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/
56 lines
1.3 KiB
Python
56 lines
1.3 KiB
Python
"""
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ta-lib 因子基类（通用）
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所有 ta-lib 因子继承此类，只需指定函数和参数
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"""
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import talib
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import pandas as pd
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import numpy as np
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from framework_v2.core import FactorBase
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class TALibFactorBase(FactorBase):
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"""
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ta-lib 因子基类
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子类只需实现：
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- name: 因子名称
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- _talib_func: 返回 ta-lib 函数
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"""
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category = "technical"
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def __init__(self, period: int = 14, **params):
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"""
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初始化
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Args:
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period: 周期参数
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**params: 其他参数
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"""
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super().__init__(period=period, **params)
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self.period = period
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def compute(self, data: pd.DataFrame) -> pd.Series:
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"""
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计算因子值
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Args:
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data: OHLCV 数据
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Returns:
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因子值序列
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"""
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close = data['close'].values.astype(float)
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# 调用子类指定的 ta-lib 函数
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result = self._talib_func(close, timeperiod=self.period)
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return pd.Series(result, index=data.index, name=self.name)
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@property
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def _talib_func(self):
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"""子类必须实现，返回 ta-lib 函数"""
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raise NotImplementedError("Subclasses must implement _talib_func")
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