From 9b826c1845abbe99dc5e21c8e68702101eb8aeab Mon Sep 17 00:00:00 2001
From: liaozhaorun <1300336796@qq.com>
Date: Mon, 2 Mar 2026 20:59:36 +0800
Subject: [PATCH] =?UTF-8?q?feat(factors):=20=E5=9F=BA=E7=A1=80=E8=A1=8C?=
 =?UTF-8?q?=E6=83=85=E5=AD=97=E6=AE=B5=E9=BB=98=E8=AE=A4=E4=BB=8E=20pro=5F?=
 =?UTF-8?q?bar=20=E8=A1=A8=E8=8E=B7=E5=8F=96=20-=20=E4=BF=AE=E6=94=B9=20Sy?=
 =?UTF-8?q?mbol=20=E5=90=8D=E7=A7=B0=E4=B8=8E=E6=95=B0=E6=8D=AE=E5=BA=93?=
 =?UTF-8?q?=E5=AD=97=E6=AE=B5=E5=AF=B9=E9=BD=90=EF=BC=9Avolume->vol,=20pct?=
 =?UTF-8?q?=5Fchange->pct=5Fchg=20-=20=E4=BF=AE=E6=94=B9=20ExecutionPlanne?=
 =?UTF-8?q?r.=5Finfer=5Fdata=5Fspecs=EF=BC=8C=E5=B0=86=E5=9F=BA=E7=A1=80?=
 =?UTF-8?q?=E8=A1=8C=E6=83=85=E5=AD=97=E6=AE=B5=E8=B7=AF=E7=94=B1=E5=88=B0?=
 =?UTF-8?q?=20pro=5Fbar=20=E8=A1=A8=20-=20=E6=94=AF=E6=8C=81=E7=9A=84?=
 =?UTF-8?q?=E5=9F=BA=E7=A1=80=E5=AD=97=E6=AE=B5=EF=BC=9Aopen,=20high,=20lo?=
 =?UTF-8?q?w,=20close,=20vol,=20amount,=20pre=5Fclose,=20change,=20pct=5Fc?=
 =?UTF-8?q?hg=20=E7=AD=89?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

---
 src/factors/api.py    |  8 +++----
 src/factors/engine.py | 50 ++++++++++++++++++++++++++++++++++++-------
 2 files changed, 46 insertions(+), 12 deletions(-)

diff --git a/src/factors/api.py b/src/factors/api.py
index a6c8693..068c4c6 100644
--- a/src/factors/api.py
+++ b/src/factors/api.py
@@ -27,8 +27,8 @@ high = Symbol("high")
 #: 最低价
 low = Symbol("low")
 
-#: 成交量
-volume = Symbol("volume")
+#: 成交量（数据库字段名为 vol）
+vol = Symbol("vol")
 
 #: 成交额
 amount = Symbol("amount")
@@ -39,8 +39,8 @@ pre_close = Symbol("pre_close")
 #: 涨跌额
 change = Symbol("change")
 
-#: 涨跌幅
-pct_change = Symbol("pct_change")
+#: 涨跌幅（数据库字段名为 pct_chg）
+pct_chg = Symbol("pct_chg")
 
 
 # ==================== 时间序列函数 (ts_*) ====================
diff --git a/src/factors/engine.py b/src/factors/engine.py
index 7ea9f11..ce7ea21 100644
--- a/src/factors/engine.py
+++ b/src/factors/engine.py
@@ -409,6 +409,8 @@ class ExecutionPlanner:
         """从依赖推导数据规格。
 
         根据表达式中的函数类型推断回看天数需求。
+        基础行情字段（open, high, low, close, vol, amount, pre_close, change, pct_chg）
+        默认从 pro_bar 表获取。
 
         Args:
             dependencies: 依赖的字段集合
@@ -421,16 +423,48 @@ class ExecutionPlanner:
         max_window = self._extract_max_window(expression)
         lookback_days = max(1, max_window)
 
-        # 假设所有字段都来自 daily 表
-        columns = list(dependencies)
+        # 基础行情字段集合（这些字段从 pro_bar 表获取）
+        pro_bar_fields = {
+            "open",
+            "high",
+            "low",
+            "close",
+            "vol",
+            "amount",
+            "pre_close",
+            "change",
+            "pct_chg",
+            "turnover_rate",
+            "volume_ratio",
+        }
 
-        return [
-            DataSpec(
-                table="daily",
-                columns=columns,
-                lookback_days=lookback_days,
+        # 将依赖分为 pro_bar 字段和其他字段
+        pro_bar_deps = dependencies & pro_bar_fields
+        other_deps = dependencies - pro_bar_fields
+
+        data_specs = []
+
+        # pro_bar 表的数据规格
+        if pro_bar_deps:
+            data_specs.append(
+                DataSpec(
+                    table="pro_bar",
+                    columns=sorted(pro_bar_deps),
+                    lookback_days=lookback_days,
+                )
             )
-        ]
+
+        # 其他字段从 daily 表获取
+        if other_deps:
+            data_specs.append(
+                DataSpec(
+                    table="daily",
+                    columns=sorted(other_deps),
+                    lookback_days=lookback_days,
+                )
+            )
+
+        return data_specs
 
     def _extract_max_window(self, node: Node) -> int:
         """从表达式中提取最大窗口大小。