qka 2.4.4.dev2__py3-none-any.whl → 2.4.5.dev2__py3-none-any.whl

qka/core/data.py

@@ -1248,10 +1248,20 @@ class Data():
         return self._compute_qka_factor_cols(df, qka_specs)
 
     def _compute_qka_factor_cols(self, df, qka_specs, symbols=None):
-        """在已合并的 DataFrame 上计算 qka 内置指标。"""
+        """在已合并的 DataFrame 上计算 qka 内置指标。
+
+        因子定义的末位可以放一个 dict，作为**这一个因子自己的选项**，
+        只作用于它的计算，不影响别人、也不影响原始 returns：
+            ('qka.alpha', 250, {'max_abs_return': 0.5})
+            超限的那天在因子眼里记空 —— 含这一天的滚动窗口就凑不满样本，
+            因子自然算不出来（作废），原始行情和 returns 一个字不动。
+        """
         for col_key, spec in qka_specs:
             fn_name = spec[0].split('.', 1)[1] if spec[0].startswith('qka.') else spec[0]
             args = list(spec[1:])
+            # 末位 dict = 该因子的选项；不是 dict 就照旧当位置参数传下去
+            opts = args.pop() if args and isinstance(args[-1], dict) else {}
+            lim = opts.get('max_abs_return')
 
             try:
                 fn = getattr(indicator, fn_name)
@@ -1262,8 +1272,15 @@ class Data():
             # 为每只股票计算
             for symbol in (symbols if symbols is not None else self.symbols):
                 col = f'{symbol}|{col_key}'
+                work = df
+                if lim:
+                    # 净化副本：只把这只票和基准的涨降幅超限处记空，别的列原样
+                    work = df.copy()
+                    for c in (f'{symbol}|returns', 'benchmark|returns'):
+                        if c in work.columns:
+                            work[c] = work[c].where(work[c].abs() <= lim)
                 try:
-                    df[col] = fn(df, symbol, *args)
+                    df[col] = fn(work, symbol, *args)
                 except ValueError as e:
                     logger.warning(f"计算 {col_key} 失败: {e}")
                     df[col] = np.nan
@@ -1407,14 +1424,27 @@ class Data():
 
     @staticmethod
     def _spec_payload(spec):
-        """把一份因子定义转成可稳定序列化的结构；认不出返回 None。"""
+        """把一份因子定义转成可稳定序列化的结构；认不出返回 None。
+
+        末位的 dict 是「该因子自己的选项」（如 max_abs_return），也要进指纹 ——
+        选项变了，算出来的值就不一样，缓存必须跟着失效。
+        """
         if callable(spec):
             src = _callable_source(spec)
             return None if src is None else {'fn': src}
         if isinstance(spec, (list, tuple)):
-            if all(isinstance(x, (str, int, float, bool)) for x in spec):
-                return list(spec)
-            return None
+            items = []
+            for x in spec:
+                if isinstance(x, dict):
+                    if not all(isinstance(k, str) and isinstance(v, (str, int, float, bool))
+                               for k, v in x.items()):
+                        return None
+                    items.append({k: x[k] for k in sorted(x)})
+                elif isinstance(x, (str, int, float, bool)):
+                    items.append(x)
+                else:
+                    return None
+            return items
         return None
 
     def _factor_cache_path(self, name: str, symbol: str) -> Path:

{qka-2.4.4.dev2.dist-info → qka-2.4.5.dev2.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.5
 Name: qka
-Version: 2.4.4.dev2
+Version: 2.4.5.dev2
 Summary: QKA（快量化 / Quant Kit for A-shares）- 简洁易用的 A 股量化回测框架
 Project-URL: Home, https://github.com/zsrl/qka
 Project-URL: Repository, https://github.com/zsrl/qka

{qka-2.4.4.dev2.dist-info → qka-2.4.5.dev2.dist-info}/RECORD

@@ -5,7 +5,7 @@ qka/core/accessor.py,sha256=iEZrteVe8nqv3s5Va2l3Vz50N2S6X0IOElKq9Ik3Wno,2893
 qka/core/analysis.py,sha256=EXCO4qhzd2av5Yb4jihcNji1V-VFPOceUHKtg-q8bLs,11142
 qka/core/backtest.py,sha256=kzMAFbyGFvGE--Qypiot6wAp0jTiEsOPbaPd8Zs3o1M,13541
 qka/core/broker.py,sha256=FxeHh9qZ9M6FNFLd8EXwztA4kmC9zZzkrXin2hdVFa4,9662
-qka/core/data.py,sha256=hcwNhRKCG1U6wC_B6X-P8P4DC0JA8rwUErJi6fAAhrg,93673
+qka/core/data.py,sha256=VKXgFLsUJnD-36yYWb0Na84kqeJWr3_vSetG3mJCMGE,95301
 qka/core/indicator.py,sha256=OId8bgYFCzDgjPr27rb6zHYxkPYX0XrjlWylGSQ2KCU,6447
 qka/core/report.py,sha256=TaZoxWk7ZIPLhA9Ss9UOmxWY2ymzKJRUnxSzmyPcBTI,22386
 qka/core/simulate.py,sha256=bdThckUFj0Y3GyAj5ahLIGv3HetJFTbyxbEcX2SUKn0,2915
@@ -21,8 +21,8 @@ qka/skills/qka/references/broker.md,sha256=wr62v1asRM-wBdsADIsB406eXm_ENYcrwGMAN
 qka/skills/qka/references/data.md,sha256=6mL44eGOk_xXLqQ62Wmv1DFYcXn3kayYWYWMd8-hFOk,28857
 qka/skills/qka/references/sizing.md,sha256=3SsX2ddQoHjE177dberW0Q7wYxW-M_2DG_-sV3CCo9A,656
 qka/skills/qka/references/strategy.md,sha256=-6xa_oigTTj77Siity5bTC5MbdF3UKfld9imnevlAAc,4455
-qka-2.4.4.dev2.dist-info/METADATA,sha256=WInh5ggj00U0MCIJjtPjJx942s1tj98Bef9aVw9cofY,7545
-qka-2.4.4.dev2.dist-info/WHEEL,sha256=W3fkpkm7-wf9vBI5Z-7s0eWkeM-spu78I8Neb98DeEg,87
-qka-2.4.4.dev2.dist-info/entry_points.txt,sha256=quG9zg-rOKKtbg-6FiXkoxkUUTMltMBD0hZ0QUnJ6RM,37
-qka-2.4.4.dev2.dist-info/licenses/LICENSE,sha256=3iIG35SnJNF11yIzm3vxa2QUvy9SS5rktM3O1DL2vqM,1075
-qka-2.4.4.dev2.dist-info/RECORD,,
+qka-2.4.5.dev2.dist-info/METADATA,sha256=GGgy1pKolxfDgtl_g9oFQYzlubVc_56mk2hw_FUExrk,7545
+qka-2.4.5.dev2.dist-info/WHEEL,sha256=W3fkpkm7-wf9vBI5Z-7s0eWkeM-spu78I8Neb98DeEg,87
+qka-2.4.5.dev2.dist-info/entry_points.txt,sha256=quG9zg-rOKKtbg-6FiXkoxkUUTMltMBD0hZ0QUnJ6RM,37
+qka-2.4.5.dev2.dist-info/licenses/LICENSE,sha256=3iIG35SnJNF11yIzm3vxa2QUvy9SS5rktM3O1DL2vqM,1075
+qka-2.4.5.dev2.dist-info/RECORD,,