quantcli 0.1.11__tar.gz → 0.1.13__tar.gz

{quantcli-0.1.11/quantcli.egg-info → quantcli-0.1.13}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: quantcli
-Version: 0.1.11
+Version: 0.1.13
 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-0.1.13}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "quantcli"
-version = "0.1.11"
+version = "0.1.13"
 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-0.1.13/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-0.1.13/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-0.1.13/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-0.1.13/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-0.1.13/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-0.1.13/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-0.1.13/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-0.1.13/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-0.1.13/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-0.1.13/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-0.1.13/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-0.1.13/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-0.1.13/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-0.1.13/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-0.1.13/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-0.1.13/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-0.1.13/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-0.1.13/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-0.1.13/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-0.1.13/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-0.1.13/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-0.1.13/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-0.1.13/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-0.1.13/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-0.1.13/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-0.1.13/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-0.1.13/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-0.1.13/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-0.1.13/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-0.1.13/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-0.1.13/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-0.1.13/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-0.1.13/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-0.1.13/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-0.1.13/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-0.1.13/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-0.1.13/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-0.1.13/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-0.1.13/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-0.1.13/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-0.1.11 → quantcli-0.1.13}/quantcli/utils/path.py

@@ -76,6 +76,7 @@ def set_project_root(path: Union[str, Path]):
 # 目录快捷方式
 # =============================================================================
 
+
 def data_dir(sub: str = "") -> Path:
     """数据目录
 
@@ -115,26 +116,20 @@ def factors_dir() -> Path:
 def builtin_factors_dir() -> Path:
     """内置因子目录 (quantcli/factors/)
 
-    兼容可编辑安装模式。
-    对于可编辑安装，包在 project_root/quantcli/ 目录下。
-    对于标准安装，包在 site-packages/quantcli/ 目录下。
+    标准安装: quantcli 在 site-packages 目录下。
+    返回 quantcli/factors/alpha101/ 作为内置因子目录。
 
     Returns:
-        内置因子目录 Path
+        内置因子目录 Path (quantcli/factors/)
     """
-    root = project_root()
-    cli_path = root / "quantcli"
+    import importlib.util
 
-    # 可编辑安装: quantcli 是项目子目录
-    if cli_path.exists():
-        return cli_path / "factors"
+    spec = importlib.util.find_spec("quantcli")
+    if spec is None or spec.submodule_search_locations is None:
+        raise RuntimeError("quantcli package location not found")
 
-    # 标准安装: quantcli 在 site-packages
-    import quantcli
-    try:
-        return Path(quantcli.__file__).parent / "factors"
-    except (TypeError, AttributeError):
-        return root / "factors"
+    # 取第一个搜索位置
+    return Path(spec.submodule_search_locations[0]) / "factors"
 
 
 def strategies_dir() -> Path:
@@ -171,6 +166,7 @@ def tests_dir() -> Path:
 # 目录操作
 # =============================================================================
 
+
 def ensure_dir(path: Union[str, Path]) -> Path:
     """确保目录存在
 
@@ -250,12 +246,14 @@ def copy_dir(src: Union[str, Path], dst: Union[str, Path]):
             copy_dir(item, src_path)
         else:
             import shutil
+
             shutil.copy2(item, src_path)
 
 
 def move_dir(src: Union[str, Path], dst: Union[str, Path]):
     """移动目录"""
     import shutil
+
     shutil.move(str(src), str(dst))
 
 
@@ -263,10 +261,9 @@ def move_dir(src: Union[str, Path], dst: Union[str, Path]):
 # 文件操作
 # =============================================================================
 
+
 def find_files(
-    pattern: str,
-    root: Optional[Path] = None,
-    recursive: bool = True
+    pattern: str, root: Optional[Path] = None, recursive: bool = True
 ) -> List[Path]:
     """查找文件
 
@@ -319,6 +316,7 @@ def file_age(path: Union[str, Path]) -> float:
         文件创建时间距今的秒数
     """
     import time
+
     path = Path(path)
     if not path.exists():
         return float("inf")
@@ -350,6 +348,7 @@ def format_size(size: int) -> str:
 # 路径工具
 # =============================================================================
 
+
 def normpath(path: Union[str, Path]) -> Path:
     """规范化路径"""
     return Path(os.path.normpath(path))
@@ -393,6 +392,7 @@ def is_subpath(path: Union[str, Path], parent: Union[str, Path]) -> bool:
 # 扩展名处理
 # =============================================================================
 
+
 def get_extension(path: Union[str, Path]) -> str:
     """获取文件扩展名 (含点)"""
     return Path(path).suffix
@@ -415,6 +415,7 @@ def replace_extension(path: Union[str, Path], new_ext: str) -> Path:
 # 临时文件
 # =============================================================================
 
+
 def temp_dir(sub: str = "") -> Path:
     """获取临时目录
 
@@ -425,6 +426,7 @@ def temp_dir(sub: str = "") -> Path:
         临时目录路径
     """
     import tempfile
+
     base = tempfile.gettempdir()
     path = Path(base) / "quantcli"
     if sub:
@@ -442,6 +444,7 @@ def temp_file(suffix: str = "") -> Path:
         临时文件路径
     """
     import tempfile
+
     fd, path = tempfile.mkstemp(suffix=suffix)
     os.close(fd)
     return Path(path)

{quantcli-0.1.11 → quantcli-0.1.13/quantcli.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: quantcli
-Version: 0.1.11
+Version: 0.1.13
 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-0.1.13}/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