quantcli 0.1.10__tar.gz → 0.1.12__tar.gz

{quantcli-0.1.10/quantcli.egg-info → quantcli-0.1.12}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: quantcli
-Version: 0.1.10
+Version: 0.1.12
 Summary: 面向AI的多因子量化选股策略挖掘工具，AI Agent 友好 CLI
 Author-email: QuantCLI Team <quantcli@example.com>
 Project-URL: repository, https://github.com/wumu2013/quantcli

{quantcli-0.1.10 → quantcli-0.1.12}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "quantcli"
-version = "0.1.10"
+version = "0.1.12"
 description = "面向AI的多因子量化选股策略挖掘工具，AI Agent 友好 CLI"
 readme = "README.md"
 requires-python = ">=3.9"
@@ -48,6 +48,9 @@ where = ["."]
 include = ["quantcli*"]
 exclude = ["tests*"]
 
+[tool.setuptools.package-data]
+quantcli = ["factors/alpha101/*.yaml", "factors/*.yaml"]
+
 [tool.pytest.ini_options]
 testpaths = ["tests"]
 python_files = ["test_*.py"]

{quantcli-0.1.10 → quantcli-0.1.12}/quantcli/cli.py

@@ -277,68 +277,6 @@ def data_sync_fundamentals(ctx, years):
         sys.exit(1)
 
 
-# =============================================================================
-# Factors 命令 - 列出内置因子
-# =============================================================================
-
-
-@quantcli.group()
-def factors():
-    """内置因子管理"""
-    pass
-
-
-@factors.command("list")
-@click.option("--json", is_flag=True, help="Output as JSON")
-@click.pass_context
-def factors_list(ctx, json):
-    """列出所有内置 Alpha101 因子"""
-    from .utils import builtin_factors_dir
-
-    builtin_dir = builtin_factors_dir() / "alpha101"
-
-    if not builtin_dir.exists():
-        click.echo("No built-in factors found")
-        return
-
-    # 加载所有因子
-    factors = []
-    for f in sorted(builtin_dir.glob("alpha_*.yaml")):
-        import yaml
-
-        with open(f, "r", encoding="utf-8") as fp:
-            data = yaml.safe_load(fp)
-            factors.append(
-                {
-                    "name": data.get("name", f.stem),
-                    "type": data.get("type", "technical"),
-                    "direction": data.get("direction", "neutral"),
-                    "description": data.get("description", ""),
-                    "file": f"alpha101/{f.name}",
-                }
-            )
-
-    if json:
-        import json
-
-        click.echo(
-            json.dumps(
-                {"status": "success", "count": len(factors), "factors": factors},
-                ensure_ascii=False,
-                indent=2,
-            )
-        )
-        return
-
-    click.echo(f"Built-in Alpha101 Factors ({len(factors)} total):\n")
-    click.echo(f"{'File':<22} {'Type':<12} {'Direction':<10} Description")
-    click.echo("-" * 60)
-    for f in factors:
-        click.echo(
-            f"{f['file']:<22} {f['type']:<12} {f['direction']:<10} {f['description']}"
-        )
-
-
 # =============================================================================
 # Factor 命令
 # =============================================================================
@@ -469,21 +407,53 @@ def factor_eval(ctx, name, symbol, start, end, method):
 
 
 @factor.command("list")
+@click.option("--json", is_flag=True, help="Output as JSON")
 @click.pass_context
-def factor_list(ctx):
-    """列出已注册的因子"""
-    engine = FactorEngine()
-    factors = engine.registry.list_all()
+def factor_list(ctx, json):
+    """列出所有内置 Alpha101 因子"""
+    from .utils import builtin_factors_dir
 
-    if not factors:
-        click.echo("No factors registered")
+    builtin_dir = builtin_factors_dir() / "alpha101"
+
+    if not builtin_dir.exists():
+        click.echo("No built-in factors found")
         return
 
-    click.echo("Registered factors:")
-    for name in factors:
-        factor = engine.registry.get(name)
-        if factor:
-            click.echo(f"  - {name}: {factor.formula[:50]}...")
+    factors = []
+    for f in sorted(builtin_dir.glob("alpha_*.yaml")):
+        import yaml
+
+        with open(f, "r", encoding="utf-8") as fp:
+            data = yaml.safe_load(fp)
+            factors.append(
+                {
+                    "name": data.get("name", f.stem),
+                    "type": data.get("type", "technical"),
+                    "direction": data.get("direction", "neutral"),
+                    "description": data.get("description", ""),
+                    "file": f"alpha101/{f.name}",
+                }
+            )
+
+    if json:
+        import json
+
+        click.echo(
+            json.dumps(
+                {"status": "success", "count": len(factors), "factors": factors},
+                ensure_ascii=False,
+                indent=2,
+            )
+        )
+        return
+
+    click.echo(f"Built-in Alpha101 Factors ({len(factors)} total):\n")
+    click.echo(f"{'File':<22} {'Type':<12} {'Direction':<10} Description")
+    click.echo("-" * 60)
+    for f in factors:
+        click.echo(
+            f"{f['file']:<22} {f['type']:<12} {f['direction']:<10} {f['description']}"
+        )
 
 
 @factor.command("run-file")

quantcli-0.1.12/quantcli/factors/alpha101/alpha_001.yaml

@@ -0,0 +1,6 @@
+name: ALPHA_001 经典反转因子
+type: technical
+expr: "rank(ts_argmax(where(close == delay(close, 1), 0, close), 20)) - 0.5"
+direction: positive
+category: reversal
+description: "20日创新高后转跌"

quantcli-0.1.12/quantcli/factors/alpha101/alpha_002.yaml

@@ -0,0 +1,6 @@
+name: ALPHA_002 阴线放量反转因子
+type: technical
+expr: "where(close < open, volume, -volume) / (ma(volume, 20) + 1)"
+direction: positive
+category: reversal
+description: "下跌放量见底"

quantcli-0.1.12/quantcli/factors/alpha101/alpha_003.yaml

@@ -0,0 +1,6 @@
+name: ALPHA_003 低波动率因子
+type: technical
+expr: "ts_rank(ts_decayexp(close, 7), 10) - ts_rank(ts_decayexp(close, 20), 30)"
+direction: positive
+category: volatility
+description: "低波动稳定"

quantcli-0.1.12/quantcli/factors/alpha101/alpha_004.yaml

@@ -0,0 +1,6 @@
+name: ALPHA_004 资金流向因子
+type: technical
+expr: "signed_power(where(close < open, volume, -volume), 2)"
+direction: positive
+category: flow
+description: "资金净流入"

quantcli-0.1.12/quantcli/factors/alpha101/alpha_005.yaml

@@ -0,0 +1,6 @@
+name: ALPHA_005 均线偏离趋势因子
+type: technical
+expr: "ts_rank(close - ts_ave(close, 5), 5) - ts_rank(ts_decayexp(-close, 10), 20)"
+direction: positive
+category: trend
+description: "趋势向上"

quantcli-0.1.12/quantcli/factors/alpha101/alpha_006.yaml

@@ -0,0 +1,6 @@
+name: ALPHA_006 收盘价位置因子
+type: technical
+expr: "where(close == ts_min(close, 5), close, ts_rank(close, 5))"
+direction: positive
+category: momentum
+description: "收盘在高位"

quantcli-0.1.12/quantcli/factors/alpha101/alpha_007.yaml

@@ -0,0 +1,6 @@
+name: ALPHA_007 量价稳定性因子
+type: technical
+expr: "where(ts_rank(volume / ts_max(volume, 5), 5) < ts_rank(close / ts_max(close, 10), 10), -1, 1)"
+direction: positive
+category: volatility
+description: "量价配合"

quantcli-0.1.12/quantcli/factors/alpha101/alpha_008.yaml

@@ -0,0 +1,6 @@
+name: ALPHA_008 资金净流入因子
+type: technical
+expr: "where(close < open, volume, -volume)"
+direction: positive
+category: flow
+description: "资金流入"

quantcli-0.1.12/quantcli/factors/alpha101/alpha_009.yaml

@@ -0,0 +1,6 @@
+name: ALPHA_009 12月动量因子
+type: technical
+expr: "ts_sum(close, 240) / ts_sum(ts_ave(close, 20), 12) - 1"
+direction: positive
+category: momentum
+description: "长期动量"

quantcli-0.1.12/quantcli/factors/alpha101/alpha_010.yaml

@@ -0,0 +1,6 @@
+name: ALPHA_010 均价偏离因子
+type: technical
+expr: "close - ts_ave(close, 20)"
+direction: positive
+category: reversal
+description: "偏离均线修复"

quantcli-0.1.12/quantcli/factors/alpha101/alpha_011.yaml

@@ -0,0 +1,6 @@
+name: ALPHA_011 波动率收缩因子
+type: technical
+expr: "ts_rank(close, 10) / ts_rank(close + ts_std(close, 10), 50)"
+direction: positive
+category: volatility
+description: "低波动率时买入"

quantcli-0.1.12/quantcli/factors/alpha101/alpha_012.yaml

@@ -0,0 +1,6 @@
+name: ALPHA_012 成交量反转因子
+type: technical
+expr: "where(ts_rank(volume, 10) < ts_rank(close + ts_std(close, 5), 100), -1, 1)"
+direction: positive
+category: reversal
+description: "量价背离"

quantcli-0.1.12/quantcli/factors/alpha101/alpha_013.yaml

@@ -0,0 +1,6 @@
+name: ALPHA_013 动量加速因子
+type: technical
+expr: "ts_rank(close - delay(close, 5), 20) - ts_rank(close - delay(close, 10), 40)"
+direction: positive
+category: momentum
+description: "动量加速"

quantcli-0.1.12/quantcli/factors/alpha101/alpha_014.yaml

@@ -0,0 +1,6 @@
+name: ALPHA_014 价格位置因子
+type: technical
+expr: "ts_rank(close / ts_max(close, 20), 5)"
+direction: positive
+category: trend
+description: "接近周期高点"

quantcli-0.1.12/quantcli/factors/alpha101/alpha_015.yaml

@@ -0,0 +1,6 @@
+name: ALPHA_015 成交量趋势因子
+type: technical
+expr: "ts_rank(volume / ts_ave(volume, 20), 10) - ts_rank(close / ts_ave(close, 20), 10)"
+direction: positive
+category: volume
+description: "放量上涨"

quantcli-0.1.12/quantcli/factors/alpha101/alpha_016.yaml

@@ -0,0 +1,6 @@
+name: ALPHA_016 波动率动量因子
+type: technical
+expr: "ts_rank(ts_std(close, 5), 20) - ts_rank(ts_std(close, 20), 20)"
+direction: negative
+category: volatility
+description: "低波动率动量"

quantcli-0.1.12/quantcli/factors/alpha101/alpha_017.yaml

@@ -0,0 +1,6 @@
+name: ALPHA_017 价格宽度因子
+type: technical
+expr: "ts_rank(close / ts_ave(close, 50), 10) * ts_rank(volume / ts_ave(volume, 50), 5)"
+direction: positive
+category: trend
+description: "价格强度与成交量"

quantcli-0.1.12/quantcli/factors/alpha101/alpha_018.yaml

@@ -0,0 +1,6 @@
+name: ALPHA_018 短期反转因子
+type: technical
+expr: "ts_rank(delay(close, 5), 50) - ts_rank(close, 50)"
+direction: positive
+category: reversal
+description: "短期反转"

quantcli-0.1.12/quantcli/factors/alpha101/alpha_019.yaml

@@ -0,0 +1,6 @@
+name: ALPHA_019 成交量动量因子
+type: technical
+expr: "ts_sum(volume * sign(close - delay(close, 1)), 10) / ts_sum(volume, 10)"
+direction: positive
+category: momentum
+description: "资金净流入"

quantcli-0.1.12/quantcli/factors/alpha101/alpha_020.yaml

@@ -0,0 +1,6 @@
+name: ALPHA_020 均线偏离因子
+type: technical
+expr: "(close - ma(close, 20)) / ma(close, 20) - (close - ma(close, 5)) / ma(close, 5)"
+direction: positive
+category: mean_reversion
+description: "短期偏离收敛"

quantcli-0.1.12/quantcli/factors/alpha101/alpha_021.yaml

@@ -0,0 +1,6 @@
+name: ALPHA_021 成交量加权均价因子
+type: technical
+expr: "ts_rank(ts_ave(close * volume, 10) / ts_ave(volume, 10), 20)"
+direction: positive
+category: price
+description: "成交量加权价格"

quantcli-0.1.12/quantcli/factors/alpha101/alpha_022.yaml

@@ -0,0 +1,6 @@
+name: ALPHA_022 量价相关性因子
+type: technical
+expr: "ts_rank(correlation(close, volume, 10), 20) - ts_rank(correlation(close, volume, 50), 20)"
+direction: positive
+category: volume
+description: "短期量价关系"

quantcli-0.1.12/quantcli/factors/alpha101/alpha_023.yaml

@@ -0,0 +1,6 @@
+name: ALPHA_023 价格加速度因子
+type: technical
+expr: "ts_rank(close - delay(close, 10), 20) - ts_rank(close - delay(close, 20), 20)"
+direction: positive
+category: momentum
+description: "价格加速度"

quantcli-0.1.12/quantcli/factors/alpha101/alpha_024.yaml

@@ -0,0 +1,6 @@
+name: ALPHA_024 波动率突变因子
+type: technical
+expr: "ts_rank(ts_std(close, 5), 10) - ts_rank(ts_std(close, 20), 10)"
+direction: negative
+category: volatility
+description: "波动率收缩"

quantcli-0.1.12/quantcli/factors/alpha101/alpha_025.yaml

@@ -0,0 +1,6 @@
+name: ALPHA_025 资金流向因子
+type: technical
+expr: "ts_sum(where(close > delay(close, 1), volume, -volume), 20) / ts_sum(volume, 20)"
+direction: positive
+category: flow
+description: "20日资金流向"

quantcli-0.1.12/quantcli/factors/alpha101/alpha_026.yaml

@@ -0,0 +1,6 @@
+name: ALPHA_026 相对强弱因子
+type: technical
+expr: "ts_rank(close / ts_ave(close, 50), 20) - ts_rank(ts_std(close, 10), 20)"
+direction: positive
+category: momentum
+description: "相对强弱"

quantcli-0.1.12/quantcli/factors/alpha101/alpha_027.yaml

@@ -0,0 +1,6 @@
+name: ALPHA_027 量能潮因子
+type: technical
+expr: "ts_sum(where(close > delay(close, 1), volume, -volume), 10) / ts_sum(volume, 10)"
+direction: positive
+category: volume
+description: "10日量能潮"

quantcli-0.1.12/quantcli/factors/alpha101/alpha_028.yaml

@@ -0,0 +1,6 @@
+name: ALPHA_028 均线金叉因子
+type: technical
+expr: "where(ma(close, 10) > ma(close, 20), 1, 0) * ts_rank(volume / ts_ave(volume, 20), 5)"
+direction: positive
+category: trend
+description: "均线金叉"

quantcli-0.1.12/quantcli/factors/alpha101/alpha_029.yaml

@@ -0,0 +1,6 @@
+name: ALPHA_029 价格动量因子
+type: technical
+expr: "ts_rank((close - delay(close, 5)) / delay(close, 5), 20)"
+direction: positive
+category: momentum
+description: "5日价格动量"

quantcli-0.1.12/quantcli/factors/alpha101/alpha_030.yaml

@@ -0,0 +1,6 @@
+name: ALPHA_030 成交量比率因子
+type: technical
+expr: "ts_rank(volume / ts_max(volume, 20), 5)"
+direction: positive
+category: volume
+description: "相对成交量"

quantcli-0.1.12/quantcli/factors/alpha101/alpha_031.yaml

@@ -0,0 +1,6 @@
+name: ALPHA_031 价格位置因子
+type: technical
+expr: "ts_rank(close / ts_min(close, 20), 20) - ts_rank(close / ts_max(close, 20), 20)"
+direction: positive
+category: price
+description: "价格相对位置"

quantcli-0.1.12/quantcli/factors/alpha101/alpha_032.yaml

@@ -0,0 +1,6 @@
+name: ALPHA_032 趋势强度因子
+type: technical
+expr: "ts_rank(close - ma(close, 20), 20) / ts_rank(ts_std(close, 20), 20)"
+direction: positive
+category: trend
+description: "趋势强度"

quantcli-0.1.12/quantcli/factors/alpha101/alpha_033.yaml

@@ -0,0 +1,6 @@
+name: ALPHA_033 成交量趋势因子
+type: technical
+expr: "ts_rank(volume - ma(volume, 20), 10)"
+direction: positive
+category: volume
+description: "成交量趋势"

quantcli-0.1.12/quantcli/factors/alpha101/alpha_034.yaml

@@ -0,0 +1,6 @@
+name: ALPHA_034 价格波动率因子
+type: technical
+expr: "ts_rank((high - low) / ma(close, 10), 20)"
+direction: negative
+category: volatility
+description: "低波动率"

quantcli-0.1.12/quantcli/factors/alpha101/alpha_035.yaml

@@ -0,0 +1,6 @@
+name: ALPHA_035 资金流入因子
+type: technical
+expr: "ts_rank(where(close > open, volume, 0), 10)"
+direction: positive
+category: flow
+description: "资金流入"

quantcli-0.1.12/quantcli/factors/alpha101/alpha_036.yaml

@@ -0,0 +1,6 @@
+name: ALPHA_036 RSI超卖因子
+type: technical
+expr: "where(rsi(close, 14) < 30, 1, 0) * ts_rank(volume / ts_ave(volume, 20), 5)"
+direction: positive
+category: reversal
+description: "RSI超卖"

quantcli-0.1.12/quantcli/factors/alpha101/alpha_037.yaml

@@ -0,0 +1,6 @@
+name: ALPHA_037 布林带突破因子
+type: technical
+expr: "where(close > ma(close, 20) + 2 * ts_std(close, 20), 1, 0)"
+direction: positive
+category: trend
+description: "布林带上轨突破"

quantcli-0.1.12/quantcli/factors/alpha101/alpha_038.yaml

@@ -0,0 +1,6 @@
+name: ALPHA_038 MACD信号因子
+type: technical
+expr: "ts_rank(ema(close, 12) - ema(close, 26), 10)"
+direction: positive
+category: momentum
+description: "MACD值"

quantcli-0.1.12/quantcli/factors/alpha101/alpha_039.yaml

@@ -0,0 +1,6 @@
+name: ALPHA_039 量价齐升因子
+type: technical
+expr: "ts_rank(close / delay(close, 5), 10) * ts_rank(volume / delay(volume, 5), 10)"
+direction: positive
+category: momentum
+description: "量价齐升"

quantcli-0.1.12/quantcli/factors/alpha101/alpha_040.yaml

@@ -0,0 +1,6 @@
+name: ALPHA_040 强势整理因子
+type: technical
+expr: "where(close > ma(close, 10), 1, 0) * where(ts_std(close, 5) < ts_std(close, 20), 1, 0)"
+direction: positive
+category: trend
+description: "强势整理"

{quantcli-0.1.10 → quantcli-0.1.12/quantcli.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: quantcli
-Version: 0.1.10
+Version: 0.1.12
 Summary: 面向AI的多因子量化选股策略挖掘工具，AI Agent 友好 CLI
 Author-email: QuantCLI Team <quantcli@example.com>
 Project-URL: repository, https://github.com/wumu2013/quantcli

{quantcli-0.1.10 → quantcli-0.1.12}/quantcli.egg-info/SOURCES.txt

@@ -35,6 +35,46 @@ quantcli/factors/ranking.py
 quantcli/factors/ranking_executor.py
 quantcli/factors/screening.py
 quantcli/factors/screening_executor.py
+quantcli/factors/alpha101/alpha_001.yaml
+quantcli/factors/alpha101/alpha_002.yaml
+quantcli/factors/alpha101/alpha_003.yaml
+quantcli/factors/alpha101/alpha_004.yaml
+quantcli/factors/alpha101/alpha_005.yaml
+quantcli/factors/alpha101/alpha_006.yaml
+quantcli/factors/alpha101/alpha_007.yaml
+quantcli/factors/alpha101/alpha_008.yaml
+quantcli/factors/alpha101/alpha_009.yaml
+quantcli/factors/alpha101/alpha_010.yaml
+quantcli/factors/alpha101/alpha_011.yaml
+quantcli/factors/alpha101/alpha_012.yaml
+quantcli/factors/alpha101/alpha_013.yaml
+quantcli/factors/alpha101/alpha_014.yaml
+quantcli/factors/alpha101/alpha_015.yaml
+quantcli/factors/alpha101/alpha_016.yaml
+quantcli/factors/alpha101/alpha_017.yaml
+quantcli/factors/alpha101/alpha_018.yaml
+quantcli/factors/alpha101/alpha_019.yaml
+quantcli/factors/alpha101/alpha_020.yaml
+quantcli/factors/alpha101/alpha_021.yaml
+quantcli/factors/alpha101/alpha_022.yaml
+quantcli/factors/alpha101/alpha_023.yaml
+quantcli/factors/alpha101/alpha_024.yaml
+quantcli/factors/alpha101/alpha_025.yaml
+quantcli/factors/alpha101/alpha_026.yaml
+quantcli/factors/alpha101/alpha_027.yaml
+quantcli/factors/alpha101/alpha_028.yaml
+quantcli/factors/alpha101/alpha_029.yaml
+quantcli/factors/alpha101/alpha_030.yaml
+quantcli/factors/alpha101/alpha_031.yaml
+quantcli/factors/alpha101/alpha_032.yaml
+quantcli/factors/alpha101/alpha_033.yaml
+quantcli/factors/alpha101/alpha_034.yaml
+quantcli/factors/alpha101/alpha_035.yaml
+quantcli/factors/alpha101/alpha_036.yaml
+quantcli/factors/alpha101/alpha_037.yaml
+quantcli/factors/alpha101/alpha_038.yaml
+quantcli/factors/alpha101/alpha_039.yaml
+quantcli/factors/alpha101/alpha_040.yaml
 quantcli/models/bar.py
 quantcli/parser/__init__.py
 quantcli/parser/constants.py

{quantcli-0.1.10 → quantcli-0.1.12}/tests/test_builtin_factors.py

@@ -18,7 +18,11 @@ import numpy as np
 from click.testing import CliRunner
 
 from quantcli import cli
-from quantcli.factors.loader import load_strategy, load_all_factors, load_factor_from_ref
+from quantcli.factors.loader import (
+    load_strategy,
+    load_all_factors,
+    load_factor_from_ref,
+)
 from quantcli.factors.pipeline import FactorPipeline
 
 
@@ -38,15 +42,17 @@ def sample_price_data():
     open_ = close * (1 + np.random.randn(100) * 0.01)
     volume = np.random.randint(1000000, 10000000, 100)
 
-    return pd.DataFrame({
-        "date": dates,
-        "symbol": ["600519"] * 100,
-        "open": open_,
-        "high": close * 1.02,
-        "low": close * 0.98,
-        "close": close,
-        "volume": volume,
-    })
+    return pd.DataFrame(
+        {
+            "date": dates,
+            "symbol": ["600519"] * 100,
+            "open": open_,
+            "high": close * 1.02,
+            "low": close * 0.98,
+            "close": close,
+            "volume": volume,
+        }
+    )
 
 
 @pytest.fixture
@@ -60,25 +66,27 @@ def multi_symbol_price_data():
 
     for symbol in symbols:
         close = 100 + np.cumsum(np.random.randn(60) * 0.5)
-        data[symbol] = pd.DataFrame({
-            "date": dates,
-            "symbol": [symbol] * 60,
-            "open": close * (1 + np.random.randn(60) * 0.01),
-            "high": close * 1.02,
-            "low": close * 0.98,
-            "close": close,
-            "volume": np.random.randint(1000000, 10000000, 60),
-        })
+        data[symbol] = pd.DataFrame(
+            {
+                "date": dates,
+                "symbol": [symbol] * 60,
+                "open": close * (1 + np.random.randn(60) * 0.01),
+                "high": close * 1.02,
+                "low": close * 0.98,
+                "close": close,
+                "volume": np.random.randint(1000000, 10000000, 60),
+            }
+        )
 
     return data
 
 
-class TestFactorsListCommand:
-    """quantcli factors list 命令测试"""
+class TestFactorBuiltinListCommand:
+    """quantcli factor list 命令测试"""
 
-    def test_factors_list_basic(self, runner):
-        """测试 factors list 基本功能"""
-        result = runner.invoke(cli.factors_list, ["--json"])
+    def test_factor_list_builtin_basic(self, runner):
+        """测试 factor list 基本功能"""
+        result = runner.invoke(cli.factor_list, ["--json"])
 
         assert result.exit_code == 0
         output = json.loads(result.output)
@@ -87,20 +95,19 @@ class TestFactorsListCommand:
         assert output["count"] == 40
         assert len(output["factors"]) == 40
 
-    def test_factors_list_shows_alpha101(self, runner):
-        """测试 factors list 显示 Alpha101 因子"""
-        result = runner.invoke(cli.factors_list, ["--json"])
+    def test_factor_list_builtin_shows_alpha101(self, runner):
+        """测试 factor list 显示 Alpha101 因子"""
+        result = runner.invoke(cli.factor_list, ["--json"])
 
         assert result.exit_code == 0
         output = json.loads(result.output)
 
-        # 检查包含 alpha_001
         factor_files = [f["file"] for f in output["factors"]]
         assert "alpha101/alpha_001.yaml" in factor_files
 
-    def test_factors_list_human_format(self, runner):
-        """测试 factors list 人类友好格式"""
-        result = runner.invoke(cli.factors_list, [])
+    def test_factor_list_builtin_human_format(self, runner):
+        """测试 factor list 人类友好格式"""
+        result = runner.invoke(cli.factor_list, [])
 
         assert result.exit_code == 0
         assert "Built-in Alpha101 Factors" in result.output
@@ -113,7 +120,9 @@ class TestBuiltinFactors:
 
     def test_load_single_builtin_factor(self):
         """测试加载单个内置因子"""
-        factor = load_factor_from_ref("/Users/apple/quantcli/examples/strategies", "alpha101/alpha_001")
+        factor = load_factor_from_ref(
+            "/Users/apple/quantcli/examples/strategies", "alpha101/alpha_001"
+        )
 
         assert factor is not None
         assert "alpha_001" in factor.name.lower() or "反转" in factor.description
@@ -135,7 +144,9 @@ class TestBuiltinFactors:
 
     def test_builtin_factor_fields(self):
         """测试内置因子字段完整"""
-        factor = load_factor_from_ref("/Users/apple/quantcli/examples/strategies", "alpha101/alpha_008")
+        factor = load_factor_from_ref(
+            "/Users/apple/quantcli/examples/strategies", "alpha101/alpha_008"
+        )
 
         assert factor is not None
         assert factor.name is not None
@@ -156,7 +167,9 @@ class TestBuiltinFactors:
         # 测试每个因子都能加载
         for yaml_file in yaml_files:
             alpha_name = yaml_file.stem  # alpha_001
-            factor = load_factor_from_ref("/Users/apple/quantcli/examples/strategies", f"alpha101/{alpha_name}")
+            factor = load_factor_from_ref(
+                "/Users/apple/quantcli/examples/strategies", f"alpha101/{alpha_name}"
+            )
             assert factor is not None, f"Failed to load {yaml_file.name}"
 
 
@@ -248,8 +261,8 @@ class TestAnalyzeCommands:
         window = 20
         ic_rolling = []
         for i in range(window, len(factor)):
-            f = factor.iloc[i-window:i]
-            r = forward_returns.iloc[i-window:i]
+            f = factor.iloc[i - window : i]
+            r = forward_returns.iloc[i - window : i]
             valid_mask = ~(f.isna() | r.isna())
             if valid_mask.sum() > 5:
                 ic, _ = spearmanr(f[valid_mask], r[valid_mask])
@@ -268,7 +281,7 @@ class TestFilterRunCommand:
 
     def test_filter_config_loading(self, tmp_path):
         """测试 filter 配置加载"""
-        with tempfile.NamedTemporaryFile(mode='w', suffix='.yaml', delete=False) as f:
+        with tempfile.NamedTemporaryFile(mode="w", suffix=".yaml", delete=False) as f:
             f.write("""
 name: 测试策略
 version: 1.0.0
@@ -293,6 +306,7 @@ output:
             assert config.name == "测试策略"
         finally:
             import os
+
             os.unlink(config_path)
 
     def test_filter_with_weights(self, tmp_path, multi_symbol_price_data):
@@ -300,7 +314,7 @@ output:
         from quantcli.factors.compute import FactorComputer
         from quantcli.factors.ranking import ScoringEngine
 
-        with tempfile.NamedTemporaryFile(mode='w', suffix='.yaml', delete=False) as f:
+        with tempfile.NamedTemporaryFile(mode="w", suffix=".yaml", delete=False) as f:
             f.write("""
 name: 测试策略
 version: 1.0.0
@@ -332,7 +346,7 @@ output:
                 factors,
                 multi_symbol_price_data,
                 {},
-                list(multi_symbol_price_data.keys())
+                list(multi_symbol_price_data.keys()),
             )
 
             assert "close_price" in factor_df.columns
@@ -345,6 +359,7 @@ output:
             assert len(result) == len(multi_symbol_price_data)
         finally:
             import os
+
             os.unlink(config_path)
 
     def test_filter_with_conditions(self, tmp_path, multi_symbol_price_data):
@@ -352,7 +367,7 @@ output:
         from quantcli.factors.compute import FactorComputer
         from quantcli.factors.ranking import ScoringEngine
 
-        with tempfile.NamedTemporaryFile(mode='w', suffix='.yaml', delete=False) as f:
+        with tempfile.NamedTemporaryFile(mode="w", suffix=".yaml", delete=False) as f:
             f.write("""
 name: 测试条件筛选
 version: 1.0.0
@@ -387,7 +402,7 @@ output:
                 factors,
                 multi_symbol_price_data,
                 {},
-                list(multi_symbol_price_data.keys())
+                list(multi_symbol_price_data.keys()),
             )
 
             scorer = ScoringEngine(normalize="zscore")
@@ -397,6 +412,7 @@ output:
             assert "score" in result.columns
         finally:
             import os
+
             os.unlink(config_path)
 
     def test_filter_json_output_format(self, tmp_path, multi_symbol_price_data):
@@ -406,7 +422,7 @@ output:
         from quantcli.factors.compute import FactorComputer
         from quantcli.factors.ranking import ScoringEngine
 
-        with tempfile.NamedTemporaryFile(mode='w', suffix='.yaml', delete=False) as f:
+        with tempfile.NamedTemporaryFile(mode="w", suffix=".yaml", delete=False) as f:
             f.write("""
 name: 测试策略
 version: 1.0.0
@@ -435,7 +451,7 @@ output:
                 factors,
                 multi_symbol_price_data,
                 {},
-                list(multi_symbol_price_data.keys())
+                list(multi_symbol_price_data.keys()),
             )
 
             scorer = ScoringEngine(normalize="zscore")
@@ -445,7 +461,7 @@ output:
             output = {
                 "status": "success",
                 "count": len(result),
-                "results": result.to_dict(orient="records")
+                "results": result.to_dict(orient="records"),
             }
 
             assert output["status"] == "success"
@@ -454,6 +470,7 @@ output:
             assert len(parsed) > 0
         finally:
             import os
+
             os.unlink(config_path)
 
 
@@ -712,17 +729,22 @@ class TestFormulaSyntax:
         computer = FactorComputer()
 
         factors = {
-            "ma20": FactorDefinition(name="ma20", type="technical", expr="ma(close, 20)"),
-            "ema12": FactorDefinition(name="ema12", type="technical", expr="ema(close, 12)"),
-            "delay5": FactorDefinition(name="delay5", type="technical", expr="delay(close, 5)"),
-            "std20": FactorDefinition(name="std20", type="technical", expr="rolling_std(close, 20)"),
+            "ma20": FactorDefinition(
+                name="ma20", type="technical", expr="ma(close, 20)"
+            ),
+            "ema12": FactorDefinition(
+                name="ema12", type="technical", expr="ema(close, 12)"
+            ),
+            "delay5": FactorDefinition(
+                name="delay5", type="technical", expr="delay(close, 5)"
+            ),
+            "std20": FactorDefinition(
+                name="std20", type="technical", expr="rolling_std(close, 20)"
+            ),
         }
 
         result = computer.compute_all_factors(
-            factors,
-            {"600519": sample_price_data},
-            {},
-            ["600519"]
+            factors, {"600519": sample_price_data}, {}, ["600519"]
         )
 
         assert "ma20" in result.columns
@@ -739,14 +761,13 @@ class TestFormulaSyntax:
 
         factors = {
             "rank": FactorDefinition(name="rank", type="technical", expr="rank(close)"),
-            "zscore": FactorDefinition(name="zscore", type="technical", expr="zscore(close)"),
+            "zscore": FactorDefinition(
+                name="zscore", type="technical", expr="zscore(close)"
+            ),
         }
 
         result = computer.compute_all_factors(
-            factors,
-            {"600519": sample_price_data},
-            {},
-            ["600519"]
+            factors, {"600519": sample_price_data}, {}, ["600519"]
         )
 
         assert "rank" in result.columns
@@ -761,14 +782,13 @@ class TestFormulaSyntax:
 
         # correlation 计算 - 价格与成交量的相关性
         factors = {
-            "corr": FactorDefinition(name="corr", type="technical", expr="correlation(close, volume, 10)"),
+            "corr": FactorDefinition(
+                name="corr", type="technical", expr="correlation(close, volume, 10)"
+            ),
         }
 
         result = computer.compute_all_factors(
-            factors,
-            {"600519": sample_price_data},
-            {},
-            ["600519"]
+            factors, {"600519": sample_price_data}, {}, ["600519"]
         )
 
         assert "corr" in result.columns
@@ -781,15 +801,16 @@ class TestFormulaSyntax:
         computer = FactorComputer()
 
         factors = {
-            "is_up": FactorDefinition(name="is_up", type="technical", expr="where(close > open, 1, 0)"),
-            "is_yinliang": FactorDefinition(name="is_yinliang", type="technical", expr="where(close < open, 1, 0)"),
+            "is_up": FactorDefinition(
+                name="is_up", type="technical", expr="where(close > open, 1, 0)"
+            ),
+            "is_yinliang": FactorDefinition(
+                name="is_yinliang", type="technical", expr="where(close < open, 1, 0)"
+            ),
         }
 
         result = computer.compute_all_factors(
-            factors,
-            {"600519": sample_price_data},
-            {},
-            ["600519"]
+            factors, {"600519": sample_price_data}, {}, ["600519"]
         )
 
         assert "is_up" in result.columns