1、策略更新

2、新增qmt

main/factor/__init__.py

@@ -0,0 +1,165 @@
+"""
+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'
+]