165 lines
3.8 KiB
Python
165 lines
3.8 KiB
Python
"""
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因子模块初始化文件
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"""
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# from .operator_framework import (
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# StockWiseFactor,
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# DateWiseFactor
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# )
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# 导入所有因子类
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from .technical_factors import (
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SMAFactor,
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EMAFactor,
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ATRFactor,
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OBVFactor,
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MACDFactor,
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RSI_Factor,
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CrossSectionalRankFactor
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)
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from .money_flow_factors import (
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LGFlowFactor,
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FlowIntensityFactor,
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FlowDivergenceFactor,
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FlowStructureFactor,
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FlowAccelerationFactor,
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CostSqueeze,
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HighCostSelling,
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LowCostAccumulation,
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InstNetAccum,
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ChipLockin,
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RetailOutInstIn,
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AccumAccel
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)
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from .chip_factors import (
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ChipConcentrationFactor,
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ChipSkewnessFactor,
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FloatingChipFactor,
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CostSupportFactor,
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WinnerPriceZoneFactor
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)
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from .sentiment_factors import (
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SentimentPanicGreedFactor,
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SentimentBreadthFactor,
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SentimentReversalFactor,
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PriceDeductionFactor,
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PriceDeductionRatioFactor,
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IndustryMomentumLeadership,
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LeadershipPersistenceScore,
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DynamicIndustryLeadership
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)
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from .industry_factors import (
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IndustryMomentumFactor,
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MarketBreadthFactor,
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SectorRotationFactor
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)
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from .financial_factors import (
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CashflowToEVFactor,
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BookToPriceFactor,
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DebtToEquityFactor,
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ProfitMarginFactor,
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BMFactor
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)
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from .special_factors import (
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LimitFactor,
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VolumeRatioFactor,
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BBI_RATIO_FACTOR,
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VolatilitySlopeFactor,
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PriceVolumeTrendFactor
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)
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from .momentum_factors import (
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ReturnFactor,
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VolatilityFactor,
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MomentumFactor,
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MomentumAcceleration,
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TrendEfficiency
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)
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# 导入统一因子计算模块
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from .all_factors import calculate_all_factors, compute_factors
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# 导入算子框架
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from .operator_framework import StockWiseFactor, DateWiseFactor, FactorGraph
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# 定义所有因子类的列表，便于统一管理
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ALL_STOCK_FACTORS = [
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SMAFactor,
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EMAFactor,
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ATRFactor,
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OBVFactor,
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MACDFactor,
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RSI_Factor,
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LGFlowFactor,
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FlowIntensityFactor,
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FlowDivergenceFactor,
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FlowStructureFactor,
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FlowAccelerationFactor,
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ChipConcentrationFactor,
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ChipSkewnessFactor,
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FloatingChipFactor,
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CostSupportFactor,
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WinnerPriceZoneFactor,
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SentimentPanicGreedFactor,
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SentimentBreadthFactor,
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SentimentReversalFactor,
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PriceDeductionFactor,
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PriceDeductionRatioFactor,
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CashflowToEVFactor,
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BookToPriceFactor,
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DebtToEquityFactor,
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ProfitMarginFactor,
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LimitFactor,
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VolumeRatioFactor,
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BBI_RATIO_FACTOR,
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VolatilitySlopeFactor,
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PriceVolumeTrendFactor
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]
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ALL_DATE_FACTORS = [
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CrossSectionalRankFactor,
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IndustryMomentumFactor,
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MarketBreadthFactor,
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SectorRotationFactor
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]
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__all__ = [
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# 技术指标因子
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'SMAFactor', 'EMAFactor', 'ATRFactor', 'OBVFactor', 'MACDFactor', 'RSI_Factor',
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# 资金流因子
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'LGFlowFactor', 'FlowIntensityFactor', 'FlowDivergenceFactor',
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'FlowStructureFactor', 'FlowAccelerationFactor',
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# 筹码分布因子
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'ChipConcentrationFactor', 'ChipSkewnessFactor', 'FloatingChipFactor',
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'CostSupportFactor', 'WinnerPriceZoneFactor',
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# 市场情绪因子
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'SentimentPanicGreedFactor', 'SentimentBreadthFactor', 'SentimentReversalFactor',
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'PriceDeductionFactor', 'PriceDeductionRatioFactor',
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# 行业/横截面因子
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'CrossSectionalRankFactor', 'IndustryMomentumFactor', 'MarketBreadthFactor',
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'SectorRotationFactor',
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# 财务因子
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'CashflowToEVFactor', 'BookToPriceFactor', 'ROEFactor', 'DebtToEquityFactor',
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'ProfitMarginFactor',
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# 特殊因子
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'LimitFactor', 'VolumeRatioFactor', 'BBI_RATIO_FACTOR',
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'VolatilitySlopeFactor', 'PriceVolumeTrendFactor',
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# 统一因子计算
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'calculate_all_factors', 'compute_factors', 'get_available_stock_factors', 'get_available_date_factors',
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# # 算子框架
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# 'StockWiseFactor', 'DateWiseFactor'
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] |