cnhkmcp 2.1.1__py3-none-any.whl → 2.1.3__py3-none-any.whl

cnhkmcp/untracked/APP/Tranformer/output/Alpha_candidates_/321/207/320/264/342/225/221/321/204/342/225/233/320/233.json

@@ -1,654 +0,0 @@
-{
-    "group_rank(ts_mean(ts_delta(ts_backfill(<fundamental_field/>, <backfill_days/>), <delta_days/>), <mean_days/>) / ts_std_dev(ts_delta(ts_backfill(<fundamental_field/>, <backfill_days/>), <delta_days/>), <std_days/>), <group_field/>)": {
-        "template_explanation": "Generalized risk-adjusted fundamental momentum: replaces EPS with any quarterly fundamental, keeps the Sharpe-like score and intra-group ranking to isolate smooth, persistent trends while neutralizing structural differences across groups.",
-        "seed_alpha_settings": {
-            "instrumentType": "EQUITY",
-            "region": "GLB",
-            "universe": "TOPDIV3000",
-            "delay": 1,
-            "decay": 0,
-            "neutralization": "STATISTICAL",
-            "truncation": 0.01,
-            "pasteurization": "ON",
-            "unitHandling": "VERIFY",
-            "nanHandling": "ON",
-            "maxTrade": "OFF",
-            "language": "FASTEXPR",
-            "visualization": false,
-            "startDate": "2013-01-20",
-            "endDate": "2023-01-20"
-        },
-        "placeholder_candidates": {
-            "<fundamental_field/>": {
-                "type": "data_field",
-                "candidates": [
-                    {
-                        "id": "fnd23_icsm_m_vers",
-                        "description": "[Quarterly] Revenue"
-                    },
-                    {
-                        "id": "fnd72_s_pit_or_is_q_net_income",
-                        "description": "Net Income"
-                    },
-                    {
-                        "id": "mdl219_1_ocfmargin",
-                        "description": "Operating cash flow margin calculated as operating cash flow divided by sales."
-                    },
-                    {
-                        "id": "fnd23_tangible_bvps",
-                        "description": "tangible book value per share."
-                    },
-                    {
-                        "id": "ebitda_per_share_trailing_twelve_months",
-                        "description": "EBITDA per share for the trailing twelve months."
-                    }
-                ]
-            },
-            "<backfill_days/>": {
-                "type": "integer_parameter",
-                "candidates": [
-                    {
-                        "value": 252
-                    },
-                    {
-                        "value": 504
-                    },
-                    {
-                        "value": 756
-                    },
-                    {
-                        "value": 1008
-                    },
-                    {
-                        "value": 1260
-                    }
-                ]
-            },
-            "<delta_days/>": {
-                "type": "integer_parameter",
-                "candidates": [
-                    {
-                        "value": 42
-                    },
-                    {
-                        "value": 63
-                    },
-                    {
-                        "value": 84
-                    },
-                    {
-                        "value": 126
-                    },
-                    {
-                        "value": 252
-                    }
-                ]
-            },
-            "<mean_days/>": {
-                "type": "integer_parameter",
-                "candidates": [
-                    {
-                        "value": 20
-                    },
-                    {
-                        "value": 40
-                    },
-                    {
-                        "value": 60
-                    },
-                    {
-                        "value": 80
-                    },
-                    {
-                        "value": 120
-                    }
-                ]
-            },
-            "<std_days/>": {
-                "type": "integer_parameter",
-                "candidates": [
-                    {
-                        "value": 20
-                    },
-                    {
-                        "value": 40
-                    },
-                    {
-                        "value": 60
-                    },
-                    {
-                        "value": 120
-                    },
-                    {
-                        "value": 252
-                    }
-                ]
-            },
-            "<group_field/>": {
-                "type": "group_data_field",
-                "candidates": [
-                    {
-                        "name": "industry"
-                    },
-                    {
-                        "name": "sector"
-                    },
-                    {
-                        "name": "subindustry"
-                    }
-                ]
-            }
-        }
-    },
-    "group_rank(ts_mean(ts_delta(<price_field/>, <short_delta/>), <medium_mean/>) / ts_std_dev(ts_delta(<price_field/>, <short_delta/>), <medium_std/>), <group_field/>)": {
-        "template_explanation": "Price-momentum version of the seed: uses returns instead of EPS change, still rewards consistent momentum within each sector/industry, producing a cleaner trend signal that is not distorted by industry-wide volatility regimes.",
-        "seed_alpha_settings": {
-            "instrumentType": "EQUITY",
-            "region": "GLB",
-            "universe": "TOPDIV3000",
-            "delay": 1,
-            "decay": 0,
-            "neutralization": "STATISTICAL",
-            "truncation": 0.01,
-            "pasteurization": "ON",
-            "unitHandling": "VERIFY",
-            "nanHandling": "ON",
-            "maxTrade": "OFF",
-            "language": "FASTEXPR",
-            "visualization": false,
-            "startDate": "2013-01-20",
-            "endDate": "2023-01-20"
-        },
-        "placeholder_candidates": {
-            "<price_field/>": {
-                "type": "data_field",
-                "candidates": [
-                    {
-                        "id": "close",
-                        "description": "Daily close price"
-                    },
-                    {
-                        "id": "open",
-                        "description": "Daily open price"
-                    },
-                    {
-                        "id": "vwap",
-                        "description": "Daily volume weighted average price"
-                    },
-                    {
-                        "id": "oth463_adjust_close",
-                        "description": "Adjusted close price"
-                    },
-                    {
-                        "id": "high",
-                        "description": "Daily high price"
-                    }
-                ]
-            },
-            "<short_delta/>": {
-                "type": "integer_parameter",
-                "candidates": [
-                    {
-                        "value": 5
-                    },
-                    {
-                        "value": 10
-                    },
-                    {
-                        "value": 21
-                    },
-                    {
-                        "value": 42
-                    }
-                ]
-            },
-            "<medium_mean/>": {
-                "type": "integer_parameter",
-                "candidates": [
-                    {
-                        "value": 10
-                    },
-                    {
-                        "value": 21
-                    },
-                    {
-                        "value": 42
-                    },
-                    {
-                        "value": 63
-                    },
-                    {
-                        "value": 126
-                    }
-                ]
-            },
-            "<medium_std/>": {
-                "type": "integer_parameter",
-                "candidates": [
-                    {
-                        "value": 20
-                    },
-                    {
-                        "value": 40
-                    },
-                    {
-                        "value": 60
-                    },
-                    {
-                        "value": 80
-                    },
-                    {
-                        "value": 120
-                    }
-                ]
-            },
-            "<group_field/>": {
-                "type": "group_data_field",
-                "candidates": [
-                    {
-                        "name": "industry"
-                    },
-                    {
-                        "name": "subindustry"
-                    },
-                    {
-                        "name": "sector"
-                    }
-                ]
-            }
-        }
-    },
-    "group_rank((<fundamental_field/> - ts_delay(<fundamental_field/>, <lag_quarters/>)) / ts_std_dev(<fundamental_field/> - ts_delay(<fundamental_field/>, <lag_quarters/>), <std_quarters/>), <group_field/>)": {
-        "template_explanation": "SUE-style surprise on any quarterly metric: standardizes the YoY (or QoQ) jump by its own historical volatility, then ranks within peer groups to highlight genuine outliers while canceling systematic industry drift.",
-        "seed_alpha_settings": {
-            "instrumentType": "EQUITY",
-            "region": "GLB",
-            "universe": "TOPDIV3000",
-            "delay": 1,
-            "decay": 0,
-            "neutralization": "STATISTICAL",
-            "truncation": 0.01,
-            "pasteurization": "ON",
-            "unitHandling": "VERIFY",
-            "nanHandling": "ON",
-            "maxTrade": "OFF",
-            "language": "FASTEXPR",
-            "visualization": false,
-            "startDate": "2013-01-20",
-            "endDate": "2023-01-20"
-        },
-        "placeholder_candidates": {
-            "<fundamental_field/>": {
-                "type": "data_field",
-                "candidates": [
-                    {
-                        "id": "fnd72_s_pit_or_is_q_net_income",
-                        "description": "Net Income"
-                    },
-                    {
-                        "id": "star_rev_surprise_prediction_fy2",
-                        "description": "Revenue predicted surprise pct - forward 2 years"
-                    },
-                    {
-                        "id": "star_eps_smart_estimate_12m",
-                        "description": "SmartEstimate F12M EPS"
-                    },
-                    {
-                        "id": "ebitda_per_share_trailing_twelve_months",
-                        "description": "EBITDA per share for the trailing twelve months."
-                    },
-                    {
-                        "id": "mdl219_1_ocfmargin",
-                        "description": "Operating cash flow margin calculated as operating cash flow divided by sales."
-                    }
-                ]
-            },
-            "<lag_quarters/>": {
-                "type": "integer_parameter",
-                "candidates": [
-                    {
-                        "value": 1
-                    },
-                    {
-                        "value": 4
-                    },
-                    {
-                        "value": 8
-                    }
-                ]
-            },
-            "<std_quarters/>": {
-                "type": "integer_parameter",
-                "candidates": [
-                    {
-                        "value": 8
-                    },
-                    {
-                        "value": 12
-                    },
-                    {
-                        "value": 16
-                    },
-                    {
-                        "value": 20
-                    }
-                ]
-            },
-            "<group_field/>": {
-                "type": "group_data_field",
-                "candidates": [
-                    {
-                        "name": "industry"
-                    },
-                    {
-                        "name": "sector"
-                    },
-                    {
-                        "name": "subindustry"
-                    }
-                ]
-            }
-        }
-    },
-    "group_rank(ts_mean(ts_delta(ts_backfill(<alternative_field/>, <backfill_days/>), <delta_days/>), <mean_days/>) / ts_std_dev(ts_delta(ts_backfill(<alternative_field/>, <backfill_days/>), <delta_days/>), <std_days/>), <group_field/>)": {
-        "template_explanation": "Alternative-data momentum clone: applies the same risk-adjusted change logic to non-traditional data (web-traffic, sentiment, etc.), yielding a smooth, comparable signal that is industry-neutral and robust to data gaps.",
-        "seed_alpha_settings": {
-            "instrumentType": "EQUITY",
-            "region": "GLB",
-            "universe": "TOPDIV3000",
-            "delay": 1,
-            "decay": 0,
-            "neutralization": "STATISTICAL",
-            "truncation": 0.01,
-            "pasteurization": "ON",
-            "unitHandling": "VERIFY",
-            "nanHandling": "ON",
-            "maxTrade": "OFF",
-            "language": "FASTEXPR",
-            "visualization": false,
-            "startDate": "2013-01-20",
-            "endDate": "2023-01-20"
-        },
-        "placeholder_candidates": {
-            "<alternative_field/>": {
-                "type": "data_field",
-                "candidates": [
-                    {
-                        "id": "fnd23_intfvalld1_qkim",
-                        "description": "Traffic acquisition costs (TAC) represent the cost for a company to acquire traffic to their site."
-                    },
-                    {
-                        "id": "snt22pos_min_377",
-                        "description": "minimum positive sentiment score."
-                    },
-                    {
-                        "id": "mdl106_tre",
-                        "description": "earnings revenue trend"
-                    },
-                    {
-                        "id": "fnd23_intfvalld1_liim",
-                        "description": "Click Rate, Total - %. It shows the frequency an advertisement downloaded with a webpage is clicked on. This is obtained using the number of clicks on an ad on a webpage, divided by the total number of times that the ad was downloaded with a page."
-                    },
-                    {
-                        "id": "headline_sentiment_value",
-                        "description": "Aggregate sentiment value computed for the news headline."
-                    }
-                ]
-            },
-            "<backfill_days/>": {
-                "type": "integer_parameter",
-                "candidates": [
-                    {
-                        "value": 5
-                    },
-                    {
-                        "value": 14
-                    },
-                    {
-                        "value": 30
-                    },
-                    {
-                        "value": 60
-                    }
-                ]
-            },
-            "<delta_days/>": {
-                "type": "integer_parameter",
-                "candidates": [
-                    {
-                        "value": 5
-                    },
-                    {
-                        "value": 10
-                    },
-                    {
-                        "value": 21
-                    },
-                    {
-                        "value": 42
-                    },
-                    {
-                        "value": 63
-                    }
-                ]
-            },
-            "<mean_days/>": {
-                "type": "integer_parameter",
-                "candidates": [
-                    {
-                        "value": 5
-                    },
-                    {
-                        "value": 10
-                    },
-                    {
-                        "value": 21
-                    },
-                    {
-                        "value": 42
-                    },
-                    {
-                        "value": 63
-                    }
-                ]
-            },
-            "<std_days/>": {
-                "type": "integer_parameter",
-                "candidates": [
-                    {
-                        "value": 5
-                    },
-                    {
-                        "value": 10
-                    },
-                    {
-                        "value": 20
-                    },
-                    {
-                        "value": 40
-                    },
-                    {
-                        "value": 60
-                    }
-                ]
-            },
-            "<group_field/>": {
-                "type": "group_data_field",
-                "candidates": [
-                    {
-                        "name": "industry"
-                    },
-                    {
-                        "name": "sector"
-                    },
-                    {
-                        "name": "subindustry"
-                    }
-                ]
-            }
-        }
-    },
-    "group_rank(ts_corr(ts_delta(ts_backfill(<fundamental_field/>, <bf/>), <d1/>), ts_delta(<price_field/>, <d2/>), <corr_win/>), <group_field/>)": {
-        "template_explanation": "Earnings-to-price alignment factor: measures how tightly fundamental momentum co-moves with price momentum; high correlation within group flags firms where the market promptly rewards improving fundamentals, suggesting continued follow-through.",
-        "seed_alpha_settings": {
-            "instrumentType": "EQUITY",
-            "region": "GLB",
-            "universe": "TOPDIV3000",
-            "delay": 1,
-            "decay": 0,
-            "neutralization": "STATISTICAL",
-            "truncation": 0.01,
-            "pasteurization": "ON",
-            "unitHandling": "VERIFY",
-            "nanHandling": "ON",
-            "maxTrade": "OFF",
-            "language": "FASTEXPR",
-            "visualization": false,
-            "startDate": "2013-01-20",
-            "endDate": "2023-01-20"
-        },
-        "placeholder_candidates": {
-            "<fundamental_field/>": {
-                "type": "data_field",
-                "candidates": [
-                    {
-                        "id": "ern3_all_delay_1_next_reptime",
-                        "description": "next report time"
-                    },
-                    {
-                        "id": "star_rev_surprise_prediction_fy2",
-                        "description": "Revenue predicted surprise pct - forward 2 years"
-                    },
-                    {
-                        "id": "fnd72_s_pit_or_is_q_net_income",
-                        "description": "Net Income"
-                    },
-                    {
-                        "id": "ebitda_per_share_trailing_twelve_months",
-                        "description": "EBITDA per share for the trailing twelve months."
-                    },
-                    {
-                        "id": "fnd7_ointfund_qfcnif",
-                        "description": "Quarterly Fundamental Item: Financing Activities -> Net Cash Flow (Statement of Cash Flows)"
-                    }
-                ]
-            },
-            "<bf/>": {
-                "type": "integer_parameter",
-                "candidates": [
-                    {
-                        "value": 1
-                    },
-                    {
-                        "value": 5
-                    },
-                    {
-                        "value": 10
-                    },
-                    {
-                        "value": 21
-                    }
-                ]
-            },
-            "<d1/>": {
-                "type": "integer_parameter",
-                "candidates": [
-                    {
-                        "value": 5
-                    },
-                    {
-                        "value": 10
-                    },
-                    {
-                        "value": 21
-                    },
-                    {
-                        "value": 63
-                    },
-                    {
-                        "value": 126
-                    }
-                ]
-            },
-            "<price_field/>": {
-                "type": "data_field",
-                "candidates": [
-                    {
-                        "id": "close",
-                        "description": "Daily close price"
-                    },
-                    {
-                        "id": "pv37_volume_13",
-                        "description": "Trading volume"
-                    },
-                    {
-                        "id": "srp_average_score",
-                        "description": "Average score"
-                    },
-                    {
-                        "id": "pv37_open_13",
-                        "description": "Open price"
-                    },
-                    {
-                        "id": "open",
-                        "description": "Daily open price"
-                    }
-                ]
-            },
-            "<d2/>": {
-                "type": "integer_parameter",
-                "candidates": [
-                    {
-                        "value": 5
-                    },
-                    {
-                        "value": 10
-                    },
-                    {
-                        "value": 21
-                    },
-                    {
-                        "value": 42
-                    },
-                    {
-                        "value": 63
-                    }
-                ]
-            },
-            "<corr_win/>": {
-                "type": "integer_parameter",
-                "candidates": [
-                    {
-                        "value": 20
-                    },
-                    {
-                        "value": 40
-                    },
-                    {
-                        "value": 60
-                    },
-                    {
-                        "value": 120
-                    },
-                    {
-                        "value": 252
-                    }
-                ]
-            },
-            "<group_field/>": {
-                "type": "group_data_field",
-                "candidates": [
-                    {
-                        "name": "industry"
-                    },
-                    {
-                        "name": "subindustry"
-                    },
-                    {
-                        "name": "sector"
-                    }
-                ]
-            }
-        }
-    }
-}