fix(factor-engine): 修复多因子计算时数据规格字段合并的 bug

- 修复 FactorEngine.compute() 中相同表的字段未正确合并的问题
- 将简单去重改为字段集合合并,确保所有因子依赖的字段都被获取
- 解决 high_low_ratio 等需要 high/low 字段的因子计算失败问题
This commit is contained in:
2026-03-14 02:12:20 +08:00
parent ca27cb297a
commit ecb22b826c
4 changed files with 141 additions and 128 deletions

File diff suppressed because one or more lines are too long

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@@ -302,14 +302,14 @@ SELECTED_FACTORS = [
"return_5_rank",
"EP_rank",
"pe_expansion_trend",
# "value_price_divergence",
"value_price_divergence",
"active_market_cap",
# "ebit_rank",
"ebit_rank",
]
# 因子定义字典(完整因子库)
FACTOR_DEFINITIONS = {
# "turnover_rate_volatility": "ts_std(log(turnover_rate), 20)"
"turnover_rate_volatility": "ts_std(log(turnover_rate), 20)"
}
# Label 因子定义(不参与训练,用于计算目标)