powerquant-cli 0.2.6__py3-none-any.whl

quant_core/app/factor/builtin/alpha158_recipe.py

@@ -0,0 +1,1284 @@
+"""静态 Python 配方，训练标签不属于特征集合。"""
+# Derived from vn.py fa5206fe63836f3f8cd1ebd7168fbd19a5e2ff09.
+# Copyright (c) 2015-present, Xiaoyou Chen. MIT; see app/factor/LICENSE.vnpy.
+
+from collections.abc import Callable
+
+from quant_core.app.factor.computation.operators.time_series_operator import (
+    ts_abs,
+    ts_argmax,
+    ts_argmin,
+    ts_corr,
+    ts_delay,
+    ts_greater,
+    ts_less,
+    ts_log,
+    ts_max,
+    ts_mean,
+    ts_min,
+    ts_quantile,
+    ts_rank,
+    ts_resi,
+    ts_rsquare,
+    ts_slope,
+    ts_std,
+    ts_sum,
+)
+from quant_core.app.factor.computation.panel_expression import PanelExpression
+
+
+def alpha158_kmid(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/kmid 特征。"""
+    close = fields["close"]
+    open = fields["open"]
+    return (close - open) / open
+
+
+def alpha158_klen(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/klen 特征。"""
+    high = fields["high"]
+    low = fields["low"]
+    open = fields["open"]
+    return (high - low) / open
+
+
+def alpha158_kmid_2(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/kmid_2 特征。"""
+    close = fields["close"]
+    high = fields["high"]
+    low = fields["low"]
+    open = fields["open"]
+    return (close - open) / (high - low + 1e-12)
+
+
+def alpha158_kup(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/kup 特征。"""
+    close = fields["close"]
+    high = fields["high"]
+    open = fields["open"]
+    return (high - ts_greater(open, close)) / open
+
+
+def alpha158_kup_2(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/kup_2 特征。"""
+    close = fields["close"]
+    high = fields["high"]
+    low = fields["low"]
+    open = fields["open"]
+    return (high - ts_greater(open, close)) / (high - low + 1e-12)
+
+
+def alpha158_klow(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/klow 特征。"""
+    close = fields["close"]
+    low = fields["low"]
+    open = fields["open"]
+    return (ts_less(open, close) - low) / open
+
+
+def alpha158_klow_2(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/klow_2 特征。"""
+    close = fields["close"]
+    high = fields["high"]
+    low = fields["low"]
+    open = fields["open"]
+    return (ts_less(open, close) - low) / (high - low + 1e-12)
+
+
+def alpha158_ksft(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/ksft 特征。"""
+    close = fields["close"]
+    high = fields["high"]
+    low = fields["low"]
+    open = fields["open"]
+    return (close * 2 - high - low) / open
+
+
+def alpha158_ksft_2(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/ksft_2 特征。"""
+    close = fields["close"]
+    high = fields["high"]
+    low = fields["low"]
+    return (close * 2 - high - low) / (high - low + 1e-12)
+
+
+def alpha158_open_0(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/open_0 特征。"""
+    close = fields["close"]
+    open = fields["open"]
+    return open / close
+
+
+def alpha158_high_0(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/high_0 特征。"""
+    close = fields["close"]
+    high = fields["high"]
+    return high / close
+
+
+def alpha158_low_0(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/low_0 特征。"""
+    close = fields["close"]
+    low = fields["low"]
+    return low / close
+
+
+def alpha158_vwap_0(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/vwap_0 特征。"""
+    close = fields["close"]
+    vwap = fields["vwap"]
+    return vwap / close
+
+
+def alpha158_roc_5(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/roc_5 特征。"""
+    close = fields["close"]
+    return ts_delay(close, 5) / close
+
+
+def alpha158_roc_10(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/roc_10 特征。"""
+    close = fields["close"]
+    return ts_delay(close, 10) / close
+
+
+def alpha158_roc_20(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/roc_20 特征。"""
+    close = fields["close"]
+    return ts_delay(close, 20) / close
+
+
+def alpha158_roc_30(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/roc_30 特征。"""
+    close = fields["close"]
+    return ts_delay(close, 30) / close
+
+
+def alpha158_roc_60(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/roc_60 特征。"""
+    close = fields["close"]
+    return ts_delay(close, 60) / close
+
+
+def alpha158_ma_5(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/ma_5 特征。"""
+    close = fields["close"]
+    return ts_mean(close, 5) / close
+
+
+def alpha158_ma_10(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/ma_10 特征。"""
+    close = fields["close"]
+    return ts_mean(close, 10) / close
+
+
+def alpha158_ma_20(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/ma_20 特征。"""
+    close = fields["close"]
+    return ts_mean(close, 20) / close
+
+
+def alpha158_ma_30(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/ma_30 特征。"""
+    close = fields["close"]
+    return ts_mean(close, 30) / close
+
+
+def alpha158_ma_60(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/ma_60 特征。"""
+    close = fields["close"]
+    return ts_mean(close, 60) / close
+
+
+def alpha158_std_5(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/std_5 特征。"""
+    close = fields["close"]
+    return ts_std(close, 5) / close
+
+
+def alpha158_std_10(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/std_10 特征。"""
+    close = fields["close"]
+    return ts_std(close, 10) / close
+
+
+def alpha158_std_20(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/std_20 特征。"""
+    close = fields["close"]
+    return ts_std(close, 20) / close
+
+
+def alpha158_std_30(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/std_30 特征。"""
+    close = fields["close"]
+    return ts_std(close, 30) / close
+
+
+def alpha158_std_60(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/std_60 特征。"""
+    close = fields["close"]
+    return ts_std(close, 60) / close
+
+
+def alpha158_beta_5(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/beta_5 特征。"""
+    close = fields["close"]
+    return ts_slope(close, 5) / close
+
+
+def alpha158_beta_10(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/beta_10 特征。"""
+    close = fields["close"]
+    return ts_slope(close, 10) / close
+
+
+def alpha158_beta_20(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/beta_20 特征。"""
+    close = fields["close"]
+    return ts_slope(close, 20) / close
+
+
+def alpha158_beta_30(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/beta_30 特征。"""
+    close = fields["close"]
+    return ts_slope(close, 30) / close
+
+
+def alpha158_beta_60(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/beta_60 特征。"""
+    close = fields["close"]
+    return ts_slope(close, 60) / close
+
+
+def alpha158_rsqr_5(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/rsqr_5 特征。"""
+    close = fields["close"]
+    return ts_rsquare(close, 5)
+
+
+def alpha158_rsqr_10(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/rsqr_10 特征。"""
+    close = fields["close"]
+    return ts_rsquare(close, 10)
+
+
+def alpha158_rsqr_20(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/rsqr_20 特征。"""
+    close = fields["close"]
+    return ts_rsquare(close, 20)
+
+
+def alpha158_rsqr_30(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/rsqr_30 特征。"""
+    close = fields["close"]
+    return ts_rsquare(close, 30)
+
+
+def alpha158_rsqr_60(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/rsqr_60 特征。"""
+    close = fields["close"]
+    return ts_rsquare(close, 60)
+
+
+def alpha158_resi_5(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/resi_5 特征。"""
+    close = fields["close"]
+    return ts_resi(close, 5) / close
+
+
+def alpha158_resi_10(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/resi_10 特征。"""
+    close = fields["close"]
+    return ts_resi(close, 10) / close
+
+
+def alpha158_resi_20(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/resi_20 特征。"""
+    close = fields["close"]
+    return ts_resi(close, 20) / close
+
+
+def alpha158_resi_30(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/resi_30 特征。"""
+    close = fields["close"]
+    return ts_resi(close, 30) / close
+
+
+def alpha158_resi_60(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/resi_60 特征。"""
+    close = fields["close"]
+    return ts_resi(close, 60) / close
+
+
+def alpha158_max_5(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/max_5 特征。"""
+    close = fields["close"]
+    high = fields["high"]
+    return ts_max(high, 5) / close
+
+
+def alpha158_max_10(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/max_10 特征。"""
+    close = fields["close"]
+    high = fields["high"]
+    return ts_max(high, 10) / close
+
+
+def alpha158_max_20(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/max_20 特征。"""
+    close = fields["close"]
+    high = fields["high"]
+    return ts_max(high, 20) / close
+
+
+def alpha158_max_30(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/max_30 特征。"""
+    close = fields["close"]
+    high = fields["high"]
+    return ts_max(high, 30) / close
+
+
+def alpha158_max_60(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/max_60 特征。"""
+    close = fields["close"]
+    high = fields["high"]
+    return ts_max(high, 60) / close
+
+
+def alpha158_min_5(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/min_5 特征。"""
+    close = fields["close"]
+    low = fields["low"]
+    return ts_min(low, 5) / close
+
+
+def alpha158_min_10(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/min_10 特征。"""
+    close = fields["close"]
+    low = fields["low"]
+    return ts_min(low, 10) / close
+
+
+def alpha158_min_20(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/min_20 特征。"""
+    close = fields["close"]
+    low = fields["low"]
+    return ts_min(low, 20) / close
+
+
+def alpha158_min_30(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/min_30 特征。"""
+    close = fields["close"]
+    low = fields["low"]
+    return ts_min(low, 30) / close
+
+
+def alpha158_min_60(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/min_60 特征。"""
+    close = fields["close"]
+    low = fields["low"]
+    return ts_min(low, 60) / close
+
+
+def alpha158_qtlu_5(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/qtlu_5 特征。"""
+    close = fields["close"]
+    return ts_quantile(close, 5, 0.8) / close
+
+
+def alpha158_qtlu_10(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/qtlu_10 特征。"""
+    close = fields["close"]
+    return ts_quantile(close, 10, 0.8) / close
+
+
+def alpha158_qtlu_20(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/qtlu_20 特征。"""
+    close = fields["close"]
+    return ts_quantile(close, 20, 0.8) / close
+
+
+def alpha158_qtlu_30(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/qtlu_30 特征。"""
+    close = fields["close"]
+    return ts_quantile(close, 30, 0.8) / close
+
+
+def alpha158_qtlu_60(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/qtlu_60 特征。"""
+    close = fields["close"]
+    return ts_quantile(close, 60, 0.8) / close
+
+
+def alpha158_qtld_5(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/qtld_5 特征。"""
+    close = fields["close"]
+    return ts_quantile(close, 5, 0.2) / close
+
+
+def alpha158_qtld_10(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/qtld_10 特征。"""
+    close = fields["close"]
+    return ts_quantile(close, 10, 0.2) / close
+
+
+def alpha158_qtld_20(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/qtld_20 特征。"""
+    close = fields["close"]
+    return ts_quantile(close, 20, 0.2) / close
+
+
+def alpha158_qtld_30(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/qtld_30 特征。"""
+    close = fields["close"]
+    return ts_quantile(close, 30, 0.2) / close
+
+
+def alpha158_qtld_60(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/qtld_60 特征。"""
+    close = fields["close"]
+    return ts_quantile(close, 60, 0.2) / close
+
+
+def alpha158_rank_5(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/rank_5 特征。"""
+    close = fields["close"]
+    return ts_rank(close, 5)
+
+
+def alpha158_rank_10(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/rank_10 特征。"""
+    close = fields["close"]
+    return ts_rank(close, 10)
+
+
+def alpha158_rank_20(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/rank_20 特征。"""
+    close = fields["close"]
+    return ts_rank(close, 20)
+
+
+def alpha158_rank_30(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/rank_30 特征。"""
+    close = fields["close"]
+    return ts_rank(close, 30)
+
+
+def alpha158_rank_60(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/rank_60 特征。"""
+    close = fields["close"]
+    return ts_rank(close, 60)
+
+
+def alpha158_rsv_5(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/rsv_5 特征。"""
+    close = fields["close"]
+    high = fields["high"]
+    low = fields["low"]
+    return (close - ts_min(low, 5)) / (ts_max(high, 5) - ts_min(low, 5) + 1e-12)
+
+
+def alpha158_rsv_10(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/rsv_10 特征。"""
+    close = fields["close"]
+    high = fields["high"]
+    low = fields["low"]
+    return (close - ts_min(low, 10)) / (ts_max(high, 10) - ts_min(low, 10) + 1e-12)
+
+
+def alpha158_rsv_20(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/rsv_20 特征。"""
+    close = fields["close"]
+    high = fields["high"]
+    low = fields["low"]
+    return (close - ts_min(low, 20)) / (ts_max(high, 20) - ts_min(low, 20) + 1e-12)
+
+
+def alpha158_rsv_30(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/rsv_30 特征。"""
+    close = fields["close"]
+    high = fields["high"]
+    low = fields["low"]
+    return (close - ts_min(low, 30)) / (ts_max(high, 30) - ts_min(low, 30) + 1e-12)
+
+
+def alpha158_rsv_60(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/rsv_60 特征。"""
+    close = fields["close"]
+    high = fields["high"]
+    low = fields["low"]
+    return (close - ts_min(low, 60)) / (ts_max(high, 60) - ts_min(low, 60) + 1e-12)
+
+
+def alpha158_imax_5(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/imax_5 特征。"""
+    high = fields["high"]
+    return ts_argmax(high, 5) / 5
+
+
+def alpha158_imax_10(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/imax_10 特征。"""
+    high = fields["high"]
+    return ts_argmax(high, 10) / 10
+
+
+def alpha158_imax_20(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/imax_20 特征。"""
+    high = fields["high"]
+    return ts_argmax(high, 20) / 20
+
+
+def alpha158_imax_30(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/imax_30 特征。"""
+    high = fields["high"]
+    return ts_argmax(high, 30) / 30
+
+
+def alpha158_imax_60(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/imax_60 特征。"""
+    high = fields["high"]
+    return ts_argmax(high, 60) / 60
+
+
+def alpha158_imin_5(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/imin_5 特征。"""
+    low = fields["low"]
+    return ts_argmin(low, 5) / 5
+
+
+def alpha158_imin_10(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/imin_10 特征。"""
+    low = fields["low"]
+    return ts_argmin(low, 10) / 10
+
+
+def alpha158_imin_20(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/imin_20 特征。"""
+    low = fields["low"]
+    return ts_argmin(low, 20) / 20
+
+
+def alpha158_imin_30(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/imin_30 特征。"""
+    low = fields["low"]
+    return ts_argmin(low, 30) / 30
+
+
+def alpha158_imin_60(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/imin_60 特征。"""
+    low = fields["low"]
+    return ts_argmin(low, 60) / 60
+
+
+def alpha158_imxd_5(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/imxd_5 特征。"""
+    high = fields["high"]
+    low = fields["low"]
+    return (ts_argmax(high, 5) - ts_argmin(low, 5)) / 5
+
+
+def alpha158_imxd_10(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/imxd_10 特征。"""
+    high = fields["high"]
+    low = fields["low"]
+    return (ts_argmax(high, 10) - ts_argmin(low, 10)) / 10
+
+
+def alpha158_imxd_20(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/imxd_20 特征。"""
+    high = fields["high"]
+    low = fields["low"]
+    return (ts_argmax(high, 20) - ts_argmin(low, 20)) / 20
+
+
+def alpha158_imxd_30(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/imxd_30 特征。"""
+    high = fields["high"]
+    low = fields["low"]
+    return (ts_argmax(high, 30) - ts_argmin(low, 30)) / 30
+
+
+def alpha158_imxd_60(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/imxd_60 特征。"""
+    high = fields["high"]
+    low = fields["low"]
+    return (ts_argmax(high, 60) - ts_argmin(low, 60)) / 60
+
+
+def alpha158_corr_5(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/corr_5 特征。"""
+    close = fields["close"]
+    volume = fields["volume"]
+    return ts_corr(close, ts_log(volume + 1), 5)
+
+
+def alpha158_corr_10(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/corr_10 特征。"""
+    close = fields["close"]
+    volume = fields["volume"]
+    return ts_corr(close, ts_log(volume + 1), 10)
+
+
+def alpha158_corr_20(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/corr_20 特征。"""
+    close = fields["close"]
+    volume = fields["volume"]
+    return ts_corr(close, ts_log(volume + 1), 20)
+
+
+def alpha158_corr_30(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/corr_30 特征。"""
+    close = fields["close"]
+    volume = fields["volume"]
+    return ts_corr(close, ts_log(volume + 1), 30)
+
+
+def alpha158_corr_60(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/corr_60 特征。"""
+    close = fields["close"]
+    volume = fields["volume"]
+    return ts_corr(close, ts_log(volume + 1), 60)
+
+
+def alpha158_cord_5(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/cord_5 特征。"""
+    close = fields["close"]
+    volume = fields["volume"]
+    return ts_corr(close / ts_delay(close, 1), ts_log(volume / ts_delay(volume, 1) + 1), 5)
+
+
+def alpha158_cord_10(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/cord_10 特征。"""
+    close = fields["close"]
+    volume = fields["volume"]
+    return ts_corr(close / ts_delay(close, 1), ts_log(volume / ts_delay(volume, 1) + 1), 10)
+
+
+def alpha158_cord_20(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/cord_20 特征。"""
+    close = fields["close"]
+    volume = fields["volume"]
+    return ts_corr(close / ts_delay(close, 1), ts_log(volume / ts_delay(volume, 1) + 1), 20)
+
+
+def alpha158_cord_30(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/cord_30 特征。"""
+    close = fields["close"]
+    volume = fields["volume"]
+    return ts_corr(close / ts_delay(close, 1), ts_log(volume / ts_delay(volume, 1) + 1), 30)
+
+
+def alpha158_cord_60(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/cord_60 特征。"""
+    close = fields["close"]
+    volume = fields["volume"]
+    return ts_corr(close / ts_delay(close, 1), ts_log(volume / ts_delay(volume, 1) + 1), 60)
+
+
+def alpha158_cntp_5(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/cntp_5 特征。"""
+    close = fields["close"]
+    return ts_mean(close > ts_delay(close, 1), 5)
+
+
+def alpha158_cntp_10(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/cntp_10 特征。"""
+    close = fields["close"]
+    return ts_mean(close > ts_delay(close, 1), 10)
+
+
+def alpha158_cntp_20(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/cntp_20 特征。"""
+    close = fields["close"]
+    return ts_mean(close > ts_delay(close, 1), 20)
+
+
+def alpha158_cntp_30(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/cntp_30 特征。"""
+    close = fields["close"]
+    return ts_mean(close > ts_delay(close, 1), 30)
+
+
+def alpha158_cntp_60(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/cntp_60 特征。"""
+    close = fields["close"]
+    return ts_mean(close > ts_delay(close, 1), 60)
+
+
+def alpha158_cntn_5(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/cntn_5 特征。"""
+    close = fields["close"]
+    return ts_mean(close < ts_delay(close, 1), 5)
+
+
+def alpha158_cntn_10(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/cntn_10 特征。"""
+    close = fields["close"]
+    return ts_mean(close < ts_delay(close, 1), 10)
+
+
+def alpha158_cntn_20(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/cntn_20 特征。"""
+    close = fields["close"]
+    return ts_mean(close < ts_delay(close, 1), 20)
+
+
+def alpha158_cntn_30(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/cntn_30 特征。"""
+    close = fields["close"]
+    return ts_mean(close < ts_delay(close, 1), 30)
+
+
+def alpha158_cntn_60(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/cntn_60 特征。"""
+    close = fields["close"]
+    return ts_mean(close < ts_delay(close, 1), 60)
+
+
+def alpha158_cntd_5(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/cntd_5 特征。"""
+    close = fields["close"]
+    return ts_mean(close > ts_delay(close, 1), 5) - ts_mean(close < ts_delay(close, 1), 5)
+
+
+def alpha158_cntd_10(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/cntd_10 特征。"""
+    close = fields["close"]
+    return ts_mean(close > ts_delay(close, 1), 10) - ts_mean(close < ts_delay(close, 1), 10)
+
+
+def alpha158_cntd_20(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/cntd_20 特征。"""
+    close = fields["close"]
+    return ts_mean(close > ts_delay(close, 1), 20) - ts_mean(close < ts_delay(close, 1), 20)
+
+
+def alpha158_cntd_30(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/cntd_30 特征。"""
+    close = fields["close"]
+    return ts_mean(close > ts_delay(close, 1), 30) - ts_mean(close < ts_delay(close, 1), 30)
+
+
+def alpha158_cntd_60(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/cntd_60 特征。"""
+    close = fields["close"]
+    return ts_mean(close > ts_delay(close, 1), 60) - ts_mean(close < ts_delay(close, 1), 60)
+
+
+def alpha158_sump_5(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/sump_5 特征。"""
+    close = fields["close"]
+    return ts_sum(ts_greater(close - ts_delay(close, 1), 0), 5) / (
+        ts_sum(ts_abs(close - ts_delay(close, 1)), 5) + 1e-12
+    )
+
+
+def alpha158_sump_10(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/sump_10 特征。"""
+    close = fields["close"]
+    return ts_sum(ts_greater(close - ts_delay(close, 1), 0), 10) / (
+        ts_sum(ts_abs(close - ts_delay(close, 1)), 10) + 1e-12
+    )
+
+
+def alpha158_sump_20(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/sump_20 特征。"""
+    close = fields["close"]
+    return ts_sum(ts_greater(close - ts_delay(close, 1), 0), 20) / (
+        ts_sum(ts_abs(close - ts_delay(close, 1)), 20) + 1e-12
+    )
+
+
+def alpha158_sump_30(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/sump_30 特征。"""
+    close = fields["close"]
+    return ts_sum(ts_greater(close - ts_delay(close, 1), 0), 30) / (
+        ts_sum(ts_abs(close - ts_delay(close, 1)), 30) + 1e-12
+    )
+
+
+def alpha158_sump_60(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/sump_60 特征。"""
+    close = fields["close"]
+    return ts_sum(ts_greater(close - ts_delay(close, 1), 0), 60) / (
+        ts_sum(ts_abs(close - ts_delay(close, 1)), 60) + 1e-12
+    )
+
+
+def alpha158_sumn_5(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/sumn_5 特征。"""
+    close = fields["close"]
+    return ts_sum(ts_greater(ts_delay(close, 1) - close, 0), 5) / (
+        ts_sum(ts_abs(close - ts_delay(close, 1)), 5) + 1e-12
+    )
+
+
+def alpha158_sumn_10(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/sumn_10 特征。"""
+    close = fields["close"]
+    return ts_sum(ts_greater(ts_delay(close, 1) - close, 0), 10) / (
+        ts_sum(ts_abs(close - ts_delay(close, 1)), 10) + 1e-12
+    )
+
+
+def alpha158_sumn_20(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/sumn_20 特征。"""
+    close = fields["close"]
+    return ts_sum(ts_greater(ts_delay(close, 1) - close, 0), 20) / (
+        ts_sum(ts_abs(close - ts_delay(close, 1)), 20) + 1e-12
+    )
+
+
+def alpha158_sumn_30(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/sumn_30 特征。"""
+    close = fields["close"]
+    return ts_sum(ts_greater(ts_delay(close, 1) - close, 0), 30) / (
+        ts_sum(ts_abs(close - ts_delay(close, 1)), 30) + 1e-12
+    )
+
+
+def alpha158_sumn_60(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/sumn_60 特征。"""
+    close = fields["close"]
+    return ts_sum(ts_greater(ts_delay(close, 1) - close, 0), 60) / (
+        ts_sum(ts_abs(close - ts_delay(close, 1)), 60) + 1e-12
+    )
+
+
+def alpha158_sumd_5(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/sumd_5 特征。"""
+    close = fields["close"]
+    return (
+        ts_sum(ts_greater(close - ts_delay(close, 1), 0), 5)
+        - ts_sum(ts_greater(ts_delay(close, 1) - close, 0), 5)
+    ) / (ts_sum(ts_abs(close - ts_delay(close, 1)), 5) + 1e-12)
+
+
+def alpha158_sumd_10(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/sumd_10 特征。"""
+    close = fields["close"]
+    return (
+        ts_sum(ts_greater(close - ts_delay(close, 1), 0), 10)
+        - ts_sum(ts_greater(ts_delay(close, 1) - close, 0), 10)
+    ) / (ts_sum(ts_abs(close - ts_delay(close, 1)), 10) + 1e-12)
+
+
+def alpha158_sumd_20(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/sumd_20 特征。"""
+    close = fields["close"]
+    return (
+        ts_sum(ts_greater(close - ts_delay(close, 1), 0), 20)
+        - ts_sum(ts_greater(ts_delay(close, 1) - close, 0), 20)
+    ) / (ts_sum(ts_abs(close - ts_delay(close, 1)), 20) + 1e-12)
+
+
+def alpha158_sumd_30(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/sumd_30 特征。"""
+    close = fields["close"]
+    return (
+        ts_sum(ts_greater(close - ts_delay(close, 1), 0), 30)
+        - ts_sum(ts_greater(ts_delay(close, 1) - close, 0), 30)
+    ) / (ts_sum(ts_abs(close - ts_delay(close, 1)), 30) + 1e-12)
+
+
+def alpha158_sumd_60(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/sumd_60 特征。"""
+    close = fields["close"]
+    return (
+        ts_sum(ts_greater(close - ts_delay(close, 1), 0), 60)
+        - ts_sum(ts_greater(ts_delay(close, 1) - close, 0), 60)
+    ) / (ts_sum(ts_abs(close - ts_delay(close, 1)), 60) + 1e-12)
+
+
+def alpha158_vma_5(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/vma_5 特征。"""
+    volume = fields["volume"]
+    return ts_mean(volume, 5) / (volume + 1e-12)
+
+
+def alpha158_vma_10(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/vma_10 特征。"""
+    volume = fields["volume"]
+    return ts_mean(volume, 10) / (volume + 1e-12)
+
+
+def alpha158_vma_20(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/vma_20 特征。"""
+    volume = fields["volume"]
+    return ts_mean(volume, 20) / (volume + 1e-12)
+
+
+def alpha158_vma_30(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/vma_30 特征。"""
+    volume = fields["volume"]
+    return ts_mean(volume, 30) / (volume + 1e-12)
+
+
+def alpha158_vma_60(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/vma_60 特征。"""
+    volume = fields["volume"]
+    return ts_mean(volume, 60) / (volume + 1e-12)
+
+
+def alpha158_vstd_5(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/vstd_5 特征。"""
+    volume = fields["volume"]
+    return ts_std(volume, 5) / (volume + 1e-12)
+
+
+def alpha158_vstd_10(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/vstd_10 特征。"""
+    volume = fields["volume"]
+    return ts_std(volume, 10) / (volume + 1e-12)
+
+
+def alpha158_vstd_20(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/vstd_20 特征。"""
+    volume = fields["volume"]
+    return ts_std(volume, 20) / (volume + 1e-12)
+
+
+def alpha158_vstd_30(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/vstd_30 特征。"""
+    volume = fields["volume"]
+    return ts_std(volume, 30) / (volume + 1e-12)
+
+
+def alpha158_vstd_60(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/vstd_60 特征。"""
+    volume = fields["volume"]
+    return ts_std(volume, 60) / (volume + 1e-12)
+
+
+def alpha158_wvma_5(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/wvma_5 特征。"""
+    close = fields["close"]
+    volume = fields["volume"]
+    return ts_std(ts_abs(close / ts_delay(close, 1) - 1) * volume, 5) / (
+        ts_mean(ts_abs(close / ts_delay(close, 1) - 1) * volume, 5) + 1e-12
+    )
+
+
+def alpha158_wvma_10(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/wvma_10 特征。"""
+    close = fields["close"]
+    volume = fields["volume"]
+    return ts_std(ts_abs(close / ts_delay(close, 1) - 1) * volume, 10) / (
+        ts_mean(ts_abs(close / ts_delay(close, 1) - 1) * volume, 10) + 1e-12
+    )
+
+
+def alpha158_wvma_20(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/wvma_20 特征。"""
+    close = fields["close"]
+    volume = fields["volume"]
+    return ts_std(ts_abs(close / ts_delay(close, 1) - 1) * volume, 20) / (
+        ts_mean(ts_abs(close / ts_delay(close, 1) - 1) * volume, 20) + 1e-12
+    )
+
+
+def alpha158_wvma_30(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/wvma_30 特征。"""
+    close = fields["close"]
+    volume = fields["volume"]
+    return ts_std(ts_abs(close / ts_delay(close, 1) - 1) * volume, 30) / (
+        ts_mean(ts_abs(close / ts_delay(close, 1) - 1) * volume, 30) + 1e-12
+    )
+
+
+def alpha158_wvma_60(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/wvma_60 特征。"""
+    close = fields["close"]
+    volume = fields["volume"]
+    return ts_std(ts_abs(close / ts_delay(close, 1) - 1) * volume, 60) / (
+        ts_mean(ts_abs(close / ts_delay(close, 1) - 1) * volume, 60) + 1e-12
+    )
+
+
+def alpha158_vsump_5(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/vsump_5 特征。"""
+    volume = fields["volume"]
+    return ts_sum(ts_greater(volume - ts_delay(volume, 1), 0), 5) / (
+        ts_sum(ts_abs(volume - ts_delay(volume, 1)), 5) + 1e-12
+    )
+
+
+def alpha158_vsump_10(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/vsump_10 特征。"""
+    volume = fields["volume"]
+    return ts_sum(ts_greater(volume - ts_delay(volume, 1), 0), 10) / (
+        ts_sum(ts_abs(volume - ts_delay(volume, 1)), 10) + 1e-12
+    )
+
+
+def alpha158_vsump_20(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/vsump_20 特征。"""
+    volume = fields["volume"]
+    return ts_sum(ts_greater(volume - ts_delay(volume, 1), 0), 20) / (
+        ts_sum(ts_abs(volume - ts_delay(volume, 1)), 20) + 1e-12
+    )
+
+
+def alpha158_vsump_30(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/vsump_30 特征。"""
+    volume = fields["volume"]
+    return ts_sum(ts_greater(volume - ts_delay(volume, 1), 0), 30) / (
+        ts_sum(ts_abs(volume - ts_delay(volume, 1)), 30) + 1e-12
+    )
+
+
+def alpha158_vsump_60(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/vsump_60 特征。"""
+    volume = fields["volume"]
+    return ts_sum(ts_greater(volume - ts_delay(volume, 1), 0), 60) / (
+        ts_sum(ts_abs(volume - ts_delay(volume, 1)), 60) + 1e-12
+    )
+
+
+def alpha158_vsumn_5(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/vsumn_5 特征。"""
+    volume = fields["volume"]
+    return ts_sum(ts_greater(ts_delay(volume, 1) - volume, 0), 5) / (
+        ts_sum(ts_abs(volume - ts_delay(volume, 1)), 5) + 1e-12
+    )
+
+
+def alpha158_vsumn_10(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/vsumn_10 特征。"""
+    volume = fields["volume"]
+    return ts_sum(ts_greater(ts_delay(volume, 1) - volume, 0), 10) / (
+        ts_sum(ts_abs(volume - ts_delay(volume, 1)), 10) + 1e-12
+    )
+
+
+def alpha158_vsumn_20(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/vsumn_20 特征。"""
+    volume = fields["volume"]
+    return ts_sum(ts_greater(ts_delay(volume, 1) - volume, 0), 20) / (
+        ts_sum(ts_abs(volume - ts_delay(volume, 1)), 20) + 1e-12
+    )
+
+
+def alpha158_vsumn_30(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/vsumn_30 特征。"""
+    volume = fields["volume"]
+    return ts_sum(ts_greater(ts_delay(volume, 1) - volume, 0), 30) / (
+        ts_sum(ts_abs(volume - ts_delay(volume, 1)), 30) + 1e-12
+    )
+
+
+def alpha158_vsumn_60(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/vsumn_60 特征。"""
+    volume = fields["volume"]
+    return ts_sum(ts_greater(ts_delay(volume, 1) - volume, 0), 60) / (
+        ts_sum(ts_abs(volume - ts_delay(volume, 1)), 60) + 1e-12
+    )
+
+
+def alpha158_vsumd_5(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/vsumd_5 特征。"""
+    volume = fields["volume"]
+    return (
+        ts_sum(ts_greater(volume - ts_delay(volume, 1), 0), 5)
+        - ts_sum(ts_greater(ts_delay(volume, 1) - volume, 0), 5)
+    ) / (ts_sum(ts_abs(volume - ts_delay(volume, 1)), 5) + 1e-12)
+
+
+def alpha158_vsumd_10(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/vsumd_10 特征。"""
+    volume = fields["volume"]
+    return (
+        ts_sum(ts_greater(volume - ts_delay(volume, 1), 0), 10)
+        - ts_sum(ts_greater(ts_delay(volume, 1) - volume, 0), 10)
+    ) / (ts_sum(ts_abs(volume - ts_delay(volume, 1)), 10) + 1e-12)
+
+
+def alpha158_vsumd_20(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/vsumd_20 特征。"""
+    volume = fields["volume"]
+    return (
+        ts_sum(ts_greater(volume - ts_delay(volume, 1), 0), 20)
+        - ts_sum(ts_greater(ts_delay(volume, 1) - volume, 0), 20)
+    ) / (ts_sum(ts_abs(volume - ts_delay(volume, 1)), 20) + 1e-12)
+
+
+def alpha158_vsumd_30(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/vsumd_30 特征。"""
+    volume = fields["volume"]
+    return (
+        ts_sum(ts_greater(volume - ts_delay(volume, 1), 0), 30)
+        - ts_sum(ts_greater(ts_delay(volume, 1) - volume, 0), 30)
+    ) / (ts_sum(ts_abs(volume - ts_delay(volume, 1)), 30) + 1e-12)
+
+
+def alpha158_vsumd_60(fields: dict[str, PanelExpression]) -> PanelExpression:
+    """固定参考版本的 alpha158/vsumd_60 特征。"""
+    volume = fields["volume"]
+    return (
+        ts_sum(ts_greater(volume - ts_delay(volume, 1), 0), 60)
+        - ts_sum(ts_greater(ts_delay(volume, 1) - volume, 0), 60)
+    ) / (ts_sum(ts_abs(volume - ts_delay(volume, 1)), 60) + 1e-12)
+
+
+ALPHA158_RECIPES: dict[
+    str, tuple[Callable[[dict[str, PanelExpression]], PanelExpression], int, tuple[str, ...]]
+] = {
+    "alpha158_kmid": (alpha158_kmid, 1, ("close", "open")),
+    "alpha158_klen": (alpha158_klen, 1, ("high", "low", "open")),
+    "alpha158_kmid_2": (alpha158_kmid_2, 1, ("close", "high", "low", "open")),
+    "alpha158_kup": (alpha158_kup, 1, ("close", "high", "open")),
+    "alpha158_kup_2": (alpha158_kup_2, 1, ("close", "high", "low", "open")),
+    "alpha158_klow": (alpha158_klow, 1, ("close", "low", "open")),
+    "alpha158_klow_2": (alpha158_klow_2, 1, ("close", "high", "low", "open")),
+    "alpha158_ksft": (alpha158_ksft, 1, ("close", "high", "low", "open")),
+    "alpha158_ksft_2": (alpha158_ksft_2, 1, ("close", "high", "low")),
+    "alpha158_open_0": (alpha158_open_0, 1, ("close", "open")),
+    "alpha158_high_0": (alpha158_high_0, 1, ("close", "high")),
+    "alpha158_low_0": (alpha158_low_0, 1, ("close", "low")),
+    "alpha158_vwap_0": (alpha158_vwap_0, 1, ("close", "vwap")),
+    "alpha158_roc_5": (alpha158_roc_5, 6, ("close",)),
+    "alpha158_roc_10": (alpha158_roc_10, 11, ("close",)),
+    "alpha158_roc_20": (alpha158_roc_20, 21, ("close",)),
+    "alpha158_roc_30": (alpha158_roc_30, 31, ("close",)),
+    "alpha158_roc_60": (alpha158_roc_60, 61, ("close",)),
+    "alpha158_ma_5": (alpha158_ma_5, 5, ("close",)),
+    "alpha158_ma_10": (alpha158_ma_10, 10, ("close",)),
+    "alpha158_ma_20": (alpha158_ma_20, 20, ("close",)),
+    "alpha158_ma_30": (alpha158_ma_30, 30, ("close",)),
+    "alpha158_ma_60": (alpha158_ma_60, 60, ("close",)),
+    "alpha158_std_5": (alpha158_std_5, 5, ("close",)),
+    "alpha158_std_10": (alpha158_std_10, 10, ("close",)),
+    "alpha158_std_20": (alpha158_std_20, 20, ("close",)),
+    "alpha158_std_30": (alpha158_std_30, 30, ("close",)),
+    "alpha158_std_60": (alpha158_std_60, 60, ("close",)),
+    "alpha158_beta_5": (alpha158_beta_5, 5, ("close",)),
+    "alpha158_beta_10": (alpha158_beta_10, 10, ("close",)),
+    "alpha158_beta_20": (alpha158_beta_20, 20, ("close",)),
+    "alpha158_beta_30": (alpha158_beta_30, 30, ("close",)),
+    "alpha158_beta_60": (alpha158_beta_60, 60, ("close",)),
+    "alpha158_rsqr_5": (alpha158_rsqr_5, 5, ("close",)),
+    "alpha158_rsqr_10": (alpha158_rsqr_10, 10, ("close",)),
+    "alpha158_rsqr_20": (alpha158_rsqr_20, 20, ("close",)),
+    "alpha158_rsqr_30": (alpha158_rsqr_30, 30, ("close",)),
+    "alpha158_rsqr_60": (alpha158_rsqr_60, 60, ("close",)),
+    "alpha158_resi_5": (alpha158_resi_5, 5, ("close",)),
+    "alpha158_resi_10": (alpha158_resi_10, 10, ("close",)),
+    "alpha158_resi_20": (alpha158_resi_20, 20, ("close",)),
+    "alpha158_resi_30": (alpha158_resi_30, 30, ("close",)),
+    "alpha158_resi_60": (alpha158_resi_60, 60, ("close",)),
+    "alpha158_max_5": (alpha158_max_5, 5, ("close", "high")),
+    "alpha158_max_10": (alpha158_max_10, 10, ("close", "high")),
+    "alpha158_max_20": (alpha158_max_20, 20, ("close", "high")),
+    "alpha158_max_30": (alpha158_max_30, 30, ("close", "high")),
+    "alpha158_max_60": (alpha158_max_60, 60, ("close", "high")),
+    "alpha158_min_5": (alpha158_min_5, 5, ("close", "low")),
+    "alpha158_min_10": (alpha158_min_10, 10, ("close", "low")),
+    "alpha158_min_20": (alpha158_min_20, 20, ("close", "low")),
+    "alpha158_min_30": (alpha158_min_30, 30, ("close", "low")),
+    "alpha158_min_60": (alpha158_min_60, 60, ("close", "low")),
+    "alpha158_qtlu_5": (alpha158_qtlu_5, 5, ("close",)),
+    "alpha158_qtlu_10": (alpha158_qtlu_10, 10, ("close",)),
+    "alpha158_qtlu_20": (alpha158_qtlu_20, 20, ("close",)),
+    "alpha158_qtlu_30": (alpha158_qtlu_30, 30, ("close",)),
+    "alpha158_qtlu_60": (alpha158_qtlu_60, 60, ("close",)),
+    "alpha158_qtld_5": (alpha158_qtld_5, 5, ("close",)),
+    "alpha158_qtld_10": (alpha158_qtld_10, 10, ("close",)),
+    "alpha158_qtld_20": (alpha158_qtld_20, 20, ("close",)),
+    "alpha158_qtld_30": (alpha158_qtld_30, 30, ("close",)),
+    "alpha158_qtld_60": (alpha158_qtld_60, 60, ("close",)),
+    "alpha158_rank_5": (alpha158_rank_5, 5, ("close",)),
+    "alpha158_rank_10": (alpha158_rank_10, 10, ("close",)),
+    "alpha158_rank_20": (alpha158_rank_20, 20, ("close",)),
+    "alpha158_rank_30": (alpha158_rank_30, 30, ("close",)),
+    "alpha158_rank_60": (alpha158_rank_60, 60, ("close",)),
+    "alpha158_rsv_5": (alpha158_rsv_5, 5, ("close", "high", "low")),
+    "alpha158_rsv_10": (alpha158_rsv_10, 10, ("close", "high", "low")),
+    "alpha158_rsv_20": (alpha158_rsv_20, 20, ("close", "high", "low")),
+    "alpha158_rsv_30": (alpha158_rsv_30, 30, ("close", "high", "low")),
+    "alpha158_rsv_60": (alpha158_rsv_60, 60, ("close", "high", "low")),
+    "alpha158_imax_5": (alpha158_imax_5, 5, ("high",)),
+    "alpha158_imax_10": (alpha158_imax_10, 10, ("high",)),
+    "alpha158_imax_20": (alpha158_imax_20, 20, ("high",)),
+    "alpha158_imax_30": (alpha158_imax_30, 30, ("high",)),
+    "alpha158_imax_60": (alpha158_imax_60, 60, ("high",)),
+    "alpha158_imin_5": (alpha158_imin_5, 5, ("low",)),
+    "alpha158_imin_10": (alpha158_imin_10, 10, ("low",)),
+    "alpha158_imin_20": (alpha158_imin_20, 20, ("low",)),
+    "alpha158_imin_30": (alpha158_imin_30, 30, ("low",)),
+    "alpha158_imin_60": (alpha158_imin_60, 60, ("low",)),
+    "alpha158_imxd_5": (alpha158_imxd_5, 5, ("high", "low")),
+    "alpha158_imxd_10": (alpha158_imxd_10, 10, ("high", "low")),
+    "alpha158_imxd_20": (alpha158_imxd_20, 20, ("high", "low")),
+    "alpha158_imxd_30": (alpha158_imxd_30, 30, ("high", "low")),
+    "alpha158_imxd_60": (alpha158_imxd_60, 60, ("high", "low")),
+    "alpha158_corr_5": (alpha158_corr_5, 5, ("close", "volume")),
+    "alpha158_corr_10": (alpha158_corr_10, 10, ("close", "volume")),
+    "alpha158_corr_20": (alpha158_corr_20, 20, ("close", "volume")),
+    "alpha158_corr_30": (alpha158_corr_30, 30, ("close", "volume")),
+    "alpha158_corr_60": (alpha158_corr_60, 60, ("close", "volume")),
+    "alpha158_cord_5": (alpha158_cord_5, 6, ("close", "volume")),
+    "alpha158_cord_10": (alpha158_cord_10, 11, ("close", "volume")),
+    "alpha158_cord_20": (alpha158_cord_20, 21, ("close", "volume")),
+    "alpha158_cord_30": (alpha158_cord_30, 31, ("close", "volume")),
+    "alpha158_cord_60": (alpha158_cord_60, 61, ("close", "volume")),
+    "alpha158_cntp_5": (alpha158_cntp_5, 6, ("close",)),
+    "alpha158_cntp_10": (alpha158_cntp_10, 11, ("close",)),
+    "alpha158_cntp_20": (alpha158_cntp_20, 21, ("close",)),
+    "alpha158_cntp_30": (alpha158_cntp_30, 31, ("close",)),
+    "alpha158_cntp_60": (alpha158_cntp_60, 61, ("close",)),
+    "alpha158_cntn_5": (alpha158_cntn_5, 6, ("close",)),
+    "alpha158_cntn_10": (alpha158_cntn_10, 11, ("close",)),
+    "alpha158_cntn_20": (alpha158_cntn_20, 21, ("close",)),
+    "alpha158_cntn_30": (alpha158_cntn_30, 31, ("close",)),
+    "alpha158_cntn_60": (alpha158_cntn_60, 61, ("close",)),
+    "alpha158_cntd_5": (alpha158_cntd_5, 6, ("close",)),
+    "alpha158_cntd_10": (alpha158_cntd_10, 11, ("close",)),
+    "alpha158_cntd_20": (alpha158_cntd_20, 21, ("close",)),
+    "alpha158_cntd_30": (alpha158_cntd_30, 31, ("close",)),
+    "alpha158_cntd_60": (alpha158_cntd_60, 61, ("close",)),
+    "alpha158_sump_5": (alpha158_sump_5, 6, ("close",)),
+    "alpha158_sump_10": (alpha158_sump_10, 11, ("close",)),
+    "alpha158_sump_20": (alpha158_sump_20, 21, ("close",)),
+    "alpha158_sump_30": (alpha158_sump_30, 31, ("close",)),
+    "alpha158_sump_60": (alpha158_sump_60, 61, ("close",)),
+    "alpha158_sumn_5": (alpha158_sumn_5, 6, ("close",)),
+    "alpha158_sumn_10": (alpha158_sumn_10, 11, ("close",)),
+    "alpha158_sumn_20": (alpha158_sumn_20, 21, ("close",)),
+    "alpha158_sumn_30": (alpha158_sumn_30, 31, ("close",)),
+    "alpha158_sumn_60": (alpha158_sumn_60, 61, ("close",)),
+    "alpha158_sumd_5": (alpha158_sumd_5, 6, ("close",)),
+    "alpha158_sumd_10": (alpha158_sumd_10, 11, ("close",)),
+    "alpha158_sumd_20": (alpha158_sumd_20, 21, ("close",)),
+    "alpha158_sumd_30": (alpha158_sumd_30, 31, ("close",)),
+    "alpha158_sumd_60": (alpha158_sumd_60, 61, ("close",)),
+    "alpha158_vma_5": (alpha158_vma_5, 5, ("volume",)),
+    "alpha158_vma_10": (alpha158_vma_10, 10, ("volume",)),
+    "alpha158_vma_20": (alpha158_vma_20, 20, ("volume",)),
+    "alpha158_vma_30": (alpha158_vma_30, 30, ("volume",)),
+    "alpha158_vma_60": (alpha158_vma_60, 60, ("volume",)),
+    "alpha158_vstd_5": (alpha158_vstd_5, 5, ("volume",)),
+    "alpha158_vstd_10": (alpha158_vstd_10, 10, ("volume",)),
+    "alpha158_vstd_20": (alpha158_vstd_20, 20, ("volume",)),
+    "alpha158_vstd_30": (alpha158_vstd_30, 30, ("volume",)),
+    "alpha158_vstd_60": (alpha158_vstd_60, 60, ("volume",)),
+    "alpha158_wvma_5": (alpha158_wvma_5, 6, ("close", "volume")),
+    "alpha158_wvma_10": (alpha158_wvma_10, 11, ("close", "volume")),
+    "alpha158_wvma_20": (alpha158_wvma_20, 21, ("close", "volume")),
+    "alpha158_wvma_30": (alpha158_wvma_30, 31, ("close", "volume")),
+    "alpha158_wvma_60": (alpha158_wvma_60, 61, ("close", "volume")),
+    "alpha158_vsump_5": (alpha158_vsump_5, 6, ("volume",)),
+    "alpha158_vsump_10": (alpha158_vsump_10, 11, ("volume",)),
+    "alpha158_vsump_20": (alpha158_vsump_20, 21, ("volume",)),
+    "alpha158_vsump_30": (alpha158_vsump_30, 31, ("volume",)),
+    "alpha158_vsump_60": (alpha158_vsump_60, 61, ("volume",)),
+    "alpha158_vsumn_5": (alpha158_vsumn_5, 6, ("volume",)),
+    "alpha158_vsumn_10": (alpha158_vsumn_10, 11, ("volume",)),
+    "alpha158_vsumn_20": (alpha158_vsumn_20, 21, ("volume",)),
+    "alpha158_vsumn_30": (alpha158_vsumn_30, 31, ("volume",)),
+    "alpha158_vsumn_60": (alpha158_vsumn_60, 61, ("volume",)),
+    "alpha158_vsumd_5": (alpha158_vsumd_5, 6, ("volume",)),
+    "alpha158_vsumd_10": (alpha158_vsumd_10, 11, ("volume",)),
+    "alpha158_vsumd_20": (alpha158_vsumd_20, 21, ("volume",)),
+    "alpha158_vsumd_30": (alpha158_vsumd_30, 31, ("volume",)),
+    "alpha158_vsumd_60": (alpha158_vsumd_60, 61, ("volume",)),
+}