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

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@@ -52,55 +52,36 @@ TRAINING_TYPE = "regression"
# 排除的因子列表
EXCLUDED_FACTORS = [
"GTJA_alpha036",
"GTJA_alpha032",
"GTJA_alpha010",
"GTJA_alpha005",
"CP",
"BP",
"debt_to_equity",
"current_ratio",
"GTJA_alpha002",
"GTJA_alpha027",
"GTJA_alpha064",
"GTJA_alpha062",
"GTJA_alpha043",
"GTJA_alpha044",
"GTJA_alpha120",
"GTJA_alpha117",
"GTJA_alpha103",
"GTJA_alpha104",
"GTJA_alpha105",
"GTJA_alpha073",
"GTJA_alpha077",
"GTJA_alpha085",
"GTJA_alpha090",
"GTJA_alpha087",
"GTJA_alpha083",
"GTJA_alpha092",
"GTJA_alpha133",
"GTJA_alpha131",
"GTJA_alpha126",
"GTJA_alpha124",
"GTJA_alpha162",
"GTJA_alpha164",
"GTJA_alpha157",
"GTJA_alpha177",
"price_to_avg_cost",
"cost_skewness",
"GTJA_alpha191",
"GTJA_alpha180",
"history_position",
"bottom_profit",
"mean_median_dev",
"smart_money_accumulation",
"GTJA_alpha013",
"GTJA_alpha099",
"GTJA_alpha107",
"GTJA_alpha119",
"GTJA_alpha141",
"GTJA_alpha130",
"GTJA_alpha173",
'GTJA_alpha016',
'volatility_20',
'current_ratio',
'GTJA_alpha001',
'GTJA_alpha141',
'GTJA_alpha129',
'GTJA_alpha164',
'amivest_liq_20',
'GTJA_alpha012',
'debt_to_equity',
'turnover_deviation',
'GTJA_alpha073',
'GTJA_alpha043',
'GTJA_alpha032',
'GTJA_alpha028',
'GTJA_alpha090',
'GTJA_alpha108',
'GTJA_alpha105',
'GTJA_alpha091',
'GTJA_alpha119',
'GTJA_alpha104',
'GTJA_alpha163',
'GTJA_alpha157',
'cost_skewness',
'GTJA_alpha176',
'chip_transition',
'amount_skewness_20',
'GTJA_alpha148',
'mean_median_dev',
'downside_illiq_20',
]
# 模型参数配置