aszerW
c905230a40
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/
58 lines
1.3 KiB
Python
58 lines
1.3 KiB
Python
"""
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信号生成器抽象基类
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"""
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from abc import ABC, abstractmethod
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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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"""
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初始化信号生成器参数
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Args:
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**params: 信号参数（如 select_num, rebalance_days 等）
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"""
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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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信号 DataFrame，必须包含 'signal' 列
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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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"""
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验证因子数据是否有效
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Args:
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factor_data: 因子数据
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Returns:
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True 如果数据有效
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"""
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if factor_data.empty:
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return False
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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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