Files
qlib/backend/app/api/factors.py
T
Simon a77d3c13c3 feat(web): 因子研究升级 + 因子组合页
- 因子元数据增加 brief 使用简介(后端 FactorDef + /api/factors 返回,9 个内置因子补齐文案)
- 因子研究页:
  · 时间默认「今日 ~ 近 6 个月」
  · 因子多选,逐个跑 IC/RankIC Job 并分卡展示报告
  · 目录显示使用简介,行点击展开公式/方向/用法详解
  · 新增计分规则说明与「去因子组合」入口
- 因子组合页 /factors/compose:多因子勾选+权重、组合得分规则说明(z-score×权重求和→TopN),
  可配 topN/调仓/区间/ST,一键回测 Job → 净值/回撤/月度/未建模标注
- 回测页时间默认同样近 6 月
- 验证:tsc + next build 通过;组合回测(momentum_60×1.5 + volatility_60×1.0)Job 成功归档
  EXP-330CAAAE(-13.51%,交易 20);后端 factors/research/api 相关测试通过 / ruff clean
2026-09-07 21:36:16 +08:00

27 lines
669 B
Python
Raw Blame History

This file contains ambiguous Unicode characters
This file contains Unicode characters that might be confused with other characters. If you think that this is intentional, you can safely ignore this warning. Use the Escape button to reveal them.
"""因子目录 API:/api/factors。"""
from __future__ import annotations
from fastapi import APIRouter
from app.quant.factors import list_factors
router = APIRouter(prefix="/factors", tags=["factors"])
@router.get("", summary="因子目录(含元数据)")
def list_factor_catalog() -> list[dict]:
return [
{
"name": d.name,
"description": d.description,
"brief": d.brief,
"formula": d.formula,
"frequency": d.frequency,
"lookback": d.lookback,
"direction": d.direction,
"requires": list(d.requires),
}
for d in list_factors()
]