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