型 (LightGBM+CatBoost) Sprint 5: Qwen 情绪因子 (三源新闻+日期对齐) Sprint 6: Agent 系统 (4Agent+日报.md/.html) 生产加固 (15项): Tushare双源fallback, SSH自动恢复, pool_pre_ping, save_daily先删后插, load_dotenv绝对路径, 日报5d/20d修复, RiskAgent改上证指数, 昨日对比+数据截止, mac_report utf8mb4, CLAUDE-*.md 9条已知Bug, demo全参数化, djapi数据源归一化, indexDatas API修正 Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
3.5 KiB
3.5 KiB
CLAUDE-reference.md — 因子 + 表结构速查
因子速查（34 个，12 分类）
| 注册名 | 类 | 参数 | 文件 |
|---|---|---|---|
momentum_5/10/20/60 |
MomentumFactor | period=N |
factors/technical/momentum.py |
rsi_7/14 |
RSIFactor | period=N |
factors/technical/rsi.py |
macd |
MACDFactor | fast=12,slow=26,signal=9 |
factors/technical/macd.py |
macd_5_35_5 |
MACDFactor | fast=5,slow=35,signal=5 |
factors/technical/macd.py |
vol_ratio_5/20 |
VolumeRatioFactor | period=N |
factors/technical/volume.py |
vol_chg_5 |
VolumeChangeFactor | period=5 |
factors/technical/volume.py |
boll |
BollingerPositionFactor | period=20 |
factors/technical/bollinger.py |
boll_width |
BollingerWidthFactor | period=20 |
factors/technical/bollinger.py |
atr_14 |
ATRFactor | period=14 |
factors/technical/atr.py |
atr_ratio_14 |
ATRRatioFactor | period=14 |
factors/technical/atr.py |
ma_cross_5_20 |
MACrossFactor | fast=5,slow=20 |
factors/technical/ma_cross.py |
ma_cross_10_60 |
MACrossFactor | fast=10,slow=60 |
factors/technical/ma_cross.py |
ma_dev_20/60 |
MADevFactor | period=N |
factors/technical/ma_cross.py |
volatility_20/60 |
VolatilityFactor | period=N |
factors/technical/volatility.py |
down_vol_20 |
DownsideVolatilityFactor | period=20 |
factors/technical/volatility.py |
turnover_5 |
TurnoverFactor | period=5 |
factors/technical/turnover.py |
turnover_chg_5 |
TurnoverChangeFactor | period=5 |
factors/technical/turnover.py |
amplitude_5/20 |
AmplitudeFactor | period=N |
factors/technical/amplitude.py |
roe |
ROEFactor | — | factors/fundamental/roe.py |
pe |
PEFactor | — | factors/fundamental/pe_pb.py |
pb |
PBFactor | — | factors/fundamental/pe_pb.py |
ep |
EPFactor | — | factors/fundamental/pe_pb.py |
news_sent_5/20 |
NewsSentimentFactor | window=N,decay=0.3 |
factors/sentiment/sentiment_factor.py |
news_conf_5 |
SentimentConfidenceFactor | window=5 |
factors/sentiment/sentiment_factor.py |
sent_delta_5 |
SentimentMomentumFactor | period=5 |
factors/sentiment/sentiment_factor.py |
DB 表速查
| 表 (mac_) | 主键 | 关键列 | 用途 |
|---|---|---|---|
stock_basic |
ts_code | ts_code, name, area, industry | 股票列表 (5524行) |
stock_daily |
(ts_code, trade_date) | open, high, low, close, vol, amount, turnover_rate | 日线行情 |
stock_financial |
(ts_code, end_date) | eps, bvps, roe, net_profit_margin, debt_to_assets | 财务指标 |
report |
id | report_date, title, subject_type, subject_code, content, is_active | 报告持久化 |
数据源接口速查
| 接口 | AkShareSource | TushareSource |
|---|---|---|
| 股票列表 | ak.stock_info_a_code_name() |
pro.stock_basic() |
| 每日行情 | ak.stock_zh_a_hist(symbol, period='daily') |
pro.daily(ts_code,...) |
| 指数行情 | ak.index_zh_a_hist(symbol, period='daily') |
pro.index_daily(ts_code,...) |
| 财务指标 | ak.stock_financial_abstract_ths(symbol) |
pro.fina_indicator(ts_code,...) |
| 复权因子 | — | pro.adj_factor(ts_code,...) |
常用快捷入口
from factors.registry import get_factor, list_factors, list_categories
from database.dao import get_latest_trade_date, query_daily, save_daily
from database.connection import get_engine, test_connection
from reports.storage import save_report, query_reports