refactor(framework): 框架只保留抽象接口,具体实现移至strategies/shared
- FactorBase/FactorRegistry/FactorCombiner: 因子抽象接口 - SignalGenerator: 信号生成抽象接口 - RiskControl/Position/CallbackHook: 风控抽象接口 - StrategyBase: 策略抽象基类 - Executor/Portfolio: 执行器抽象接口 - ConfigLoader: 配置加载器 - 删除framework/factors/momentum.py(具体实现)
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@@ -1,21 +1,52 @@
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"""
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量化策略通用框架
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框架统一入口(通用)
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融合Freqtrade回调机制 + 模块化因子设计
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只导出抽象接口,具体实现在strategies/shared/
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"""
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from .factors import FactorBase, FactorRegistry, FactorCombiner
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from .signals import SignalGenerator, TopNSelector, TrendFollower, ReversalTrader
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from .strategy import StrategyBase, RotationStrategy
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from .risk import RiskControl, StopLossControl, PositionLimitControl
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from .execution import Executor, BacktestExecutor, DryRunExecutor
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from .config import ConfigLoader
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# 因子层抽象
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from framework.factors import FactorBase, FactorRegistry, FactorCombiner
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# 信号层抽象
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from framework.signals import SignalGenerator
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# 风控层抽象
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from framework.risk import Position, RiskControl, CallbackHook
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# 策略层抽象
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from framework.strategy import StrategyBase
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# 执行层抽象
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from framework.execution import Portfolio, Executor, BacktestExecutor, DryRunExecutor
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# 配置层
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from framework.config import ConfigLoader, StrategyConfig
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__all__ = [
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'FactorBase', 'FactorRegistry', 'FactorCombiner',
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'SignalGenerator', 'TopNSelector', 'TrendFollower', 'ReversalTrader',
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'StrategyBase', 'RotationStrategy',
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'RiskControl', 'StopLossControl', 'PositionLimitControl',
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'Executor', 'BacktestExecutor', 'DryRunExecutor',
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# 因子层
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'FactorBase',
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'FactorRegistry',
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'FactorCombiner',
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# 信号层
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'SignalGenerator',
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# 风控层
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'Position',
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'RiskControl',
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'CallbackHook',
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# 策略层
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'StrategyBase',
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# 执行层
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'Portfolio',
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'Executor',
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'BacktestExecutor',
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'DryRunExecutor',
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# 配置层
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'ConfigLoader',
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'StrategyConfig',
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]
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