feat: 引入 FactorMiner 开源量化因子挖掘项目

src/factorminer/output/checkpoint/memory.json

@@ -0,0 +1,64 @@
+{
+  "state": {
+    "library_size": 0,
+    "recent_admissions": [],
+    "recent_rejections": [
+      {
+        "factor_id": "momentum_reversal",
+        "formula": "Neg(CsRank(Delta($close, 5)))",
+        "reason": "Signal computation error: Expression evaluation failed for 'Neg(CsRank(Delta($close, 5)))': \"Feature '$close' not found in data. Available: ['$high', '$low', '$open']\"",
+        "max_correlation": 0.0,
+        "batch": 1
+      },
+      {
+        "factor_id": "volume_surprise",
+        "formula": "CsZScore(Div(Sub($volume, Mean($volume, 20)), Std($volume, 20)))",
+        "reason": "Signal computation error: Expression evaluation failed for 'CsZScore(Div(Sub($volume, Mean($volume, 20)), Std($volume, 20)))': \"Feature '$volume' not found in data. Available: ['$high', '$low', '$open']\"",
+        "max_correlation": 0.0,
+        "batch": 1
+      },
+      {
+        "factor_id": "price_range_ratio",
+        "formula": "Div(Sub($high, $low), Add($high, $low))",
+        "reason": "ICIR -0.3679 < threshold 0.5",
+        "max_correlation": 0.0,
+        "batch": 1
+      },
+      {
+        "factor_id": "vwap_deviation",
+        "formula": "CsRank(Div(Sub($close, $vwap), $vwap))",
+        "reason": "Signal computation error: Expression evaluation failed for 'CsRank(Div(Sub($close, $vwap), $vwap))': \"Feature '$close' not found in data. Available: ['$high', '$low', '$open']\"",
+        "max_correlation": 0.0,
+        "batch": 1
+      },
+      {
+        "factor_id": "return_skew",
+        "formula": "Neg(Skew($returns, 20))",
+        "reason": "Signal computation error: Expression evaluation failed for 'Neg(Skew($returns, 20))': \"Feature '$returns' not found in data. Available: ['$high', '$low', '$open']\"",
+        "max_correlation": 0.0,
+        "batch": 1
+      }
+    ],
+    "domain_saturation": {
+      "Other": 0.0
+    },
+    "admission_log": [
+      {
+        "batch": 1,
+        "admitted": 0,
+        "rejected": 5,
+        "admission_rate": 0.0
+      }
+    ]
+  },
+  "success_patterns": [],
+  "forbidden_directions": [],
+  "insights": [
+    {
+      "insight": "Current direction is exhausted, need to pivot to new operator combinations",
+      "evidence": "Batch 1: only 0/5 admitted (0%)",
+      "batch_source": 1
+    }
+  ],
+  "version": 1
+}