docs: 全面更新 AGENTS.md 文档

src/scripts/register_factors.py

@@ -35,35 +35,11 @@ from src.factors.metadata.exceptions import DuplicateFactorError, ValidationErro
 FACTORS: List[Dict[str, Any]] = [
     # 示例因子，请根据实际需要修改或添加
     {
-        "name": "mom_5d",
+        "name": "turnover_volatility_ratio",
         "desc": "5日价格动量，收盘价相对于5日前收盘价的涨跌幅进行截面排名",
         "dsl": "cs_rank(close / ts_delay(close, 5) - 1)",
         "category": "momentum",
     },
-    {
-        "name": "mom_20d",
-        "desc": "20日价格动量，收盘价相对于20日前收盘价的涨跌幅进行截面排名",
-        "dsl": "cs_rank(close / ts_delay(close, 20) - 1)",
-        "category": "momentum",
-    },
-    {
-        "name": "volatility_20d",
-        "desc": "20日价格波动率，收益率的20日滚动标准差",
-        "dsl": "ts_std(ts_delta(close, 1) / ts_delay(close, 1), 20)",
-        "category": "volatility",
-    },
-    {
-        "name": "price_ma_ratio",
-        "desc": "价格与20日均线的偏离度",
-        "dsl": "close / ts_mean(close, 20) - 1",
-        "category": "mean_reversion",
-    },
-    {
-        "name": "volume_ratio",
-        "desc": "成交量比率，当日成交量相对于20日均量的比值",
-        "dsl": "volume / ts_mean(volume, 20)",
-        "category": "volume",
-    },
 ]
 
 # 因子存储路径（默认使用实验目录）