refactor(quant): M7.2a Composite Engine 模块化(quant/composite.py)

- cross_sectional_zscore / composite_score / build_factor_panels 从 local_engine 迁入
  quant/composite.py;新增统一入口 build_score_panel(daily, factor_specs)
- local_engine re-export 保持旧引用兼容;selection/engine 的评分面板构建均指向
  composite —— 选股与回测的复合分实现收敛于一处
- 回归:quant/eval/research/selection 一致性/qlib 引擎测试全过;全量 pytest 通过
This commit is contained in:
Simon
2026-09-09 00:29:23 +08:00
parent 8f47b5b603
commit 273aee2772
4 changed files with 83 additions and 57 deletions
+3 -2
View File
@@ -14,9 +14,10 @@ from app.domain.entities.research import (
SelectionSpec,
UniverseSpec,
)
from app.quant.composite import composite_score, cross_sectional_zscore
from app.quant.evaluation import run_factor_test
from app.quant.factors import compute_factor
from app.quant.local_engine import composite_score, cross_sectional_zscore, rebalance_dates
from app.quant.local_engine import rebalance_dates
from pydantic import ValidationError
from conftest_quant import synthetic_daily
@@ -115,7 +116,7 @@ class TestEvaluation:
class TestSingleStockDegradation:
def test_zscore_single_stock_keeps_candidate(self) -> None:
from app.quant.local_engine import cross_sectional_zscore
from app.quant.composite import cross_sectional_zscore
daily = synthetic_daily({"ONLY": 0.001}, n=80)
_d, panel = compute_factor("momentum_20", daily)