PyPI - quantcli - Versions diffs - 0.1.11__tar.gz → 0.1.12__tar.gz - Mend

quantcli 0.1.11tar.gz → 0.1.12tar.gz

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.

Files changed (101) hide show

{quantcli-0.1.11/quantcli.egg-info → quantcli-0.1.12}/PKG-INFO RENAMED Viewed

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: quantcli
-Version: 0.1.11
+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-0.1.11 → quantcli-0.1.12}/pyproject.toml RENAMED Viewed

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 [project]
 name = "quantcli"
-version = "0.1.11"
+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-0.1.12/quantcli/factors/alpha101/alpha_001.yaml ADDED Viewed

@@ -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 ADDED Viewed

@@ -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 ADDED Viewed

@@ -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 ADDED Viewed

@@ -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 ADDED Viewed

@@ -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 ADDED Viewed

@@ -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 ADDED Viewed

@@ -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 ADDED Viewed

@@ -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 ADDED Viewed

@@ -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 ADDED Viewed

@@ -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 ADDED Viewed

@@ -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 ADDED Viewed

@@ -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 ADDED Viewed

@@ -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 ADDED Viewed

@@ -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 ADDED Viewed

@@ -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 ADDED Viewed

@@ -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 ADDED Viewed

@@ -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 ADDED Viewed

@@ -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 ADDED Viewed

@@ -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 ADDED Viewed

@@ -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 ADDED Viewed

@@ -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 ADDED Viewed

@@ -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 ADDED Viewed

@@ -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 ADDED Viewed

@@ -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 ADDED Viewed

@@ -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 ADDED Viewed

@@ -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 ADDED Viewed

@@ -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 ADDED Viewed

@@ -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 ADDED Viewed

@@ -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 ADDED Viewed

@@ -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 ADDED Viewed

@@ -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 ADDED Viewed

@@ -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 ADDED Viewed

@@ -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 ADDED Viewed

@@ -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 ADDED Viewed

@@ -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 ADDED Viewed

@@ -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 ADDED Viewed

@@ -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 ADDED Viewed

@@ -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 ADDED Viewed

@@ -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 ADDED Viewed

@@ -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-0.1.11 → quantcli-0.1.12/quantcli.egg-info}/PKG-INFO RENAMED Viewed

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: quantcli
-Version: 0.1.11
+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-0.1.11 → quantcli-0.1.12}/quantcli.egg-info/SOURCES.txt RENAMED Viewed

@@ -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