feat(data): 添加个股资金流向接口并重构速率限制配置

- 新增 moneyflow 资金流向数据同步模块
- 实现接口级速率限制配置(sync_config.py)
- 更新流动性相关因子定义
- 添加非对称量化损失函数
This commit is contained in:
2026-04-03 23:57:47 +08:00
parent c143815443
commit 9e7d4241c6
18 changed files with 1473 additions and 334 deletions

View File

@@ -54,31 +54,27 @@ N_QUANTILES = 20
# 排除的因子列表
EXCLUDED_FACTORS = [
"GTJA_alpha010",
"GTJA_alpha005",
"GTJA_alpha002",
"GTJA_alpha027",
"GTJA_alpha051",
"GTJA_alpha044",
"GTJA_alpha041",
"GTJA_alpha131",
"GTJA_alpha103",
"GTJA_alpha087",
"GTJA_alpha093",
"GTJA_alpha092",
"GTJA_alpha073",
"GTJA_alpha127",
"GTJA_alpha117",
"GTJA_alpha124",
"GTJA_alpha162",
"GTJA_alpha177",
"GTJA_alpha188",
"smart_money_accumulation",
"GTJA_alpha014",
"GTJA_alpha056",
"GTJA_alpha085",
"GTJA_alpha154",
"GTJA_alpha141",
'active_market_cap',
'close_vwap_deviation',
'sharpe_ratio_20',
'upper_shadow_ratio',
'volume_ratio_5_20',
'GTJA_alpha090',
'GTJA_alpha084',
'GTJA_alpha066',
'GTJA_alpha150',
'GTJA_alpha148',
'GTJA_alpha106',
'GTJA_alpha109',
'GTJA_alpha108',
'GTJA_alpha176',
'GTJA_alpha169',
'GTJA_alpha156',
'chip_dispersion_70',
'winner_rate_cs_rank',
'atr_price_impact',
'low_vol_days_20',
'liquidity_shock_momentum',
]
# LambdaRank 模型参数配置