cnhkmcp 2.2.0__py3-none-any.whl → 2.3.1__py3-none-any.whl

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Files changed (121) hide show
  1. cnhkmcp/__init__.py +1 -1
  2. cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/README.md +1 -1
  3. cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/config.json +2 -2
  4. cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/main.py +1 -1
  5. cnhkmcp/untracked/AI/321/206/320/261/320/234/321/211/320/255/320/262/321/206/320/237/320/242/321/204/342/225/227/342/225/242/vector_db/chroma.sqlite3 +0 -0
  6. cnhkmcp/untracked/APP/Tranformer/Transformer.py +2 -2
  7. cnhkmcp/untracked/APP/Tranformer/transformer_config.json +1 -1
  8. cnhkmcp/untracked/APP/blueprints/feature_engineering.py +2 -2
  9. cnhkmcp/untracked/APP/blueprints/inspiration_house.py +4 -4
  10. cnhkmcp/untracked/APP/blueprints/paper_analysis.py +3 -3
  11. cnhkmcp/untracked/APP/give_me_idea/BRAIN_Alpha_Template_Expert_SystemPrompt.md +34 -73
  12. cnhkmcp/untracked/APP/give_me_idea/alpha_data_specific_template_master.py +2 -2
  13. cnhkmcp/untracked/APP/give_me_idea/what_is_Alpha_template.md +366 -1
  14. cnhkmcp/untracked/APP/simulator/wqb20260130130030.log +210 -0
  15. cnhkmcp/untracked/APP/simulator/wqb20260130131757.log +104 -0
  16. cnhkmcp/untracked/APP/simulator/wqb20260130172245.log +70 -0
  17. cnhkmcp/untracked/APP/static/inspiration.js +350 -14
  18. cnhkmcp/untracked/APP/templates/index.html +18 -3
  19. cnhkmcp/untracked/APP/templates/transformer_web.html +1 -1
  20. cnhkmcp/untracked/APP/trailSomeAlphas/README.md +38 -0
  21. cnhkmcp/untracked/APP/trailSomeAlphas/ace.log +66 -0
  22. cnhkmcp/untracked/APP/trailSomeAlphas/enhance_template.py +588 -0
  23. cnhkmcp/untracked/APP/trailSomeAlphas/requirements.txt +3 -0
  24. cnhkmcp/untracked/APP/trailSomeAlphas/run_pipeline.py +1051 -0
  25. cnhkmcp/untracked/APP/trailSomeAlphas/run_pipeline_step_by_step.ipynb +5258 -0
  26. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-data-feature-engineering/OUTPUT_TEMPLATE.md +325 -0
  27. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-data-feature-engineering/SKILL.md +503 -0
  28. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-data-feature-engineering/examples.md +244 -0
  29. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-data-feature-engineering/output_report/ASI_delay1_analyst11_ideas.md +285 -0
  30. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-data-feature-engineering/output_report/GLB_delay1_fundamental72_ideas.md +362 -0
  31. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-data-feature-engineering/reference.md +399 -0
  32. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/SKILL.md +40 -0
  33. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/config.json +6 -0
  34. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709385783386000.json +388 -0
  35. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709386274840400.json +131 -0
  36. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709386838244700.json +1926 -0
  37. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709387369198500.json +31 -0
  38. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709387908905800.json +1926 -0
  39. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709388486243600.json +240 -0
  40. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709389024058600.json +1926 -0
  41. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709389549608700.json +41 -0
  42. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709390068714000.json +110 -0
  43. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709390591996900.json +36 -0
  44. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709391129137100.json +31 -0
  45. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709391691643500.json +41 -0
  46. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709392192099200.json +31 -0
  47. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709392703423500.json +46 -0
  48. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769709393213729400.json +246 -0
  49. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710186683932500.json +388 -0
  50. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710187165414300.json +131 -0
  51. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710187665211700.json +1926 -0
  52. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710188149193400.json +31 -0
  53. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710188667627400.json +1926 -0
  54. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710189220822000.json +240 -0
  55. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710189726189500.json +1926 -0
  56. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710190248066100.json +41 -0
  57. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710190768298700.json +110 -0
  58. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710191282588100.json +36 -0
  59. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710191838960900.json +31 -0
  60. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710192396688000.json +41 -0
  61. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710192941922400.json +31 -0
  62. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710193473524600.json +46 -0
  63. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710194001961200.json +246 -0
  64. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710420975888800.json +46 -0
  65. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710421647590100.json +196 -0
  66. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710422131378500.json +5 -0
  67. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710422644184400.json +196 -0
  68. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710423702350600.json +196 -0
  69. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_1_idea_1769710424244661800.json +5 -0
  70. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/analyst11_ASI_delay1.csv +211 -0
  71. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/analyst11_ASI_delay1/final_expressions.json +7062 -0
  72. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/final_expressions.json +138 -0
  73. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759441444909600.json +38 -0
  74. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759441920092000.json +14 -0
  75. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759442418767100.json +14 -0
  76. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759442902507600.json +14 -0
  77. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759443377036200.json +10 -0
  78. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759443845377000.json +14 -0
  79. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759444313546700.json +10 -0
  80. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759444784598600.json +14 -0
  81. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759445274311200.json +14 -0
  82. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759445747421700.json +10 -0
  83. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759446222137800.json +22 -0
  84. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759446686222600.json +14 -0
  85. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759447154698500.json +10 -0
  86. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759447629677000.json +10 -0
  87. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759448102331200.json +10 -0
  88. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_1_idea_1769759448573382000.json +14 -0
  89. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental72_GLB_delay1/fundamental72_GLB_delay1.csv +330 -0
  90. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/scripts/ace.log +3 -0
  91. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/scripts/ace_lib.py +1514 -0
  92. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/scripts/fetch_dataset.py +119 -0
  93. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/scripts/helpful_functions.py +180 -0
  94. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/scripts/implement_idea.py +236 -0
  95. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/scripts/merge_expression_list.py +90 -0
  96. cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/scripts/parsetab.py +60 -0
  97. cnhkmcp/untracked/APP/trailSomeAlphas/skills/template_final_enhance/op/321/206/320/220/342/225/227/321/207/342/225/227/320/243.md +434 -0
  98. cnhkmcp/untracked/APP/trailSomeAlphas/skills/template_final_enhance/sample_prompt.md +62 -0
  99. cnhkmcp/untracked/APP/trailSomeAlphas/skills/template_final_enhance//321/205/320/235/320/245/321/205/320/253/320/260/321/205/320/275/320/240/321/206/320/220/320/255/321/210/320/220/320/223/321/211/320/220/342/225/227/321/210/342/225/233/320/241/321/211/320/243/342/225/233.md +354 -0
  100. cnhkmcp/untracked/APP/usage.md +2 -2
  101. cnhkmcp/untracked/APP//321/210/342/224/220/320/240/321/210/320/261/320/234/321/206/320/231/320/243/321/205/342/225/235/320/220/321/206/320/230/320/241.py +400 -9
  102. cnhkmcp/untracked/back_up/platform_functions.py +2 -2
  103. cnhkmcp/untracked/mcp/321/206/320/246/320/227/321/204/342/225/227/342/225/242/321/210/320/276/342/225/221/321/205/320/255/320/253/321/207/320/231/320/2302_/321/205/320/266/320/222/321/206/320/256/320/254/321/205/320/236/320/257/321/207/320/231/320/230/321/205/320/240/320/277/321/205/320/232/320/270/321/204/342/225/225/320/235/321/204/342/225/221/320/226/321/206/342/225/241/320/237/321/210/320/267/320/230/321/205/320/251/320/270/321/205/342/226/221/342/226/222/321/210/320/277/320/245/321/210/342/224/220/320/251/321/204/342/225/225/320/272/platform_functions.py +2 -2
  104. cnhkmcp/untracked/platform_functions.py +2 -2
  105. cnhkmcp/untracked/skills/alpha-expression-verifier/scripts/validator.py +889 -0
  106. cnhkmcp/untracked/skills/brain-feature-implementation/scripts/implement_idea.py +4 -3
  107. cnhkmcp/untracked/skills/brain-improve-alpha-performance/arXiv_API_Tool_Manual.md +490 -0
  108. cnhkmcp/untracked/skills/brain-improve-alpha-performance/reference.md +1 -1
  109. cnhkmcp/untracked/skills/brain-improve-alpha-performance/scripts/arxiv_api.py +229 -0
  110. cnhkmcp/untracked//321/211/320/225/320/235/321/207/342/225/234/320/276/321/205/320/231/320/235/321/210/342/224/220/320/240/321/210/320/261/320/234/321/206/320/230/320/241_/321/205/320/276/320/231/321/210/320/263/320/225/321/205/342/224/220/320/225/321/210/320/266/320/221/321/204/342/225/233/320/255/321/210/342/225/241/320/246/321/205/320/234/320/225.py +35 -11
  111. cnhkmcp/vector_db/_manifest.json +1 -0
  112. cnhkmcp/vector_db/_meta.json +1 -0
  113. {cnhkmcp-2.2.0.dist-info → cnhkmcp-2.3.1.dist-info}/METADATA +1 -1
  114. {cnhkmcp-2.2.0.dist-info → cnhkmcp-2.3.1.dist-info}/RECORD +121 -33
  115. /cnhkmcp/untracked/{skills/expression_verifier → APP/trailSomeAlphas/skills/brain-feature-implementation}/scripts/validator.py +0 -0
  116. /cnhkmcp/untracked/skills/{expression_verifier → alpha-expression-verifier}/SKILL.md +0 -0
  117. /cnhkmcp/untracked/skills/{expression_verifier → alpha-expression-verifier}/scripts/verify_expr.py +0 -0
  118. {cnhkmcp-2.2.0.dist-info → cnhkmcp-2.3.1.dist-info}/WHEEL +0 -0
  119. {cnhkmcp-2.2.0.dist-info → cnhkmcp-2.3.1.dist-info}/entry_points.txt +0 -0
  120. {cnhkmcp-2.2.0.dist-info → cnhkmcp-2.3.1.dist-info}/licenses/LICENSE +0 -0
  121. {cnhkmcp-2.2.0.dist-info → cnhkmcp-2.3.1.dist-info}/top_level.txt +0 -0
@@ -8,4 +8,369 @@ CAPM beta (slope) template: same regression with rettype=2; pre-clean target/mar
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  CAPM generalized to any feature: data = winsorize(ts_backfill(<data>,63),std=4); data_gpm = group_mean(data, log(ts_mean(cap,21)), sector); resid = ts_regression(data, data_gpm, 252, rettype=0). Rationale: pull out the component unexplained by group average of same feature; reduces common-mode exposure.
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  Actual vs estimate spread (analyst): group_zscore( group_zscore(<act>, industry) – group_zscore(<est>, industry), industry ) or the abstracted group_compare(diff(group_compare(act,...), group_compare(est,...)), ...). Rationale: surprise/beat-miss signal within industry, normalized to peers to avoid level bias.
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  Analyst term-structure (fp1 vs fy1/fp2/fy2): group_zscore( group_zscore(anl14_mean_eps_<period1>, industry) – group_zscore(anl14_mean_eps_<period2>, industry), industry ) with operator/group slots. Rationale: cross-period expectation steepness; rising near-term vs long-term forecasts can flag momentum/inflection.
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- Option Greeks net spread: group_operator(<put_greek> - <call_greek>, <grouping_data>) over industry/sector (Delta/Gamma/Vega/Theta). Rationale: options-implied sentiment/convexity skew vs peers; outlier net Greeks may precede spot moves; extend with multi-Greek composites or time-series deltas.
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+ Option Greeks net spread: group_operator(<put_greek> - <call_greek>, <grouping_data>) over industry/sector (Delta/Gamma/Vega/Theta). Rationale: options-implied sentiment/convexity skew vs peers; outlier net Greeks may precede spot moves; extend with multi-Greek composites or time-series deltas.
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+ # BRAIN Alpha Template Expert - System Prompt
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+
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+ ## Core Identity & Philosophy
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+
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+ You are an elite WorldQuant BRAIN Alpha Template Specialist with deep expertise in quantitative finance, signal processing, and alpha construction. Your core competencies include:
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+
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+ 1. **Operator Mastery**: Comprehensive understanding of 500+ BRAIN operators across preprocessing, cross-sectional ranking, time-series smoothing, conditional logic, and vector operations
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+ 2. **Dataset Intelligence**: Deep knowledge of fundamental data (balance sheet, income statement, cash flow), analyst estimates (EPS, revenue, ratings), alternative data (sentiment, web traffic, satellite), and microstructure data (volume, bid-ask, tick data)
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+ 3. **Economic Intuition**: Ability to translate economic hypotheses (value, momentum, quality, volatility, liquidity) into testable alpha expressions
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+ 4. **Template Construction**: Systematic approach to building reusable alpha recipes with clear parameter slots for search optimization
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+ 5. **Best Practices Adherence**: Following data cleaning protocols, neutralization strategies, turnover management, and correlation checks
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+
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+ ---
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+
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+ ## Operator Mastery (5 Categories)
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+
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+ ### 1. Preprocessing & Data Cleaning
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+ **Purpose**: Handle outliers, missing values, and scale normalization before transformation
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+
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+ **Core Operators**:
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+ - `winsorize(x, std=4)`: Clip extreme values to reduce outlier impact (e.g., `winsorize(close/open, std=3)`)
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+ - `fillna(x, value)`: Replace NaN with constant or method (e.g., `fillna(revenue, 0)`)
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+ - `replace(x, old, new)`: Conditional replacement (e.g., `replace(div_yield, 0, nan)` to remove zero dividends)
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+ - `normalize(x)`: Scale to [0,1] range
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+ - `group_zscore(x, group)`: Standardize to mean=0, std=1 within group for cross-sectional comparison
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+
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+ **Best Practice**: Always winsorize raw data → handle NaN → normalize/zscore before ranking
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+
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+ ---
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+
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+ ### 2. Cross-Sectional Operations
45
+ **Purpose**: Rank stocks relative to peers at each timestamp
46
+
47
+ **Core Operators**:
48
+ - `rank(x)`: Percentile rank within universe (primary tool for signal construction)
49
+ - `group_rank(x, group)`: Rank within industry/sector/country (e.g., `group_rank(earnings_yield, industry)`)
50
+ - `group_neutralize(x, group)`: Remove group average (e.g., `group_neutralize(momentum, sector)` for sector-neutral momentum)
51
+ - `regression_neut(y, x)`: Remove linear exposure to factor (e.g., `regression_neut(returns, mkt_beta)` for market-neutral alpha)
52
+
53
+ **Template Pattern**:
54
+ ```
55
+ group_rank(group_neutralize(group_zscore(winsorize([DATA_FIELD], std=3), [GROUP]), [GROUP]), [GROUP])
56
+ ```
57
+
58
+ ---
59
+
60
+ ### 3. Time-Series Operations
61
+ **Purpose**: Capture trends, reversals, and smoothing across time
62
+
63
+ **Core Operators**:
64
+ - `ts_delta(x, n)`: n-period change (e.g., `ts_delta(close, 21)` for monthly momentum)
65
+ - `ts_sum(x, n)`: Rolling sum (e.g., `ts_sum(volume, 20)` for cumulative volume)
66
+ - `ts_mean(x, n)`: Simple moving average (e.g., `ts_mean(close, 50)` for trend)
67
+ - `ts_std(x, n)`: Rolling volatility (e.g., `ts_std(returns, 21)` for risk)
68
+ - `ts_rank(x, n)`: Percentile within lookback window (e.g., `ts_rank(close, 252)` for 52-week high proximity)
69
+ - `ts_decay_linear(x, n)`: Linear weighted average (recent data weighted higher)
70
+ - `ts_regression(y, x, n)`: Rolling beta/slope (e.g., `ts_regression(stock_ret, mkt_ret, 60)` for beta)
71
+
72
+ **Template Pattern for Momentum**:
73
+ ```
74
+ ts_delta([PRICE_FIELD], [WINDOW]) / ts_std([PRICE_FIELD], [WINDOW])
75
+ ```
76
+
77
+ ---
78
+
79
+ ### 4. Conditional & Logic Operations
80
+ **Purpose**: Implement if-then rules and filters
81
+
82
+ **Core Operators**:
83
+ - `if_else(cond, x, y)`: Ternary operator (e.g., `if_else(volume > ts_mean(volume, 20), group_rank(returns, sector), 0)`)
84
+ - `filter(x, cond)`: Set to NaN where condition fails (e.g., `filter(momentum, market_cap > 1e9)`)
85
+ - Comparison: `>`, `<`, `==`, `!=`, `>=`, `<=`
86
+ - Logical: `&` (and), `|` (or), `~` (not)
87
+
88
+ **Template Pattern for Conditional Alpha**:
89
+ ```
90
+ if_else([CONDITION], group_rank([SIGNAL_A], [GROUP]), group_rank([SIGNAL_B], [GROUP]))
91
+ ```
92
+
93
+ ---
94
+
95
+ ### 5. Vector & Advanced Operations
96
+ **Purpose**: Complex transformations and multi-factor combinations
97
+
98
+ **Core Operators**:
99
+ - `power(x, p)`: Exponentiation (e.g., `power(momentum, 2)` for convexity)
100
+ - `log(x)`: Natural log for skewed distributions (e.g., `log(market_cap)`)
101
+ - `abs(x)`: Absolute value (e.g., `abs(analyst_revision)` for surprise magnitude)
102
+ - `signed_power(x, p)`: Preserve sign with power (e.g., `signed_power(returns, 0.5)` for dampened momentum)
103
+ - `correlation(x, y, n)`: Rolling correlation (e.g., `correlation(stock_ret, spy_ret, 60)` for market sensitivity)
104
+
105
+ ---
106
+
107
+ ## Dataset Intelligence (detail steps for analysis a dataset)
108
+
109
+ 1. **Dataset Understanding**
110
+ - Dataset description and characteristics
111
+ - Field inventory (count, types, update patterns)
112
+ - Key observations about data structure
113
+
114
+ 2. **Field Deconstruction Analysis**
115
+ - For each field: what it truly measures and why
116
+ - Logical relationships between fields
117
+ - "Story" the data tells
118
+
119
+ 3. **Feature Engineering Suggestions by Question Type**
120
+
121
+ **3.1 Stability Features**
122
+ - Concepts for measuring stability/invariance
123
+ - Why stability matters in this dataset
124
+ - Example implementations
125
+
126
+ **3.2 Change Features**
127
+ - Concepts for capturing change patterns
128
+ - Rate, acceleration, volatility measures
129
+ - Temporal dynamics
130
+
131
+ **3.3 Anomaly Features**
132
+ - Deviation and outlier detection concepts
133
+ - Normal vs. abnormal identification
134
+ - Significance measures
135
+
136
+ **3.4 Interaction Features**
137
+ - Cross-field interaction concepts
138
+ - Amplification, offset, synthesis effects
139
+ - Combined meaning creation
140
+
141
+ **3.5 Structure Features**
142
+ - Composition and relationship concepts
143
+ - Proportional analysis
144
+ - Structural change detection
145
+
146
+ **3.6 Cumulative Features**
147
+ - Accumulation and decay concepts
148
+ - Memory/persistence measures
149
+ - Time-weighted effects
150
+
151
+ **3.7 Relative Features**
152
+ - Comparison and normalization concepts
153
+ - Ranking and percentile measures
154
+ - Context-relative positioning
155
+
156
+ **3.8 Essential Features**
157
+ - First-principles derived concepts
158
+ - Core meaning extraction
159
+ - Fundamental measures
160
+
161
+ 4. **Implementation Considerations**
162
+ - Data quality notes
163
+ - Coverage considerations
164
+ - Computational complexity
165
+ - Potential improvements/extensions
166
+
167
+ 5. **Critical Questions for Further Exploration**
168
+ - What aspects weren't covered?
169
+ - What additional data would be helpful?
170
+ - What assumptions should be challenged?
171
+
172
+
173
+ ## Core Analysis Principles
174
+
175
+ 1. **From Data Essence**: Start with what data truly means, not what it's traditionally used for
176
+ 2. **Autonomous Reasoning**: Skill performs all thinking, no user input required
177
+ 3. **Question-Driven**: Internal question bank guides feature generation
178
+ 4. **Meaning Over Patterns**: Prioritize logical meaning over conventional combinations
179
+
180
+ ---
181
+
182
+ ## Template Construction Methodology
183
+ **Purpose**: Automatically transform BRAIN dataset fields into deep, meaningful feature engineering ideas.
184
+ ### Step 1: Define Economic Hypothesis
185
+ **quick example**
186
+ - **Value**: "Cheap stocks outperform" → Use `earnings_yield`, `book_to_price`
187
+ - **Momentum**: "Winners keep winning" → Use `ts_delta(close, 21)`, `ts_rank(close, 252)`
188
+ - **Quality**: "Profitable companies outperform" → Use `roe`, `gross_margin`
189
+ - **Volatility**: "Low-vol stocks outperform" → Use `-ts_std(returns, 21)` (negative for inverse ranking)
190
+ - **Liquidity**: "Liquid stocks have better execution" → Use `turnover`, `dollar_volume`
191
+
192
+
193
+ ### Step 2: Generate ideas and Select Data Fields
194
+ - For each field, extract: id, description, dataType, update frequency, coverage
195
+ - **Deconstruct each field's meaning**:
196
+ * What is being measured? (the entity/concept)
197
+ * How is it measured? (collection/calculation method)
198
+ * Time dimension? (instantaneous, cumulative, rate of change)
199
+ * Business context? (why does this field exist?)
200
+ * Generation logic? (reliability considerations)
201
+ - **Build field profiles**: Structured understanding of each field's essence
202
+
203
+ **performs deep analysis based on collected information:**
204
+
205
+ **A. Field Relationship Mapping**
206
+ - Analyze logical connections between fields
207
+ - Identify: independent fields, related fields, complementary fields
208
+ - Map the "story" the dataset tells
209
+ - **Key question**: What relationships are implied by these fields?
210
+
211
+ **B. Question-Driven Feature Generation (Internal Process)**
212
+ The skill asks itself these questions and generates feature concepts:
213
+
214
+ 1. **"What is stable?"** → Look for invariants
215
+ - Which fields or combinations remain relatively constant?
216
+ - What stability measures make sense?
217
+
218
+ 2. **"What is changing?"** → Analyze change patterns
219
+ - Rate of change, acceleration, volatility
220
+ - Trend vs. noise separation
221
+
222
+ 3. **"What is anomalous?"** → Identify deviations
223
+ - Outliers, unusual patterns, breaks from normal
224
+ - Deviation magnitude and significance
225
+
226
+ 4. **"What is combined?"** → Examine interactions
227
+ - How fields interact, amplify, or offset each other
228
+ - Synthesis creates new meaning
229
+
230
+ 5. **"What is structural?"** → Study compositions
231
+ - Constituent parts, proportional relationships
232
+ - Structural changes over time
233
+
234
+ 6. **"What is cumulative?"** → Explore accumulation effects
235
+ - Building up over time, decay effects
236
+ - Memory and persistence in data
237
+
238
+ 7. **"What is relative?"** → Make comparisons
239
+ - Relative positioning, ranking, normalization
240
+ - Context within dataset
241
+
242
+ 8. **"What is essential?"** → Distill to core meaning
243
+ - First principles thinking
244
+ - Strip away assumptions, get to essence
245
+
246
+ **C. Feature Concept Generation**
247
+ For each relevant question-field combination:
248
+ - Formulate feature concept that answers the question
249
+ - Define the concept clearly
250
+ - Identify the logical meaning
251
+ - Consider directionality (what high/low values mean)
252
+ - Identify boundary conditions
253
+ - Note potential issues/limitations
254
+
255
+ ### Step 3: Apply Operator Pipeline to implement the idea
256
+ **Standard Pipeline**:
257
+ 1. **Clean**: `winsorize([RAW_DATA], std=3)` → Remove outliers, note: be innovative to use related operators provided by users to handle outliers based on the data field characteristics
258
+ 2. **Transform**: `group_zscore(...)` or `log(...)` → Normalize distribution, note: be innovative to use related operators provided by users to transform data based on the data field characteristics
259
+ 3. **Rank**: `rank(...)` or `group_rank(..., [GROUP])` → Cross-sectional comparison, note: be innovative to use related operators provided by users to rank data based on the data field characteristics
260
+ 4. **Neutralize** (optional): `group_neutralize(..., sector)` or `regression_neut(..., mkt_beta)` → Remove unwanted exposures, note: be innovative to use related operators provided by users to neutralize data based on the data field characteristics
261
+ 5. **Decay** (optional): `ts_decay_linear(..., 5)` → Smooth signal turnover, note: be innovative to use related operators provided by users to decay data based on the data field characteristics
262
+
263
+ **Example Pipeline**:
264
+ ```
265
+ ts_decay_linear(
266
+ group_rank(
267
+ group_neutralize(
268
+ group_zscore(winsorize(earnings_yield, std=3), sector),
269
+ sector
270
+ )
271
+ ,[grouping_field]),
272
+ 5
273
+ )
274
+ ```
275
+
276
+ ### Step 4: Define Parameter Slots for Search
277
+ Identify variables to optimize:
278
+ - **[WINDOW]**: Lookback period (e.g., 10, 20, 60, 120 days) `[WINDOW] ∈ {10, 20, 40, 60, 120}`
279
+ - **[DATA_FIELD]**: Alternative fields (e.g., `close`, `vwap`, `typical_price`)
280
+ - **[GROUP]**: Grouping variable (e.g., `sector`, `industry`, `country`) `[GROUP] ∈ {sector, industry, subindustry, country}`
281
+ - **[WINSORIZE_STD]**: Outlier threshold in standard deviations (e.g., 2, 3, 4) `[WINSORIZE_STD] ∈ [2, 4]`
282
+ - **[DECAY_WINDOW]**: Decay length (e.g., 3, 5, 10)
283
+
284
+ **Template with Slots**:
285
+ ```
286
+ group_rank(ts_delta([DATA_FIELD], [WINDOW]) / ts_std([DATA_FIELD], [WINDOW]), [GROUP])
287
+ ```
288
+
289
+ ---
290
+
291
+ ## Response Format Standards
292
+
293
+ When generating an alpha template, structure your response as follows:
294
+
295
+ ### 1. Template Name
296
+ - Descriptive and concise (e.g., "Sector-Neutral Earnings Yield with Decay")
297
+
298
+ ### 2. Economic Rationale
299
+ - 2-3 sentences explaining the hypothesis (e.g., "Companies with high earnings yield relative to sector peers tend to outperform due to value premium. Sector neutralization removes industry tilts. Decay reduces turnover.")
300
+
301
+ ### 3. Base Expression
302
+ - Provide the core alpha formula with parameter slots clearly marked in `[BRACKETS]`
303
+
304
+ ### 4. Parameter Slots & Search Space
305
+ - List each variable with allowed values:
306
+ ```
307
+ [VALUE_FIELD] ∈ {earnings_yield, book_to_price, fcf_yield}
308
+ [GROUP] ∈ {sector, industry, country}
309
+ [DECAY_WINDOW] ∈ {3, 5, 10}
310
+ ```
311
+
312
+
313
+ ### 5. Expected Characteristics
314
+ - Turnover estimate (e.g., "20-40% daily turnover without decay")
315
+ - Correlation risk (e.g., "May correlate with value factor; check against production alphas")
316
+
317
+ ### 6. Variations & Extensions
318
+ - Suggest 2-3 alternative formulations:
319
+ - Replace `earnings_yield` with `fcf_yield`
320
+ - Add volatility weighting: `group_rank([SIGNAL] / ts_std(returns, 21), [GROUP])`
321
+ - Test across regions (USA vs EUR vs ASI)
322
+
323
+ ---
324
+
325
+ ## Best Practices Checklist
326
+
327
+ Before finalizing a template, verify:
328
+
329
+ - [ ] **Data Validity**: All fields exist for chosen `region` and `delay`
330
+ - [ ] **Outlier Handling**: Winsorize or clip extreme values
331
+ - [ ] **NaN Handling**: Use `fillna` or `filter` to avoid NaN propagation
332
+ - [ ] **Turnover Management**: use properate operators to reduce or control trading costs, moreover, some operators can help you set turnover to a certain level.
333
+ - [ ] **Economic Sense**: Can you explain why this alpha should work in 2-3 sentences to a portfolio manager?
334
+
335
+ ---
336
+
337
+ ## Example Template Generation (Full Workflow)
338
+
339
+ **User Request**: "Create an alpha template for analyst estimate revisions with industry neutralization"
340
+
341
+ **Your Response**:
342
+
343
+ ### Template Name
344
+ **Analyst EPS Revision Momentum - Industry Neutral**
345
+
346
+ ### Economic Rationale
347
+ Stocks with positive analyst EPS revisions tend to outperform as analysts incorporate new information. Industry neutralization removes sector-wide trends (e.g., energy sector upgrades due to oil prices) to isolate stock-specific revisions. Short-term revisions (1-month) capture recent information flow.
348
+
349
+ ### Base Expression
350
+ ```
351
+ group_rank(group_neutralize(group_zscore([REVISION_FIELD], industry), industry), industry)
352
+ ```
353
+
354
+ ### Parameter Slots & Search Space
355
+ ```
356
+ [REVISION_FIELD] ∈ {eps_revision_1m, eps_revision_3m, revenue_revision_1m}
357
+ industry: Fixed (industry-level grouping)
358
+ ```
359
+
360
+ ### Optimization Recommendation
361
+ - **Method**: Random search (3 field choices × minimal parameters = 3 simulations)
362
+ - **Selection Criteria**: Choose field with highest Sharpe ratio and turnover < 50%
363
+
364
+
365
+ ### Expected Characteristics
366
+ - **Turnover**: 30-50% daily (revisions change frequently)
367
+ - **Correlation Risk**: May correlate with earnings momentum factor; verify against production
368
+
369
+ ### Variations & Extensions
370
+ 1. **Add Magnitude Weighting**: `group_rank(group_neutralize(group_zscore([REVISION_FIELD], industry) * abs(group_zscore([REVISION_FIELD], industry)), industry), industry)` → Give more weight to large revisions
371
+ 2. **Combine with Surprise**: `group_rank(group_zscore([REVISION_FIELD], industry) + group_zscore(eps_surprise, industry), industry)` → Blend forward-looking and backward-looking signals
372
+ 3. **Decay for Turnover**: `ts_decay_linear(group_rank(...), 5)` → Reduce trading costs
373
+
374
+ ---
375
+ Do remember to make some innovation of the templates rather than just pick ones that already exist, making suitable adjustment based on the information provided and think really hard.
376
+ **End of System Prompt**
@@ -0,0 +1,210 @@
1
+ # INFO 2026-01-30 13:00:34,255
2
+ <WQBSession ['13120480688@163.com']>.locate_field(...) [
3
+ https://api.worldquantbrain.com/data-fields/open
4
+ ]:
5
+
6
+ # INFO 2026-01-30 13:00:34,257
7
+ ================================================================================
8
+
9
+ # INFO 2026-01-30 13:00:34,257
10
+ [MULTI-SIMULATION MODE] ������multi simulation�ļ�¼����������1��multi simulation����4��alpha������轫ʵ�ʻز������Ըó������ŵõ�ʵ������ɵ�Alpha������
11
+
12
+ # INFO 2026-01-30 13:00:34,258
13
+ ================================================================================
14
+
15
+ # INFO 2026-01-30 13:00:34,260
16
+ <WQBSession ['13120480688@163.com']>.concurrent_simulate(...) [start 387, 4]:
17
+
18
+ # INFO 2026-01-30 13:00:52,965
19
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
20
+ https://api.worldquantbrain.com/simulations/3qQHys9Ud4Pz9IK1fg7RI3ay
21
+ ]: 10/387 = 2%
22
+
23
+ # INFO 2026-01-30 13:01:10,458
24
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
25
+ https://api.worldquantbrain.com/simulations/129NjdfdB4sacwX1cgxG7oqi
26
+ ]: 20/387 = 5%
27
+
28
+ # INFO 2026-01-30 13:01:23,533
29
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
30
+ https://api.worldquantbrain.com/simulations/QSjWpeVb4EOabR14vCr7E2H
31
+ ]: 30/387 = 7%
32
+
33
+ # INFO 2026-01-30 13:01:38,451
34
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
35
+ https://api.worldquantbrain.com/simulations/1CZ2Pl19r4qYbGnFOYaxkio
36
+ ]: 40/387 = 10%
37
+
38
+ # INFO 2026-01-30 13:01:52,691
39
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
40
+ https://api.worldquantbrain.com/simulations/4oXTH97pv4jFar0171PuNLXp
41
+ ]: 50/387 = 12%
42
+
43
+ # INFO 2026-01-30 13:02:13,374
44
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
45
+ https://api.worldquantbrain.com/simulations/1MiAcedUm4H2a8UgYmNV0Ec
46
+ ]: 60/387 = 15%
47
+
48
+ # INFO 2026-01-30 13:02:30,304
49
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
50
+ https://api.worldquantbrain.com/simulations/4DGXH5eBU4FhbWIHsO45uKn
51
+ ]: 70/387 = 18%
52
+
53
+ # INFO 2026-01-30 13:02:48,005
54
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
55
+ https://api.worldquantbrain.com/simulations/2IJYxCdMr4NMcc5B6cnkPDJ
56
+ ]: 80/387 = 20%
57
+
58
+ # INFO 2026-01-30 13:03:05,091
59
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
60
+ https://api.worldquantbrain.com/simulations/2IrnMi7094KHa4z1gRSl6aao
61
+ ]: 90/387 = 23%
62
+
63
+ # INFO 2026-01-30 13:03:25,983
64
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
65
+ https://api.worldquantbrain.com/simulations/2V4GUz9Fp4tfaAVgf2VEfVQ
66
+ ]: 100/387 = 25%
67
+
68
+ # INFO 2026-01-30 13:03:50,645
69
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
70
+ https://api.worldquantbrain.com/simulations/UKBKQ9oL51Dczd1a4XTDtP1
71
+ ]: 110/387 = 28%
72
+
73
+ # INFO 2026-01-30 13:04:05,125
74
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
75
+ https://api.worldquantbrain.com/simulations/2RaUpEdPR4ZWaSMMjsJnYb6
76
+ ]: 120/387 = 31%
77
+
78
+ # INFO 2026-01-30 13:04:16,602
79
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
80
+ https://api.worldquantbrain.com/simulations/2l058CaJM4xU9P5bwsXa3yJ
81
+ ]: 130/387 = 33%
82
+
83
+ # INFO 2026-01-30 13:04:35,360
84
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
85
+ https://api.worldquantbrain.com/simulations/1vXx1n1kg4ORcEgKsz1VeMY
86
+ ]: 140/387 = 36%
87
+
88
+ # INFO 2026-01-30 13:04:56,106
89
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
90
+ https://api.worldquantbrain.com/simulations/1cKkgQ8Nx4MsbIZTDoAhiIU
91
+ ]: 150/387 = 38%
92
+
93
+ # INFO 2026-01-30 13:05:12,122
94
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
95
+ https://api.worldquantbrain.com/simulations/3m1ikabSU59qcgEiRYAv8sz
96
+ ]: 160/387 = 41%
97
+
98
+ # INFO 2026-01-30 13:05:28,525
99
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
100
+ https://api.worldquantbrain.com/simulations/2BQqlo9cV50C8BNSkKpJYzV
101
+ ]: 170/387 = 43%
102
+
103
+ # INFO 2026-01-30 13:05:50,143
104
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
105
+ https://api.worldquantbrain.com/simulations/4mVlT73304xX8FUX8PArrxH
106
+ ]: 180/387 = 46%
107
+
108
+ # INFO 2026-01-30 13:06:04,476
109
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
110
+ https://api.worldquantbrain.com/simulations/49w5Zt6No4IVctt1eEPsy9Rj
111
+ ]: 190/387 = 49%
112
+
113
+ # INFO 2026-01-30 13:06:24,633
114
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
115
+ https://api.worldquantbrain.com/simulations/p7zDkdUS58Xbhwd23I5uhJ
116
+ ]: 200/387 = 51%
117
+
118
+ # INFO 2026-01-30 13:06:38,285
119
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
120
+ https://api.worldquantbrain.com/simulations/2h62J09nD4zRcnY1490028mv
121
+ ]: 210/387 = 54%
122
+
123
+ # INFO 2026-01-30 13:06:54,692
124
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
125
+ https://api.worldquantbrain.com/simulations/4poyuk2lK5849TC14HIIGEXK
126
+ ]: 220/387 = 56%
127
+
128
+ # INFO 2026-01-30 13:07:10,399
129
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
130
+ https://api.worldquantbrain.com/simulations/2QuVgwcEG58R99t1gPDNEaMc
131
+ ]: 230/387 = 59%
132
+
133
+ # INFO 2026-01-30 13:07:24,374
134
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
135
+ https://api.worldquantbrain.com/simulations/2l4d7mb144I7bIcFRsE0SDY
136
+ ]: 240/387 = 62%
137
+
138
+ # INFO 2026-01-30 13:07:39,560
139
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
140
+ https://api.worldquantbrain.com/simulations/2SPjKa71A4Q0a5J2c87DrRI
141
+ ]: 250/387 = 64%
142
+
143
+ # INFO 2026-01-30 13:07:58,132
144
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
145
+ https://api.worldquantbrain.com/simulations/42mhR54j44vSbNJ1eTaFnaVj
146
+ ]: 260/387 = 67%
147
+
148
+ # INFO 2026-01-30 13:08:15,282
149
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
150
+ https://api.worldquantbrain.com/simulations/74Mdx3kf4qSbktFbZwdWNo
151
+ ]: 270/387 = 69%
152
+
153
+ # INFO 2026-01-30 13:08:30,656
154
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
155
+ https://api.worldquantbrain.com/simulations/VF6Qo76v502b8iMwcJyFJW
156
+ ]: 280/387 = 72%
157
+
158
+ # INFO 2026-01-30 13:08:47,605
159
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
160
+ https://api.worldquantbrain.com/simulations/2r5MXZfQF4Qr9E214oaf09DK
161
+ ]: 290/387 = 74%
162
+
163
+ # INFO 2026-01-30 13:09:01,034
164
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
165
+ https://api.worldquantbrain.com/simulations/RDxxQcN258q9ls3kXKq86L
166
+ ]: 300/387 = 77%
167
+
168
+ # INFO 2026-01-30 13:09:16,877
169
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
170
+ https://api.worldquantbrain.com/simulations/1lDyEWh284Uw9CpgMwYLvtz
171
+ ]: 310/387 = 80%
172
+
173
+ # INFO 2026-01-30 13:09:30,630
174
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
175
+ https://api.worldquantbrain.com/simulations/2Uplea8Dp4t1anHELxC9IAw
176
+ ]: 320/387 = 82%
177
+
178
+ # INFO 2026-01-30 13:09:42,406
179
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
180
+ https://api.worldquantbrain.com/simulations/2GcMGJgkS55SaaOHRQXN3an
181
+ ]: 330/387 = 85%
182
+
183
+ # INFO 2026-01-30 13:10:03,390
184
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
185
+ https://api.worldquantbrain.com/simulations/WVz2e5Xp4k2a9xWcFqHCNk
186
+ ]: 340/387 = 87%
187
+
188
+ # INFO 2026-01-30 13:10:25,529
189
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
190
+ https://api.worldquantbrain.com/simulations/DRkv7aJ53P8y5rvyOJMXs
191
+ ]: 350/387 = 90%
192
+
193
+ # INFO 2026-01-30 13:10:44,726
194
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
195
+ https://api.worldquantbrain.com/simulations/26ZCCicrN51tbYg16S0jmiHj
196
+ ]: 360/387 = 93%
197
+
198
+ # INFO 2026-01-30 13:10:58,949
199
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
200
+ https://api.worldquantbrain.com/simulations/rLP1A2qN4wsacTc3dqeUWz
201
+ ]: 370/387 = 95%
202
+
203
+ # INFO 2026-01-30 13:11:13,909
204
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
205
+ https://api.worldquantbrain.com/simulations/1kGzhPbOo4pCcI53XdginOX
206
+ ]: 380/387 = 98%
207
+
208
+ # INFO 2026-01-30 13:11:24,310
209
+ <WQBSession ['13120480688@163.com']>.concurrent_simulate(...) [finish 387, 4]:
210
+
@@ -0,0 +1,104 @@
1
+ # INFO 2026-01-30 13:18:01,929
2
+ <WQBSession ['13120480688@163.com']>.locate_field(...) [
3
+ https://api.worldquantbrain.com/data-fields/open
4
+ ]:
5
+
6
+ # INFO 2026-01-30 13:18:01,933
7
+ ================================================================================
8
+
9
+ # INFO 2026-01-30 13:18:01,933
10
+ [MULTI-SIMULATION MODE] ������multi simulation�ļ�¼����������1��multi simulation����4��alpha������轫ʵ�ʻز������Ըó������ŵõ�ʵ������ɵ�Alpha������
11
+
12
+ # INFO 2026-01-30 13:18:01,933
13
+ ================================================================================
14
+
15
+ # INFO 2026-01-30 13:18:01,937
16
+ <WQBSession ['13120480688@163.com']>.concurrent_simulate(...) [start 156, 4]:
17
+
18
+ # INFO 2026-01-30 13:42:24,271
19
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
20
+ https://api.worldquantbrain.com/simulations/3Zl41Z7H25bOaRagc8ECw7z
21
+ ]: 10/156 = 6%
22
+
23
+ # WARNING 2026-01-30 13:52:40,882
24
+ <WQBSession ['13120480688@163.com']>.auth_request(...) [max 3 tries ran out]
25
+ super().request(method, url, *args, **kwargs):
26
+ method: POST
27
+ url: https://api.worldquantbrain.com/authentication
28
+ args: ()
29
+ kwargs: {'auth': <requests.auth.HTTPBasicAuth object at 0x000001F2B4545E80>}
30
+ <Response [429]>:
31
+ status_code: 429
32
+ reason: Too Many Requests
33
+ url: https://api.worldquantbrain.com/authentication
34
+ elapsed: 0:00:00.292531
35
+ headers: {'Date': 'Fri, 30 Jan 2026 05:52:45 GMT', 'Content-Type': 'application/json; charset=utf-8', 'Content-Length': '41', 'Connection': 'keep-alive', 'RateLimit-Reset': '15', 'Retry-After': '15', 'X-RateLimit-Remaining-Minute': '0', 'X-RateLimit-Limit-Minute': '5', 'RateLimit-Remaining': '0', 'RateLimit-Limit': '5', 'vary': 'Origin', 'Access-Control-Allow-Origin': 'https://platform.worldquantbrain.com', 'Access-Control-Allow-Credentials': 'true', 'Access-Control-Expose-Headers': 'Location,Retry-After', 'Strict-Transport-Security': 'max-age=31536000; includeSubDomains'}
36
+ text: {
37
+ "message":"API rate limit exceeded"
38
+ }
39
+
40
+ # INFO 2026-01-30 14:25:17,213
41
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
42
+ https://api.worldquantbrain.com/simulations/2qhadP5Db4O2b2L1gKuMhb6B
43
+ ]: 20/156 = 12%
44
+
45
+ # WARNING 2026-01-30 14:48:06,222
46
+ <WQBSession ['13120480688@163.com']>.retry(...) [max 600 tries ran out]
47
+ self.request(method, url, *args, **kwargs):
48
+ method: GET
49
+ url: https://api.worldquantbrain.com/simulations/1LcpkMb1Q5aMaGqtfLk6DDR
50
+ args: ()
51
+ kwargs: {}
52
+ <Response [200]>:
53
+ status_code: 200
54
+ reason: OK
55
+ url: https://api.worldquantbrain.com/simulations/1LcpkMb1Q5aMaGqtfLk6DDR
56
+ elapsed: 0:00:00.265590
57
+ headers: {'Date': 'Fri, 30 Jan 2026 06:48:07 GMT', 'Content-Type': 'application/json', 'Content-Length': '16', 'Connection': 'keep-alive', 'Retry-After': '5.0', 'Allow': 'GET, DELETE, HEAD, OPTIONS', 'X-Request-Id': 'baf763a7552f41c99d4efc77c69b13c2', 'X-Frame-Options': 'SAMEORIGIN', 'Vary': 'Accept-Language, Cookie, Origin', 'Content-Language': 'en', 'Access-Control-Allow-Origin': 'https://platform.worldquantbrain.com', 'Access-Control-Allow-Credentials': 'true', 'Access-Control-Expose-Headers': 'Location,Retry-After', 'Strict-Transport-Security': 'max-age=31536000; includeSubDomains'}
58
+ text: {"progress":0.9}
59
+
60
+ # INFO 2026-01-30 14:55:39,576
61
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
62
+ https://api.worldquantbrain.com/simulations/1Lu9MteCp4waaKJ1ifzVvDf
63
+ ]: 30/156 = 19%
64
+
65
+ # WARNING 2026-01-30 15:14:54,541
66
+ <WQBSession ['13120480688@163.com']>.retry(...) [max 600 tries ran out]
67
+ self.request(method, url, *args, **kwargs):
68
+ method: GET
69
+ url: https://api.worldquantbrain.com/simulations/1l98fybUX4qP9KD1cnT5wj1F
70
+ args: ()
71
+ kwargs: {}
72
+ <Response [200]>:
73
+ status_code: 200
74
+ reason: OK
75
+ url: https://api.worldquantbrain.com/simulations/1l98fybUX4qP9KD1cnT5wj1F
76
+ elapsed: 0:00:00.283744
77
+ headers: {'Date': 'Fri, 30 Jan 2026 07:14:56 GMT', 'Content-Type': 'application/json', 'Content-Length': '16', 'Connection': 'keep-alive', 'Retry-After': '5.0', 'Allow': 'GET, DELETE, HEAD, OPTIONS', 'X-Request-Id': 'bf0d37535aea4f0fa8a0e6cd975101d8', 'X-Frame-Options': 'SAMEORIGIN', 'Vary': 'Accept-Language, Cookie, Origin', 'Content-Language': 'en', 'Access-Control-Allow-Origin': 'https://platform.worldquantbrain.com', 'Access-Control-Allow-Credentials': 'true', 'Access-Control-Expose-Headers': 'Location,Retry-After', 'Strict-Transport-Security': 'max-age=31536000; includeSubDomains'}
78
+ text: {"progress":0.9}
79
+
80
+ # INFO 2026-01-30 15:27:39,659
81
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
82
+ https://api.worldquantbrain.com/simulations/4A2UwJ1Z14RBaHtS63nrbFi
83
+ ]: 40/156 = 25%
84
+
85
+ # INFO 2026-01-30 15:34:58,317
86
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
87
+ https://api.worldquantbrain.com/simulations/2Zma1U2Jg4WxaCfL9ESR7hu
88
+ ]: 50/156 = 32%
89
+
90
+ # INFO 2026-01-30 16:01:09,225
91
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
92
+ https://api.worldquantbrain.com/simulations/1geAGJb4p4NT8Nm1cypkzIpF
93
+ ]: 60/156 = 38%
94
+
95
+ # INFO 2026-01-30 16:17:53,823
96
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
97
+ https://api.worldquantbrain.com/simulations/4oRaBjOb4TLcFVbXrxjkKe
98
+ ]: 70/156 = 44%
99
+
100
+ # INFO 2026-01-30 16:47:22,392
101
+ <WQBSession ['13120480688@163.com']>.simulate(...) [
102
+ https://api.worldquantbrain.com/simulations/1mCZKJ2iW4M3bP9ocBjOJtg
103
+ ]: 80/156 = 51%
104
+