diff --git a/src/easy_tdx/cli/cmd_factor.py b/src/easy_tdx/cli/cmd_factor.py index 8cfdd84..df1f55b 100644 --- a/src/easy_tdx/cli/cmd_factor.py +++ b/src/easy_tdx/cli/cmd_factor.py @@ -1,4 +1,5 @@ """因子 CLI 命令。""" + from __future__ import annotations import json diff --git a/src/easy_tdx/factor/__init__.py b/src/easy_tdx/factor/__init__.py index 9979371..167a3b6 100644 --- a/src/easy_tdx/factor/__init__.py +++ b/src/easy_tdx/factor/__init__.py @@ -1,12 +1,13 @@ # src/easy_tdx/factor/__init__.py """因子研究模块。""" + from __future__ import annotations from easy_tdx.factor.base import FACTORY_REGISTRY, Factor, register_factor -from easy_tdx.factor.engine import FactorEngine # 导入 builtin 触发自动注册 from easy_tdx.factor.builtin import get_factor, list_factors # noqa: F401 +from easy_tdx.factor.engine import FactorEngine __all__ = [ "Factor", diff --git a/src/easy_tdx/factor/base.py b/src/easy_tdx/factor/base.py index 6f56fa8..3aa4c91 100644 --- a/src/easy_tdx/factor/base.py +++ b/src/easy_tdx/factor/base.py @@ -1,5 +1,6 @@ # src/easy_tdx/factor/base.py """因子基类与全局注册表。""" + from __future__ import annotations from abc import ABC, abstractmethod @@ -32,9 +33,7 @@ class Factor(ABC): def __init__(self) -> None: for attr in ("name", "category", "description", "inputs"): if not hasattr(self, attr): - raise TypeError( - f"Factor 子类 {type(self).__name__} 必须定义类属性 '{attr}'" - ) + raise TypeError(f"Factor 子类 {type(self).__name__} 必须定义类属性 '{attr}'") FACTORY_REGISTRY: dict[str, type[Factor]] = {} @@ -47,8 +46,6 @@ def register_factor(cls: type[Factor]) -> type[Factor]: ValueError: 如果 name 已被注册。 """ if cls.name in FACTORY_REGISTRY: - raise ValueError( - f"因子 '{cls.name}' 已注册（类: {FACTORY_REGISTRY[cls.name].__name__}）" - ) + raise ValueError(f"因子 '{cls.name}' 已注册（类: {FACTORY_REGISTRY[cls.name].__name__}）") FACTORY_REGISTRY[cls.name] = cls return cls diff --git a/src/easy_tdx/factor/builtin/__init__.py b/src/easy_tdx/factor/builtin/__init__.py index 5218271..c9d46f0 100644 --- a/src/easy_tdx/factor/builtin/__init__.py +++ b/src/easy_tdx/factor/builtin/__init__.py @@ -1,4 +1,5 @@ """内置因子库 — 导入子模块触发注册。""" + from __future__ import annotations from easy_tdx.factor.base import FACTORY_REGISTRY, Factor @@ -35,7 +36,5 @@ def get_factor(name: str) -> type[Factor]: ValueError: 因子不存在。 """ if name not in FACTORY_REGISTRY: - raise ValueError( - f"未知因子: {name!r}。可用因子: {sorted(FACTORY_REGISTRY.keys())}" - ) + raise ValueError(f"未知因子: {name!r}。可用因子: {sorted(FACTORY_REGISTRY.keys())}") return FACTORY_REGISTRY[name] diff --git a/src/easy_tdx/factor/builtin/chanlun.py b/src/easy_tdx/factor/builtin/chanlun.py index 0bdde36..8598277 100644 --- a/src/easy_tdx/factor/builtin/chanlun.py +++ b/src/easy_tdx/factor/builtin/chanlun.py @@ -1,4 +1,5 @@ """缠论因子 — 桥接 ChanlunAnalyser。""" + from __future__ import annotations import numpy as np diff --git a/src/easy_tdx/factor/builtin/momentum.py b/src/easy_tdx/factor/builtin/momentum.py index 5b34fef..3478f5f 100644 --- a/src/easy_tdx/factor/builtin/momentum.py +++ b/src/easy_tdx/factor/builtin/momentum.py @@ -1,4 +1,5 @@ """动量类因子。""" + from __future__ import annotations import pandas as pd diff --git a/src/easy_tdx/factor/builtin/quality.py b/src/easy_tdx/factor/builtin/quality.py index f6fba39..7b09080 100644 --- a/src/easy_tdx/factor/builtin/quality.py +++ b/src/easy_tdx/factor/builtin/quality.py @@ -1,4 +1,5 @@ """质量类因子。""" + from __future__ import annotations import numpy as np diff --git a/src/easy_tdx/factor/builtin/technical.py b/src/easy_tdx/factor/builtin/technical.py index 239abb7..0beca8d 100644 --- a/src/easy_tdx/factor/builtin/technical.py +++ b/src/easy_tdx/factor/builtin/technical.py @@ -1,4 +1,5 @@ """技术指标因子 — 桥接 MyTT 指标库。""" + from __future__ import annotations import numpy as np diff --git a/src/easy_tdx/factor/builtin/value.py b/src/easy_tdx/factor/builtin/value.py index 39ec949..e8e44ec 100644 --- a/src/easy_tdx/factor/builtin/value.py +++ b/src/easy_tdx/factor/builtin/value.py @@ -1,4 +1,5 @@ """价值类因子（需要财务数据扩展，当前为占位实现）。""" + from __future__ import annotations import pandas as pd diff --git a/src/easy_tdx/factor/builtin/volatility.py b/src/easy_tdx/factor/builtin/volatility.py index cd0bed1..0a3ace7 100644 --- a/src/easy_tdx/factor/builtin/volatility.py +++ b/src/easy_tdx/factor/builtin/volatility.py @@ -1,4 +1,5 @@ """波动率类因子。""" + from __future__ import annotations import numpy as np diff --git a/src/easy_tdx/factor/builtin/volume.py b/src/easy_tdx/factor/builtin/volume.py index 2667733..704e481 100644 --- a/src/easy_tdx/factor/builtin/volume.py +++ b/src/easy_tdx/factor/builtin/volume.py @@ -1,4 +1,5 @@ """成交量类因子。""" + from __future__ import annotations import numpy as np diff --git a/src/easy_tdx/factor/engine.py b/src/easy_tdx/factor/engine.py index 3d6caee..0ff1ab6 100644 --- a/src/easy_tdx/factor/engine.py +++ b/src/easy_tdx/factor/engine.py @@ -1,5 +1,6 @@ # src/easy_tdx/factor/engine.py """因子计算引擎 — 单股计算与截面批量计算。""" + from __future__ import annotations import numpy as np @@ -14,9 +15,7 @@ def _resolve_factor(f: str | Factor) -> Factor: return f name = f.strip() if name not in FACTORY_REGISTRY: - raise ValueError( - f"未知因子: {name!r}。可用因子: {sorted(FACTORY_REGISTRY.keys())}" - ) + raise ValueError(f"未知因子: {name!r}。可用因子: {sorted(FACTORY_REGISTRY.keys())}") return FACTORY_REGISTRY[name]() @@ -113,17 +112,17 @@ class FactorEngine: close = df["close"].to_numpy() forward = np.full(len(close), np.nan) - forward[: len(close) - period] = ( - close[period:] / close[: len(close) - period] - 1 - ) + forward[: len(close) - period] = close[period:] / close[: len(close) - period] - 1 dates = df["datetime"].apply(_datetime_to_int) - sub = pd.DataFrame({ - "date": dates, - "code": code, - col_name: forward, - }) + sub = pd.DataFrame( + { + "date": dates, + "code": code, + col_name: forward, + } + ) all_frames.append(sub) if not all_frames: