aszerW
69081297c5
- strategies/shared/factors/momentum.py: MomentumFactor/TrendFactor/ReversalFactor/VolatilityFactor - strategies/shared/signals/selectors.py: TopNSelector/TrendFollower/ReversalTrader - strategies/shared/risk/controls.py: StopLossControl/PositionLimitControl/PremiumControl - strategies/shared/__init__.py: 统一入口导出所有定制组件
54 lines
1.0 KiB
Python
54 lines
1.0 KiB
Python
"""
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定制组件统一入口
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所有定制因子、信号生成器、风控组件都在这里导出
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"""
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# 定制因子
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from strategies.shared.factors.momentum import (
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MomentumFactor,
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TrendFactor,
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ReversalFactor,
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VolatilityFactor
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)
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# 定制信号生成器
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from strategies.shared.signals.selectors import (
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TopNSelector,
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TrendFollower,
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ReversalTrader
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)
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# 定制风控组件
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from strategies.shared.risk.controls import (
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StopLossControl,
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PositionLimitControl,
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PremiumControl,
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premium_filter_callback,
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crash_filter_callback,
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holding_time_stoploss_callback
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)
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__all__ = [
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# 因子
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'MomentumFactor',
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'TrendFactor',
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'ReversalFactor',
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'VolatilityFactor',
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# 信号生成器
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'TopNSelector',
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'TrendFollower',
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'ReversalTrader',
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# 风控组件
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'StopLossControl',
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'PositionLimitControl',
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'PremiumControl',
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# 回调函数
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'premium_filter_callback',
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'crash_filter_callback',
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'holding_time_stoploss_callback',
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] |