refactor(archive): move unused modules to archive/

Archive legacy framework and utility modules that are no longer
referenced by the active core (datasource/ and rotation/):

- framework/ -> archive/framework/
- framework_v2/ -> archive/framework_v2/
- strategies/ -> archive/strategies/
- config/ -> archive/config/
- visualization/ -> archive/visualization/
- scripts/ -> archive/scripts/
- tests/ -> archive/tests/
- run_rotation.py, run_us_rotation.py -> archive/single_files/
- compare_*.py, test_api_dates.py -> archive/single_files/
This commit is contained in:
2026-06-03 23:41:46 +08:00
parent d700bc1dfd
commit c905230a40
98 changed files with 0 additions and 714 deletions

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"""
因子层抽象接口(通用)
只提供抽象基类和注册机制具体因子实现在strategies/shared/factors/
"""
from abc import ABC, abstractmethod
from typing import Dict, List, Optional, Any, Type
import pandas as pd
import numpy as np
class FactorBase(ABC):
"""
因子抽象基类
所有因子必须实现compute方法
"""
name: str = "base"
category: str = "unknown"
def __init__(self, **params):
"""初始化因子参数"""
self._params = params
@abstractmethod
def compute(self, data: pd.DataFrame) -> pd.Series:
"""
计算因子值
Args:
data: OHLCV数据必须包含'close'
Returns:
因子值序列
"""
pass
def validate_data(self, data: pd.DataFrame) -> bool:
"""验证数据是否满足计算要求"""
if 'close' not in data.columns:
return False
min_periods = self._params.get('min_periods', 20)
return len(data) >= min_periods
def __repr__(self) -> str:
params_str = ', '.join([f"{k}={v}" for k, v in self._params.items()])
return f"{self.__class__.__name__}({params_str})"
class FactorRegistry:
"""
因子注册器(通用)
管理因子类的注册和获取
"""
_factors: Dict[str, Type[FactorBase]] = {}
@classmethod
def register(cls, factor_class: Type[FactorBase]) -> None:
"""注册因子类"""
temp_instance = factor_class()
name = temp_instance.name
if name in cls._factors:
print(f"因子已注册,覆盖: {name}")
cls._factors[name] = factor_class
@classmethod
def get(cls, name: str, **params) -> FactorBase:
"""获取因子实例"""
if name not in cls._factors:
raise ValueError(f"因子未注册: {name}")
factor_class = cls._factors[name]
return factor_class(**params)
@classmethod
def list_factors(cls) -> List[str]:
"""列出所有已注册因子"""
return list(cls._factors.keys())
@classmethod
def clear(cls) -> None:
"""清空注册表"""
cls._factors = {}
@classmethod
def get_category(cls, name: str) -> str:
"""获取因子类别"""
if name not in cls._factors:
return "unknown"
temp_instance = cls._factors[name]()
return temp_instance.category
class FactorCombiner:
"""
因子组合器(通用)
支持多因子加权组合
"""
SUPPORTED_METHODS = ['weighted_sum', 'rank_average', 'zscore_sum', 'equal_weight']
def __init__(
self,
factors: List[FactorBase],
weights: Optional[List[float]] = None,
method: str = 'weighted_sum'
):
"""
初始化组合器
Args:
factors: 因子实例列表
weights: 因子权重列表(可选)
method: 组合方法weighted_sum/rank_average/zscore_sum/equal_weight
"""
if not factors:
raise ValueError("factors list cannot be empty")
if method not in self.SUPPORTED_METHODS:
raise ValueError(f"Unsupported method: {method}")
self._factors = factors
if weights is None:
self._weights = [1.0 / len(factors)] * len(factors)
else:
if len(weights) != len(factors):
raise ValueError("weights length must match factors length")
self._weights = weights
self._method = method
def compute(self, data: pd.DataFrame) -> pd.DataFrame:
"""
计算所有因子并组合
Returns:
DataFrame包含各因子值和combined列
"""
result = pd.DataFrame(index=data.index)
# 计算各因子
for i, factor in enumerate(self._factors):
factor_values = factor.compute(data)
col_name = f"{factor.name}"
result[col_name] = factor_values
# 组合因子值
if self._method == 'weighted_sum':
weighted_cols = [f.name for f in self._factors]
result['combined'] = result[weighted_cols].apply(
lambda row: sum(row[col] * self._weights[i] for i, col in enumerate(weighted_cols) if pd.notna(row[col])),
axis=1
)
elif self._method == 'equal_weight':
factor_cols = [f.name for f in self._factors]
result['combined'] = result[factor_cols].mean(axis=1)
elif self._method == 'rank_average':
factor_cols = [f.name for f in self._factors]
ranks = result[factor_cols].rank(axis=1)
result['combined'] = ranks.mean(axis=1)
elif self._method == 'zscore_sum':
factor_cols = [f.name for f in self._factors]
zscores = result[factor_cols].apply(lambda x: (x - x.mean()) / x.std())
result['combined'] = zscores.sum(axis=1)
return result
def get_factor_names(self) -> List[str]:
"""获取因子名称列表"""
return [f.name for f in self._factors]
def __repr__(self) -> str:
factor_names = [f.name for f in self._factors]
return f"FactorCombiner(factors={factor_names}, weights={self._weights}, method={self._method})"
# 导出抽象接口
__all__ = ['FactorBase', 'FactorRegistry', 'FactorCombiner']