aszerW
30ea2970bd
- 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）
54 lines
1.3 KiB
Python
54 lines
1.3 KiB
Python
"""
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信号层抽象接口（通用）
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只提供抽象基类，具体信号生成器在strategies/shared/signals/
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"""
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from abc import ABC, abstractmethod
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from typing import List, Optional, Any
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import pandas as pd
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class SignalGenerator(ABC):
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"""
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信号生成器抽象基类
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所有信号生成器必须实现generate方法
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"""
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mode: str = "base"
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def __init__(self, **params):
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"""初始化信号生成器参数"""
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self._params = params
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@abstractmethod
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def generate(self, factor_data: pd.DataFrame) -> pd.DataFrame:
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"""
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生成交易信号
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Args:
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factor_data: 因子数据DataFrame
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Returns:
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包含'signal'列的DataFrame
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"""
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pass
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def validate_factor_data(self, factor_data: pd.DataFrame) -> bool:
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"""验证因子数据是否有效"""
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if factor_data.empty:
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return False
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if 'signal' in factor_data.columns:
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print("Warning: factor_data already contains 'signal' column")
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return True
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def __repr__(self) -> str:
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params_str = ', '.join([f"{k}={v}" for k, v in self._params.items()])
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return f"{self.__class__.__name__}({params_str})"
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# 导出抽象接口
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__all__ = ['SignalGenerator'] |