refactor(factor): 完全重构因子计算框架 - 引入DSL表达式系统
- 删除旧因子框架:移除 base.py、composite.py、data_loader.py、data_spec.py 及所有子模块(momentum、financial、quality、sentiment等) - 新增DSL表达式系统:实现 factor DSL 编译器和翻译器 - dsl.py: 领域特定语言定义 - compiler.py: AST编译与优化 - translator.py: Polars表达式翻译 - api.py: 统一API接口 - 新增数据路由层:data_router.py 实现字段到表的动态路由 - 新增API封装:api_pro_bar.py 提供pro_bar数据接口 - 更新执行引擎:engine.py 适配新的DSL架构 - 重构测试体系:删除旧测试,新增 test_dsl_promotion.py、 test_factor_integration.py、test_pro_bar.py - 清理文档:删除8个过时文档(factor_design、db_sync_guide等)
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@@ -5,6 +5,7 @@ All wrapper files follow the naming convention: api_{data_type}.py
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Available APIs:
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- api_daily: Daily market data (日线行情)
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- api_pro_bar: Pro Bar universal market data (通用行情,后复权)
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- api_stock_basic: Stock basic information (股票基本信息)
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- api_trade_cal: Trading calendar (交易日历)
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- api_namechange: Stock name change history (股票曾用名)
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@@ -12,15 +13,31 @@ Available APIs:
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Example:
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>>> from src.data.api_wrappers import get_daily, get_stock_basic, get_trade_cal, get_bak_basic
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>>> from src.data.api_wrappers import get_bak_basic, sync_bak_basic
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>>> from src.data.api_wrappers import get_pro_bar, sync_pro_bar
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>>> data = get_daily('000001.SZ', start_date='20240101', end_date='20240131')
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>>> pro_data = get_pro_bar('000001.SZ', start_date='20240101', end_date='20240131')
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>>> stocks = get_stock_basic()
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>>> calendar = get_trade_cal('20240101', '20240131')
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>>> bak_basic = get_bak_basic(trade_date='20240101')
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"""
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from src.data.api_wrappers.api_daily import get_daily, sync_daily, preview_daily_sync, DailySync
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from src.data.api_wrappers.financial_data.api_income import get_income, sync_income, IncomeSync
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from src.data.api_wrappers.api_daily import (
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get_daily,
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sync_daily,
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preview_daily_sync,
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DailySync,
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)
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from src.data.api_wrappers.api_pro_bar import (
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get_pro_bar,
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sync_pro_bar,
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preview_pro_bar_sync,
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ProBarSync,
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)
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from src.data.api_wrappers.financial_data.api_income import (
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get_income,
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sync_income,
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IncomeSync,
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)
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from src.data.api_wrappers.api_bak_basic import get_bak_basic, sync_bak_basic
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from src.data.api_wrappers.api_namechange import get_namechange, sync_namechange
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from src.data.api_wrappers.api_stock_basic import get_stock_basic, sync_all_stocks
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@@ -38,6 +55,11 @@ __all__ = [
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"sync_daily",
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"preview_daily_sync",
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"DailySync",
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# Pro Bar (universal market data)
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"get_pro_bar",
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"sync_pro_bar",
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"preview_pro_bar_sync",
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"ProBarSync",
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# Income statement
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"get_income",
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"sync_income",
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