NewStock/main/factor/__init__.py

"""
因子模块初始化文件
"""

# from .operator_framework import (
#     StockWiseFactor,
#     DateWiseFactor
# )

# 导入所有因子类
from .technical_factors import (
    SMAFactor,
    EMAFactor,
    ATRFactor,
    OBVFactor,
    MACDFactor,
    RSI_Factor,
    CrossSectionalRankFactor
)

from .money_flow_factors import (
    LGFlowFactor,
    FlowIntensityFactor,
    FlowDivergenceFactor,
    FlowStructureFactor,
    FlowAccelerationFactor,
    CostSqueeze,
    HighCostSelling,
    LowCostAccumulation,
    InstNetAccum,
    ChipLockin,
    RetailOutInstIn,
    AccumAccel
)

from .chip_factors import (
    ChipConcentrationFactor,
    ChipSkewnessFactor,
    FloatingChipFactor,
    CostSupportFactor,
    WinnerPriceZoneFactor
)

from .sentiment_factors import (
    SentimentPanicGreedFactor,
    SentimentBreadthFactor,
    SentimentReversalFactor,
    PriceDeductionFactor,
    PriceDeductionRatioFactor,
    IndustryMomentumLeadership,
    LeadershipPersistenceScore,
    DynamicIndustryLeadership
)

from .industry_factors import (
    IndustryMomentumFactor,
    MarketBreadthFactor,
    SectorRotationFactor
)

from .financial_factors import (
    CashflowToEVFactor,
    BookToPriceFactor,
    DebtToEquityFactor,
    ProfitMarginFactor,
    BMFactor
)

from .special_factors import (
    LimitFactor,
    VolumeRatioFactor,
    BBI_RATIO_FACTOR,
    VolatilitySlopeFactor,
    PriceVolumeTrendFactor
)
from .momentum_factors import (
    ReturnFactor,
    VolatilityFactor,
    MomentumFactor,
    MomentumAcceleration,
    TrendEfficiency
)


# 导入统一因子计算模块
from .all_factors import calculate_all_factors, compute_factors

# 导入算子框架
from .operator_framework import StockWiseFactor, DateWiseFactor, FactorGraph

# 定义所有因子类的列表，便于统一管理
ALL_STOCK_FACTORS = [
    SMAFactor,
    EMAFactor,
    ATRFactor,
    OBVFactor,
    MACDFactor,
    RSI_Factor,
    LGFlowFactor,
    FlowIntensityFactor,
    FlowDivergenceFactor,
    FlowStructureFactor,
    FlowAccelerationFactor,
    ChipConcentrationFactor,
    ChipSkewnessFactor,
    FloatingChipFactor,
    CostSupportFactor,
    WinnerPriceZoneFactor,
    SentimentPanicGreedFactor,
    SentimentBreadthFactor,
    SentimentReversalFactor,
    PriceDeductionFactor,
    PriceDeductionRatioFactor,
    CashflowToEVFactor,
    BookToPriceFactor,
    DebtToEquityFactor,
    ProfitMarginFactor,
    LimitFactor,
    VolumeRatioFactor,
    BBI_RATIO_FACTOR,
    VolatilitySlopeFactor,
    PriceVolumeTrendFactor
]

ALL_DATE_FACTORS = [
    CrossSectionalRankFactor,
    IndustryMomentumFactor,
    MarketBreadthFactor,
    SectorRotationFactor
]

__all__ = [
    # 技术指标因子
    'SMAFactor', 'EMAFactor', 'ATRFactor', 'OBVFactor', 'MACDFactor', 'RSI_Factor',
    
    # 资金流因子
    'LGFlowFactor', 'FlowIntensityFactor', 'FlowDivergenceFactor', 
    'FlowStructureFactor', 'FlowAccelerationFactor',
    
    # 筹码分布因子
    'ChipConcentrationFactor', 'ChipSkewnessFactor', 'FloatingChipFactor',
    'CostSupportFactor', 'WinnerPriceZoneFactor',
    
    # 市场情绪因子
    'SentimentPanicGreedFactor', 'SentimentBreadthFactor', 'SentimentReversalFactor',
    'PriceDeductionFactor', 'PriceDeductionRatioFactor',
    
    # 行业/横截面因子
    'CrossSectionalRankFactor', 'IndustryMomentumFactor', 'MarketBreadthFactor',
    'SectorRotationFactor',
    
    # 财务因子
    'CashflowToEVFactor', 'BookToPriceFactor', 'ROEFactor', 'DebtToEquityFactor',
    'ProfitMarginFactor',
    
    # 特殊因子
    'LimitFactor', 'VolumeRatioFactor', 'BBI_RATIO_FACTOR',
    'VolatilitySlopeFactor', 'PriceVolumeTrendFactor',
    
    # 统一因子计算
    'calculate_all_factors', 'compute_factors', 'get_available_stock_factors', 'get_available_date_factors',
    
    # # 算子框架
    # 'StockWiseFactor', 'DateWiseFactor'
]