cnhkmcp 2.3.2__py3-none-any.whl → 2.3.4__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- cnhkmcp/__init__.py +1 -1
- cnhkmcp/untracked/AI/321/206/320/231/320/243/321/205/342/225/226/320/265/321/204/342/225/221/342/225/221/BRAIN_AI/321/206/320/231/320/243/321/205/342/225/226/320/265/321/204/342/225/221/342/225/221Mac_Linux/321/207/320/231/320/230/321/206/320/254/320/274.zip +0 -0
- cnhkmcp/untracked/AI/321/206/320/231/320/243/321/205/342/225/226/320/265/321/204/342/225/221/342/225/221//321/205/320/237/320/234/321/205/320/227/342/225/227/321/205/320/276/320/231/321/210/320/263/320/225AI/321/206/320/231/320/243/321/205/342/225/226/320/265/321/204/342/225/221/342/225/221_Windows/321/207/320/231/320/230/321/206/320/254/320/274.exe +0 -0
- 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 +7 -0
- 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//321/211/320/266/320/246/321/206/320/274/320/261/321/210/342/224/220/320/240/321/210/320/261/320/234/321/206/320/231/320/243/321/205/342/225/235/320/220/321/206/320/230/320/241.py +8 -0
- cnhkmcp/untracked/APP/ace_lib.py +8 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/ace.log +1 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-data-feature-engineering/output_report/GLB_delay1_fundamental28_ideas.md +384 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental28_GLB_delay1/final_expressions.json +41 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental28_GLB_delay1/fundamental28_GLB_1_idea_1769874844124598400.json +7 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental28_GLB_delay1/fundamental28_GLB_1_idea_1769874844589448700.json +8 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental28_GLB_delay1/fundamental28_GLB_1_idea_1769874845048996700.json +8 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental28_GLB_delay1/fundamental28_GLB_1_idea_1769874845510819100.json +12 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental28_GLB_delay1/fundamental28_GLB_1_idea_1769874845978315000.json +10 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental28_GLB_delay1/fundamental28_GLB_1_idea_1769874846459411100.json +10 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental28_GLB_delay1/fundamental28_GLB_1_idea_1769874846924915700.json +8 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental28_GLB_delay1/fundamental28_GLB_1_idea_1769874847399137200.json +8 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental28_GLB_delay1/fundamental28_GLB_1_idea_1769874847858960800.json +10 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental28_GLB_delay1/fundamental28_GLB_1_idea_1769874848327921300.json +8 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental28_GLB_delay1/fundamental28_GLB_1_idea_1769874848810818000.json +8 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental28_GLB_delay1/fundamental28_GLB_1_idea_1769874849327754300.json +7 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental28_GLB_delay1/fundamental28_GLB_1_idea_1769874849795807500.json +8 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental28_GLB_delay1/fundamental28_GLB_1_idea_1769874850272279500.json +8 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental28_GLB_delay1/fundamental28_GLB_1_idea_1769874850757124200.json +7 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental28_GLB_delay1/fundamental28_GLB_1_idea_1769874851224506800.json +8 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/data/fundamental28_GLB_delay1/fundamental28_GLB_delay1.csv +930 -0
- cnhkmcp/untracked/APP/trailSomeAlphas/skills/brain-feature-implementation/scripts/ace.log +1 -0
- 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 +8 -0
- cnhkmcp/untracked/arxiv_api.py +7 -0
- cnhkmcp/untracked/back_up/forum_functions.py +8 -0
- cnhkmcp/untracked/forum_functions.py +8 -0
- 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/forum_functions.py +8 -0
- 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 +8 -1
- cnhkmcp/untracked/platform_functions.py +7 -0
- cnhkmcp/untracked/skills/brain-inspectTemplate-create-Setting/.gitignore +14 -0
- cnhkmcp/untracked/skills/brain-inspectTemplate-create-Setting/SKILL.md +76 -0
- cnhkmcp/untracked/skills/brain-inspectTemplate-create-Setting/ace.log +0 -0
- cnhkmcp/untracked/skills/brain-inspectTemplate-create-Setting/ace_lib.py +1512 -0
- cnhkmcp/untracked/skills/brain-inspectTemplate-create-Setting/config.json +6 -0
- cnhkmcp/untracked/skills/brain-inspectTemplate-create-Setting/fundamental28_GLB_1_idea_1769874845978315000.json +10 -0
- cnhkmcp/untracked/skills/brain-inspectTemplate-create-Setting/helpful_functions.py +180 -0
- cnhkmcp/untracked/skills/brain-inspectTemplate-create-Setting/scripts/__init__.py +0 -0
- cnhkmcp/untracked/skills/brain-inspectTemplate-create-Setting/scripts/build_alpha_list.py +86 -0
- cnhkmcp/untracked/skills/brain-inspectTemplate-create-Setting/scripts/fetch_sim_options.py +51 -0
- cnhkmcp/untracked/skills/brain-inspectTemplate-create-Setting/scripts/load_credentials.py +93 -0
- cnhkmcp/untracked/skills/brain-inspectTemplate-create-Setting/scripts/parse_idea_file.py +85 -0
- cnhkmcp/untracked/skills/brain-inspectTemplate-create-Setting/scripts/process_template.py +80 -0
- cnhkmcp/untracked/skills/brain-inspectTemplate-create-Setting/scripts/resolve_settings.py +94 -0
- cnhkmcp/untracked/skills/brain-inspectTemplate-create-Setting/sim_options_snapshot.json +414 -0
- 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 +8 -0
- {cnhkmcp-2.3.2.dist-info → cnhkmcp-2.3.4.dist-info}/METADATA +1 -1
- {cnhkmcp-2.3.2.dist-info → cnhkmcp-2.3.4.dist-info}/RECORD +56 -22
- {cnhkmcp-2.3.2.dist-info → cnhkmcp-2.3.4.dist-info}/WHEEL +0 -0
- {cnhkmcp-2.3.2.dist-info → cnhkmcp-2.3.4.dist-info}/entry_points.txt +0 -0
- {cnhkmcp-2.3.2.dist-info → cnhkmcp-2.3.4.dist-info}/licenses/LICENSE +0 -0
- {cnhkmcp-2.3.2.dist-info → cnhkmcp-2.3.4.dist-info}/top_level.txt +0 -0
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from __future__ import annotations
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import argparse
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import json
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import sys
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from dataclasses import dataclass, asdict
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from pathlib import Path
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from typing import Any
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SKILL_DIR = Path(__file__).resolve().parents[1]
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if str(SKILL_DIR) not in sys.path:
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sys.path.insert(0, str(SKILL_DIR))
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@dataclass(frozen=True)
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class ResolvedSettings:
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instrumentType: str
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region: str
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delay: int
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universe: str
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neutralization: str
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decay: int = 0
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truncation: float = 0.08
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pasteurization: str = "ON"
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testPeriod: str = "P0Y0M0D"
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unitHandling: str = "VERIFY"
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nanHandling: str = "OFF"
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maxTrade: str = "OFF"
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language: str = "FASTEXPR"
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visualization: bool = False
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def _load_json(path: Path) -> dict[str, Any]:
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return json.loads(path.read_text(encoding="utf-8"))
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def resolve_candidates(idea_ctx: dict[str, Any], options_snapshot: dict[str, Any]) -> dict[str, Any]:
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region = str(idea_ctx["region"])
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delay = int(idea_ctx["delay"])
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rows = options_snapshot.get("rows") or []
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if not isinstance(rows, list):
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raise ValueError("options snapshot 'rows' must be a list")
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# Filter for matching Instrument/Region/Delay
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candidates = [
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r
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for r in rows
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if r.get("InstrumentType") == "EQUITY" and r.get("Region") == region and int(r.get("Delay")) == delay
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]
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if not candidates:
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raise RuntimeError(
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f"No valid settings found for InstrumentType=EQUITY, Region={region}, Delay={delay}. "
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"Re-fetch options or adjust region/delay."
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)
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# In practice, usually there's only one 'row' per (Instrument, Region, Delay) combination
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# that contains the lists of valid Universes and Neutralizations.
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# But we'll return all matches just in case.
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return {
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"context": {
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"dataset": idea_ctx.get("dataset_id"),
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"region": region,
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"delay": delay
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},
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"valid_options": candidates
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}
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def main() -> None:
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ap = argparse.ArgumentParser()
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ap.add_argument("--idea", required=True, help="idea_context.json")
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ap.add_argument("--options", required=True, help="sim_options_snapshot.json")
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ap.add_argument("--out", required=True, help="Output settings_candidates.json")
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args = ap.parse_args()
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idea_path = Path(args.idea).resolve()
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opt_path = Path(args.options).resolve()
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out_path = Path(args.out).resolve()
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idea_ctx = _load_json(idea_path)
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options = _load_json(opt_path)
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payload = resolve_candidates(idea_ctx, options)
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out_path.write_text(json.dumps(payload, ensure_ascii=False, indent=2), encoding="utf-8")
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print(f"Wrote candidates: {out_path}")
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print("Next step: AI should inspect these candidates and the 'idea' text to choose specific settings.")
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if __name__ == "__main__":
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main()
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{
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"brain_api_url": "https://api.worldquantbrain.com",
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"rows": [
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{
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"InstrumentType": "EQUITY",
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"Region": "USA",
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"Delay": 1,
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"Universe": [
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"TOP3000",
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"TOP1000",
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"TOP500",
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"TOP200",
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"ILLIQUID_MINVOL1M",
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"TOPSP500"
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],
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"Neutralization": [
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"NONE",
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"REVERSION_AND_MOMENTUM",
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"STATISTICAL",
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"STATISTICAL_Q",
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"CROWDING",
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"CROWDING_Q",
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"FAST",
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"FAST_Q",
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"SLOW",
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"SLOW_Q",
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"MARKET",
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"SECTOR",
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"INDUSTRY",
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"SUBINDUSTRY",
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"SLOW_AND_FAST",
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"SLOW_AND_FAST_Q"
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]
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},
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{
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"InstrumentType": "EQUITY",
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"Region": "USA",
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"Delay": 0,
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"Universe": [
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"TOP3000",
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"TOP1000",
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"TOP500",
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"TOP200",
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"ILLIQUID_MINVOL1M",
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"TOPSP500"
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],
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"Neutralization": [
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"NONE",
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"REVERSION_AND_MOMENTUM",
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"STATISTICAL",
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"STATISTICAL_Q",
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"CROWDING",
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"CROWDING_Q",
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"FAST",
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"FAST_Q",
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"SLOW",
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"SLOW_Q",
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"MARKET",
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"SECTOR",
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"INDUSTRY",
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"SUBINDUSTRY",
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"SLOW_AND_FAST",
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"SLOW_AND_FAST_Q"
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]
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},
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{
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"InstrumentType": "EQUITY",
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"Region": "TWN",
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"Delay": 1,
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"Universe": [
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"TOP500",
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"TOP100"
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],
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"Neutralization": [
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"NONE",
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"REVERSION_AND_MOMENTUM",
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"CROWDING",
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"CROWDING_Q",
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"FAST",
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"FAST_Q",
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"SLOW",
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"SECTOR",
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"SUBINDUSTRY",
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]
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},
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{
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"InstrumentType": "EQUITY",
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"Region": "KOR",
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"Delay": 1,
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"Universe": [
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"TOP600"
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97
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+
],
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98
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+
"Neutralization": [
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99
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+
"NONE",
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100
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+
"REVERSION_AND_MOMENTUM",
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101
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+
"CROWDING",
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102
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+
"CROWDING_Q",
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103
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+
"FAST",
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104
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+
"FAST_Q",
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105
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+
"SLOW",
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106
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+
"SLOW_Q",
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107
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"MARKET",
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108
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"SECTOR",
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109
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"INDUSTRY",
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110
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+
"SUBINDUSTRY",
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111
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"SLOW_AND_FAST",
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"SLOW_AND_FAST_Q"
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]
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114
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},
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{
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"InstrumentType": "EQUITY",
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"Region": "JPN",
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118
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"Delay": 1,
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"Universe": [
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"TOP1600",
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"TOP1200"
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],
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123
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"Neutralization": [
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"NONE",
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"REVERSION_AND_MOMENTUM",
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"CROWDING",
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127
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"CROWDING_Q",
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"FAST",
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129
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"FAST_Q",
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130
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"SLOW",
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"SLOW_Q",
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"MARKET",
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"SECTOR",
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"INDUSTRY",
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"SUBINDUSTRY",
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"SLOW_AND_FAST",
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"SLOW_AND_FAST_Q"
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]
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},
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{
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"InstrumentType": "EQUITY",
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"Region": "JPN",
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"Delay": 0,
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"Universe": [
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"TOP1600",
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"TOP1200"
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],
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"Neutralization": [
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"NONE",
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"REVERSION_AND_MOMENTUM",
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"CROWDING",
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152
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"CROWDING_Q",
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"FAST",
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"FAST_Q",
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155
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"SLOW",
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156
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"SLOW_Q",
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"MARKET",
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"SECTOR",
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"INDUSTRY",
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"SUBINDUSTRY",
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161
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"SLOW_AND_FAST",
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162
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"SLOW_AND_FAST_Q"
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]
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},
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{
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"InstrumentType": "EQUITY",
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167
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"Region": "IND",
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168
|
+
"Delay": 1,
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169
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"Universe": [
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"TOP500"
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+
],
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+
"Neutralization": [
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"NONE",
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"REVERSION_AND_MOMENTUM",
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175
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+
"CROWDING",
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176
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"CROWDING_Q",
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"FAST",
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178
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+
"FAST_Q",
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|
179
|
+
"SLOW",
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180
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+
"SLOW_Q",
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181
|
+
"MARKET",
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182
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+
"SECTOR",
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183
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+
"INDUSTRY",
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184
|
+
"SUBINDUSTRY",
|
|
185
|
+
"SLOW_AND_FAST",
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|
186
|
+
"SLOW_AND_FAST_Q"
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187
|
+
]
|
|
188
|
+
},
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|
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|
+
{
|
|
190
|
+
"InstrumentType": "EQUITY",
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|
191
|
+
"Region": "HKG",
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|
192
|
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"Delay": 1,
|
|
193
|
+
"Universe": [
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194
|
+
"TOP800",
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|
195
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+
"TOP500"
|
|
196
|
+
],
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|
197
|
+
"Neutralization": [
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|
+
"NONE",
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|
199
|
+
"REVERSION_AND_MOMENTUM",
|
|
200
|
+
"CROWDING",
|
|
201
|
+
"CROWDING_Q",
|
|
202
|
+
"FAST",
|
|
203
|
+
"FAST_Q",
|
|
204
|
+
"SLOW",
|
|
205
|
+
"SLOW_Q",
|
|
206
|
+
"MARKET",
|
|
207
|
+
"SECTOR",
|
|
208
|
+
"INDUSTRY",
|
|
209
|
+
"SUBINDUSTRY",
|
|
210
|
+
"SLOW_AND_FAST",
|
|
211
|
+
"SLOW_AND_FAST_Q"
|
|
212
|
+
]
|
|
213
|
+
},
|
|
214
|
+
{
|
|
215
|
+
"InstrumentType": "EQUITY",
|
|
216
|
+
"Region": "GLB",
|
|
217
|
+
"Delay": 1,
|
|
218
|
+
"Universe": [
|
|
219
|
+
"TOP3000",
|
|
220
|
+
"MINVOL1M",
|
|
221
|
+
"TOPDIV3000"
|
|
222
|
+
],
|
|
223
|
+
"Neutralization": [
|
|
224
|
+
"NONE",
|
|
225
|
+
"REVERSION_AND_MOMENTUM",
|
|
226
|
+
"STATISTICAL",
|
|
227
|
+
"STATISTICAL_Q",
|
|
228
|
+
"CROWDING",
|
|
229
|
+
"CROWDING_Q",
|
|
230
|
+
"FAST",
|
|
231
|
+
"FAST_Q",
|
|
232
|
+
"SLOW",
|
|
233
|
+
"SLOW_Q",
|
|
234
|
+
"MARKET",
|
|
235
|
+
"SECTOR",
|
|
236
|
+
"INDUSTRY",
|
|
237
|
+
"SUBINDUSTRY",
|
|
238
|
+
"COUNTRY",
|
|
239
|
+
"SLOW_AND_FAST",
|
|
240
|
+
"SLOW_AND_FAST_Q"
|
|
241
|
+
]
|
|
242
|
+
},
|
|
243
|
+
{
|
|
244
|
+
"InstrumentType": "EQUITY",
|
|
245
|
+
"Region": "EUR",
|
|
246
|
+
"Delay": 1,
|
|
247
|
+
"Universe": [
|
|
248
|
+
"TOP2500",
|
|
249
|
+
"TOP1200",
|
|
250
|
+
"TOP800",
|
|
251
|
+
"TOP400",
|
|
252
|
+
"ILLIQUID_MINVOL1M"
|
|
253
|
+
],
|
|
254
|
+
"Neutralization": [
|
|
255
|
+
"NONE",
|
|
256
|
+
"REVERSION_AND_MOMENTUM",
|
|
257
|
+
"STATISTICAL",
|
|
258
|
+
"STATISTICAL_Q",
|
|
259
|
+
"CROWDING",
|
|
260
|
+
"CROWDING_Q",
|
|
261
|
+
"FAST",
|
|
262
|
+
"FAST_Q",
|
|
263
|
+
"SLOW",
|
|
264
|
+
"SLOW_Q",
|
|
265
|
+
"MARKET",
|
|
266
|
+
"SECTOR",
|
|
267
|
+
"INDUSTRY",
|
|
268
|
+
"SUBINDUSTRY",
|
|
269
|
+
"COUNTRY",
|
|
270
|
+
"SLOW_AND_FAST",
|
|
271
|
+
"SLOW_AND_FAST_Q"
|
|
272
|
+
]
|
|
273
|
+
},
|
|
274
|
+
{
|
|
275
|
+
"InstrumentType": "EQUITY",
|
|
276
|
+
"Region": "EUR",
|
|
277
|
+
"Delay": 0,
|
|
278
|
+
"Universe": [
|
|
279
|
+
"TOP2500",
|
|
280
|
+
"TOP1200",
|
|
281
|
+
"TOP800",
|
|
282
|
+
"TOP400",
|
|
283
|
+
"ILLIQUID_MINVOL1M"
|
|
284
|
+
],
|
|
285
|
+
"Neutralization": [
|
|
286
|
+
"NONE",
|
|
287
|
+
"REVERSION_AND_MOMENTUM",
|
|
288
|
+
"STATISTICAL",
|
|
289
|
+
"STATISTICAL_Q",
|
|
290
|
+
"CROWDING",
|
|
291
|
+
"CROWDING_Q",
|
|
292
|
+
"FAST",
|
|
293
|
+
"FAST_Q",
|
|
294
|
+
"SLOW",
|
|
295
|
+
"SLOW_Q",
|
|
296
|
+
"MARKET",
|
|
297
|
+
"SECTOR",
|
|
298
|
+
"INDUSTRY",
|
|
299
|
+
"SUBINDUSTRY",
|
|
300
|
+
"COUNTRY",
|
|
301
|
+
"SLOW_AND_FAST",
|
|
302
|
+
"SLOW_AND_FAST_Q"
|
|
303
|
+
]
|
|
304
|
+
},
|
|
305
|
+
{
|
|
306
|
+
"InstrumentType": "EQUITY",
|
|
307
|
+
"Region": "CHN",
|
|
308
|
+
"Delay": 1,
|
|
309
|
+
"Universe": [
|
|
310
|
+
"TOP2000U"
|
|
311
|
+
],
|
|
312
|
+
"Neutralization": [
|
|
313
|
+
"NONE",
|
|
314
|
+
"REVERSION_AND_MOMENTUM",
|
|
315
|
+
"CROWDING",
|
|
316
|
+
"CROWDING_Q",
|
|
317
|
+
"FAST",
|
|
318
|
+
"FAST_Q",
|
|
319
|
+
"SLOW",
|
|
320
|
+
"SLOW_Q",
|
|
321
|
+
"MARKET",
|
|
322
|
+
"SECTOR",
|
|
323
|
+
"INDUSTRY",
|
|
324
|
+
"SUBINDUSTRY",
|
|
325
|
+
"SLOW_AND_FAST",
|
|
326
|
+
"SLOW_AND_FAST_Q"
|
|
327
|
+
]
|
|
328
|
+
},
|
|
329
|
+
{
|
|
330
|
+
"InstrumentType": "EQUITY",
|
|
331
|
+
"Region": "CHN",
|
|
332
|
+
"Delay": 0,
|
|
333
|
+
"Universe": [
|
|
334
|
+
"TOP2000U"
|
|
335
|
+
],
|
|
336
|
+
"Neutralization": [
|
|
337
|
+
"NONE",
|
|
338
|
+
"REVERSION_AND_MOMENTUM",
|
|
339
|
+
"CROWDING",
|
|
340
|
+
"CROWDING_Q",
|
|
341
|
+
"FAST",
|
|
342
|
+
"FAST_Q",
|
|
343
|
+
"SLOW",
|
|
344
|
+
"SLOW_Q",
|
|
345
|
+
"MARKET",
|
|
346
|
+
"SECTOR",
|
|
347
|
+
"INDUSTRY",
|
|
348
|
+
"SUBINDUSTRY",
|
|
349
|
+
"SLOW_AND_FAST",
|
|
350
|
+
"SLOW_AND_FAST_Q"
|
|
351
|
+
]
|
|
352
|
+
},
|
|
353
|
+
{
|
|
354
|
+
"InstrumentType": "EQUITY",
|
|
355
|
+
"Region": "ASI",
|
|
356
|
+
"Delay": 1,
|
|
357
|
+
"Universe": [
|
|
358
|
+
"MINVOL1M",
|
|
359
|
+
"ILLIQUID_MINVOL1M"
|
|
360
|
+
],
|
|
361
|
+
"Neutralization": [
|
|
362
|
+
"NONE",
|
|
363
|
+
"REVERSION_AND_MOMENTUM",
|
|
364
|
+
"STATISTICAL",
|
|
365
|
+
"STATISTICAL_Q",
|
|
366
|
+
"CROWDING",
|
|
367
|
+
"CROWDING_Q",
|
|
368
|
+
"FAST",
|
|
369
|
+
"FAST_Q",
|
|
370
|
+
"SLOW",
|
|
371
|
+
"SLOW_Q",
|
|
372
|
+
"MARKET",
|
|
373
|
+
"SECTOR",
|
|
374
|
+
"INDUSTRY",
|
|
375
|
+
"SUBINDUSTRY",
|
|
376
|
+
"COUNTRY",
|
|
377
|
+
"SLOW_AND_FAST",
|
|
378
|
+
"SLOW_AND_FAST_Q"
|
|
379
|
+
]
|
|
380
|
+
},
|
|
381
|
+
{
|
|
382
|
+
"InstrumentType": "EQUITY",
|
|
383
|
+
"Region": "AMR",
|
|
384
|
+
"Delay": 1,
|
|
385
|
+
"Universe": [
|
|
386
|
+
"TOP600"
|
|
387
|
+
],
|
|
388
|
+
"Neutralization": [
|
|
389
|
+
"NONE",
|
|
390
|
+
"MARKET",
|
|
391
|
+
"SECTOR",
|
|
392
|
+
"INDUSTRY",
|
|
393
|
+
"SUBINDUSTRY",
|
|
394
|
+
"COUNTRY"
|
|
395
|
+
]
|
|
396
|
+
},
|
|
397
|
+
{
|
|
398
|
+
"InstrumentType": "EQUITY",
|
|
399
|
+
"Region": "AMR",
|
|
400
|
+
"Delay": 0,
|
|
401
|
+
"Universe": [
|
|
402
|
+
"TOP600"
|
|
403
|
+
],
|
|
404
|
+
"Neutralization": [
|
|
405
|
+
"NONE",
|
|
406
|
+
"MARKET",
|
|
407
|
+
"SECTOR",
|
|
408
|
+
"INDUSTRY",
|
|
409
|
+
"SUBINDUSTRY",
|
|
410
|
+
"COUNTRY"
|
|
411
|
+
]
|
|
412
|
+
}
|
|
413
|
+
]
|
|
414
|
+
}
|
|
@@ -19,6 +19,14 @@ import importlib
|
|
|
19
19
|
import importlib.metadata
|
|
20
20
|
import re
|
|
21
21
|
from typing import List, Tuple, Optional
|
|
22
|
+
import io
|
|
23
|
+
|
|
24
|
+
# try set gbk problem
|
|
25
|
+
try:
|
|
26
|
+
sys.stdout = io.TextIOWrapper(sys.stdout.buffer, encoding='utf-8')
|
|
27
|
+
except Exception as e:
|
|
28
|
+
print(e)
|
|
29
|
+
pass
|
|
22
30
|
|
|
23
31
|
# Hardcoded package requirements (merged from workspace requirements)
|
|
24
32
|
# Note: versions intentionally relaxed (no strict pins).
|