quantnodes 3.0.0__py3-none-any.whl
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.
- QuantNodes/__init__.py +15 -0
- QuantNodes/__main__.py +14 -0
- QuantNodes/agent/__init__.py +158 -0
- QuantNodes/agent/agents/__init__.py +13 -0
- QuantNodes/agent/agents/definition.py +180 -0
- QuantNodes/agent/agents/manager.py +73 -0
- QuantNodes/agent/config/__init__.py +34 -0
- QuantNodes/agent/config/executor.py +958 -0
- QuantNodes/agent/config/loader.py +427 -0
- QuantNodes/agent/config/templates/bollinger_bands.yaml +84 -0
- QuantNodes/agent/config/templates/dual_ma.yaml +72 -0
- QuantNodes/agent/config/templates/empty.yaml +56 -0
- QuantNodes/agent/config/templates/mean_reversion.yaml +47 -0
- QuantNodes/agent/config/templates/mean_reversion_zscore.yaml +90 -0
- QuantNodes/agent/config/templates/momentum.yaml +81 -0
- QuantNodes/agent/config/templates/momentum_breakout.yaml +84 -0
- QuantNodes/agent/config/templates/rsi_strategy.yaml +72 -0
- QuantNodes/agent/config/templates/volume_price.yaml +86 -0
- QuantNodes/agent/config/types.py +156 -0
- QuantNodes/agent/config_mapper.py +293 -0
- QuantNodes/agent/core/__init__.py +19 -0
- QuantNodes/agent/core/dream.py +47 -0
- QuantNodes/agent/core/quant_dream.py +274 -0
- QuantNodes/agent/cron_jobs.py +314 -0
- QuantNodes/agent/nanobot_bridge.py +242 -0
- QuantNodes/agent/permission/__init__.py +30 -0
- QuantNodes/agent/permission/defaults.py +36 -0
- QuantNodes/agent/permission/evaluate.py +41 -0
- QuantNodes/agent/permission/models.py +59 -0
- QuantNodes/agent/permission/service.py +133 -0
- QuantNodes/agent/providers/__init__.py +11 -0
- QuantNodes/agent/providers/base.py +102 -0
- QuantNodes/agent/providers/quantnodes.py +610 -0
- QuantNodes/agent/providers/rate_limiter.py +326 -0
- QuantNodes/agent/providers/registry.py +163 -0
- QuantNodes/agent/skills/__init__.py +20 -0
- QuantNodes/agent/skills/base.py +118 -0
- QuantNodes/agent/skills/bridge.py +73 -0
- QuantNodes/agent/skills/factor/__init__.py +14 -0
- QuantNodes/agent/skills/factor/correlation.py +99 -0
- QuantNodes/agent/skills/factor/group_backtest.py +114 -0
- QuantNodes/agent/skills/factor/ic_analysis.py +106 -0
- QuantNodes/agent/skills/loader.py +107 -0
- QuantNodes/agent/skills/registry.py +105 -0
- QuantNodes/agent/skills/strategy/__init__.py +16 -0
- QuantNodes/agent/skills/strategy/bollinger.py +86 -0
- QuantNodes/agent/skills/strategy/dual_ma.py +82 -0
- QuantNodes/agent/skills/strategy/momentum.py +74 -0
- QuantNodes/agent/skills/strategy/rsi_reversal.py +99 -0
- QuantNodes/agent/skills_quant/__init__.py +14 -0
- QuantNodes/agent/skills_quant/backtest-analyze/SKILL.md +42 -0
- QuantNodes/agent/skills_quant/config-driven/SKILL.md +72 -0
- QuantNodes/agent/skills_quant/factor-research/SKILL.md +40 -0
- QuantNodes/agent/skills_quant/quant-dream/SKILL.md +55 -0
- QuantNodes/agent/skills_quant/risk-management/SKILL.md +45 -0
- QuantNodes/agent/skills_quant/strategy-design/SKILL.md +43 -0
- QuantNodes/agent/templates/__init__.py +4 -0
- QuantNodes/agent/tools/__init__.py +173 -0
- QuantNodes/agent/tools/_workspace.py +51 -0
- QuantNodes/agent/tools/alpha_backtest.py +328 -0
- QuantNodes/agent/tools/alpha_evaluate.py +493 -0
- QuantNodes/agent/tools/backtest.py +226 -0
- QuantNodes/agent/tools/base.py +133 -0
- QuantNodes/agent/tools/code_search.py +207 -0
- QuantNodes/agent/tools/config_backtest.py +401 -0
- QuantNodes/agent/tools/context.py +97 -0
- QuantNodes/agent/tools/dream_skill.py +77 -0
- QuantNodes/agent/tools/echo.py +38 -0
- QuantNodes/agent/tools/factor.py +231 -0
- QuantNodes/agent/tools/file_ops.py +201 -0
- QuantNodes/agent/tools/git_ops.py +190 -0
- QuantNodes/agent/tools/operator_lookup.py +218 -0
- QuantNodes/agent/tools/output_truncation.py +77 -0
- QuantNodes/agent/tools/path_check.py +43 -0
- QuantNodes/agent/tools/pipeline.py +62 -0
- QuantNodes/agent/tools/registry.py +150 -0
- QuantNodes/agent/tools/sandbox.py +62 -0
- QuantNodes/agent/tools/shell_safety.py +63 -0
- QuantNodes/agent/tools/strategy.py +106 -0
- QuantNodes/agent/tools/task.py +171 -0
- QuantNodes/agent/tools/web_fetch.py +142 -0
- QuantNodes/agent/tools/web_search.py +114 -0
- QuantNodes/agent/tools/wiki.py +370 -0
- QuantNodes/agent/utils/__init__.py +11 -0
- QuantNodes/agent/utils/helpers.py +43 -0
- QuantNodes/agent/utils/prompt_templates.py +30 -0
- QuantNodes/agent/workflows/__init__.py +20 -0
- QuantNodes/agent/workflows/implementations/__init__.py +8 -0
- QuantNodes/agent/workflows/implementations/alpha_gpt.py +508 -0
- QuantNodes/agent/workflows/implementations/mcts.py +442 -0
- QuantNodes/agent/workflows/parsers.py +44 -0
- QuantNodes/agent/workflows/registry.py +119 -0
- QuantNodes/agent/workflows/step_agent.py +219 -0
- QuantNodes/agent/workflows/tool.py +198 -0
- QuantNodes/ai/__init__.py +93 -0
- QuantNodes/ai/llm/__init__.py +75 -0
- QuantNodes/ai/llm/base.py +233 -0
- QuantNodes/ai/llm/decorators.py +281 -0
- QuantNodes/ai/llm/gateway.py +571 -0
- QuantNodes/ai/llm/null.py +76 -0
- QuantNodes/ai/llm/openai.py +435 -0
- QuantNodes/ai/optimizer.py +405 -0
- QuantNodes/ai/prompts/__init__.py +229 -0
- QuantNodes/ai/sandbox.py +371 -0
- QuantNodes/ai/sandbox_pandas_bridge.py +150 -0
- QuantNodes/ai/strategy_gen.py +396 -0
- QuantNodes/backtest/__init__.py +64 -0
- QuantNodes/backtest/backtest_node.py +188 -0
- QuantNodes/backtest/broker_node.py +378 -0
- QuantNodes/backtest/config_runner.py +397 -0
- QuantNodes/backtest/config_strategy.py +64 -0
- QuantNodes/backtest/risk_node.py +360 -0
- QuantNodes/backtest/strategy_node.py +268 -0
- QuantNodes/cache_node/__init__.py +19 -0
- QuantNodes/cache_node/base.py +244 -0
- QuantNodes/cache_node/cache_store.py +99 -0
- QuantNodes/cache_node/metadata.py +100 -0
- QuantNodes/cli/__init__.py +109 -0
- QuantNodes/cli/_helpers.py +511 -0
- QuantNodes/cli/command.py +110 -0
- QuantNodes/cli/commands/__init__.py +69 -0
- QuantNodes/cli/commands/agent.py +158 -0
- QuantNodes/cli/commands/alpha.py +951 -0
- QuantNodes/cli/commands/chat.py +38 -0
- QuantNodes/cli/commands/evolve.py +120 -0
- QuantNodes/cli/commands/factor.py +569 -0
- QuantNodes/cli/commands/init.py +190 -0
- QuantNodes/cli/commands/run.py +259 -0
- QuantNodes/cli/commands/serve.py +398 -0
- QuantNodes/cli/commands/version.py +120 -0
- QuantNodes/cli/enhanced.py +146 -0
- QuantNodes/conf_node/__init__.py +37 -0
- QuantNodes/conf_node/base.py +120 -0
- QuantNodes/conf_node/env_config.py +132 -0
- QuantNodes/conf_node/ini_config.py +70 -0
- QuantNodes/conf_node/json_config.py +69 -0
- QuantNodes/conf_node/yaml_config.py +78 -0
- QuantNodes/constants.py +17 -0
- QuantNodes/core/__init__.py +196 -0
- QuantNodes/core/_lookback_helpers.py +49 -0
- QuantNodes/core/ast_parser.py +198 -0
- QuantNodes/core/base.py +61 -0
- QuantNodes/core/cache_manager.py +344 -0
- QuantNodes/core/cache_utils.py +150 -0
- QuantNodes/core/cond_builder.py +53 -0
- QuantNodes/core/config.py +170 -0
- QuantNodes/core/constants.py +48 -0
- QuantNodes/core/control.py +412 -0
- QuantNodes/core/data_preprocessing.py +453 -0
- QuantNodes/core/data_source.py +46 -0
- QuantNodes/core/events.py +178 -0
- QuantNodes/core/evolution/__init__.py +22 -0
- QuantNodes/core/evolution/loop.py +583 -0
- QuantNodes/core/evolution/operators.py +289 -0
- QuantNodes/core/evolution/settings.py +44 -0
- QuantNodes/core/expression.py +841 -0
- QuantNodes/core/feedback/__init__.py +38 -0
- QuantNodes/core/feedback/channels.py +182 -0
- QuantNodes/core/feedback/collector.py +91 -0
- QuantNodes/core/feedback/dataclass.py +239 -0
- QuantNodes/core/feedback/llm_judge.py +138 -0
- QuantNodes/core/knowledge/__init__.py +69 -0
- QuantNodes/core/knowledge/knowledge_base.py +217 -0
- QuantNodes/core/knowledge/lineage_compress.py +196 -0
- QuantNodes/core/knowledge/lineage_expand.py +123 -0
- QuantNodes/core/knowledge/metrics/__init__.py +43 -0
- QuantNodes/core/knowledge/metrics/evaluator.py +176 -0
- QuantNodes/core/knowledge/metrics/metrics.py +220 -0
- QuantNodes/core/knowledge/rag_prompt.py +196 -0
- QuantNodes/core/knowledge/retriever.py +209 -0
- QuantNodes/core/lambda_node.py +81 -0
- QuantNodes/core/monitoring/__init__.py +22 -0
- QuantNodes/core/monitoring/collector.py +292 -0
- QuantNodes/core/monitoring/dashboard.py +365 -0
- QuantNodes/core/node.py +375 -0
- QuantNodes/core/pandas_utils.py +504 -0
- QuantNodes/core/parallel/__init__.py +15 -0
- QuantNodes/core/parallel/worker.py +140 -0
- QuantNodes/core/parallel/worker_process.py +265 -0
- QuantNodes/core/path_utils.py +73 -0
- QuantNodes/core/pipeline.py +328 -0
- QuantNodes/core/plugin.py +135 -0
- QuantNodes/core/quality_gate/__init__.py +32 -0
- QuantNodes/core/quality_gate/complexity.py +94 -0
- QuantNodes/core/quality_gate/consistency.py +26 -0
- QuantNodes/core/quality_gate/node.py +97 -0
- QuantNodes/core/quality_gate/redundancy.py +51 -0
- QuantNodes/core/quality_gate/settings.py +43 -0
- QuantNodes/core/quality_gate/zoo.py +98 -0
- QuantNodes/core/serializable.py +116 -0
- QuantNodes/core/serialization.py +673 -0
- QuantNodes/core/tools.py +333 -0
- QuantNodes/core/trajectory/__init__.py +25 -0
- QuantNodes/core/trajectory/entry.py +116 -0
- QuantNodes/core/trajectory/lineage.py +67 -0
- QuantNodes/core/trajectory/pool.py +211 -0
- QuantNodes/core/trajectory/selector.py +140 -0
- QuantNodes/core/visualization/__init__.py +33 -0
- QuantNodes/core/visualization/builder.py +233 -0
- QuantNodes/core/visualization/gate_breakdown.py +140 -0
- QuantNodes/core/visualization/lineage_dag.py +203 -0
- QuantNodes/core/visualization/metric_distribution.py +125 -0
- QuantNodes/core/visualization/report.py +68 -0
- QuantNodes/database_node/__init__.py +69 -0
- QuantNodes/database_node/base.py +135 -0
- QuantNodes/database_node/clickhouse_node.py +272 -0
- QuantNodes/database_node/csv_node.py +83 -0
- QuantNodes/database_node/duckdb_node.py +86 -0
- QuantNodes/database_node/factory.py +83 -0
- QuantNodes/database_node/mysql_node.py +100 -0
- QuantNodes/database_node/parquet_node.py +75 -0
- QuantNodes/database_node/sqlite_node.py +67 -0
- QuantNodes/factor_node/__init__.py +50 -0
- QuantNodes/factor_node/factor.py +563 -0
- QuantNodes/factor_node/factor_db.py +421 -0
- QuantNodes/factor_node/factor_functions/__init__.py +252 -0
- QuantNodes/factor_node/factor_functions/_helpers.py +358 -0
- QuantNodes/factor_node/factor_functions/_helpers_debug.py +317 -0
- QuantNodes/factor_node/factor_functions/composite_ops.py +136 -0
- QuantNodes/factor_node/factor_functions/math_ops.py +433 -0
- QuantNodes/factor_node/factor_functions/section_ops.py +290 -0
- QuantNodes/factor_node/factor_functions/talib_ops.py +1293 -0
- QuantNodes/factor_node/factor_functions/time_ops.py +535 -0
- QuantNodes/factor_node/factor_operation.py +1115 -0
- QuantNodes/factor_node/factor_table.py +1073 -0
- QuantNodes/factor_node/quant_nodes_object.py +60 -0
- QuantNodes/mcp_server/__init__.py +27 -0
- QuantNodes/mcp_server/__main__.py +4 -0
- QuantNodes/mcp_server/server.py +272 -0
- QuantNodes/methods/__init__.py +28 -0
- QuantNodes/methods/pipeline.py +100 -0
- QuantNodes/methods/sandbox.py +102 -0
- QuantNodes/monitor/__init__.py +27 -0
- QuantNodes/monitor/agent_tools/__init__.py +5 -0
- QuantNodes/monitor/agent_tools/monitor_tool.py +98 -0
- QuantNodes/monitor/agent_tools/schedule_tool.py +98 -0
- QuantNodes/monitor/agent_tools/version_tool.py +133 -0
- QuantNodes/monitor/monitor/__init__.py +6 -0
- QuantNodes/monitor/monitor/alerter.py +60 -0
- QuantNodes/monitor/monitor/collector.py +164 -0
- QuantNodes/monitor/monitor/dashboard.py +115 -0
- QuantNodes/monitor/monitor/drift.py +190 -0
- QuantNodes/monitor/scheduler/__init__.py +4 -0
- QuantNodes/monitor/scheduler/runner.py +133 -0
- QuantNodes/monitor/scheduler/scheduler.py +184 -0
- QuantNodes/monitor/storage/__init__.py +16 -0
- QuantNodes/monitor/storage/models.py +70 -0
- QuantNodes/monitor/storage/repository.py +407 -0
- QuantNodes/monitor/version/__init__.py +4 -0
- QuantNodes/monitor/version/diff.py +81 -0
- QuantNodes/monitor/version/version_manager.py +182 -0
- QuantNodes/operator_node/__init__.py +28 -0
- QuantNodes/operator_node/base.py +97 -0
- QuantNodes/operator_node/query_node.py +129 -0
- QuantNodes/operator_node/sql_builder.py +125 -0
- QuantNodes/operator_node/sql_utils.py +172 -0
- QuantNodes/operator_node/transform.py +130 -0
- QuantNodes/operators/__init__.py +90 -0
- QuantNodes/operators/_engine.py +108 -0
- QuantNodes/operators/composite.py +161 -0
- QuantNodes/operators/composite_dag.py +667 -0
- QuantNodes/operators/composite_dag_ops.py +343 -0
- QuantNodes/operators/composite_dag_pandas_ops.py +382 -0
- QuantNodes/operators/custom.py +408 -0
- QuantNodes/operators/facade.py +164 -0
- QuantNodes/operators/math.py +163 -0
- QuantNodes/operators/proxy.py +29 -0
- QuantNodes/operators/registry.py +144 -0
- QuantNodes/operators/section.py +99 -0
- QuantNodes/operators/talib.py +757 -0
- QuantNodes/operators/templates.py +95 -0
- QuantNodes/operators/time_series.py +136 -0
- QuantNodes/prompts/__init__.py +20 -0
- QuantNodes/prompts/backtest/__init__.py +12 -0
- QuantNodes/prompts/backtest/factor_based.py +86 -0
- QuantNodes/prompts/backtest/standard.py +73 -0
- QuantNodes/prompts/factor/__init__.py +14 -0
- QuantNodes/prompts/factor/correlation.py +77 -0
- QuantNodes/prompts/factor/group_backtest.py +86 -0
- QuantNodes/prompts/factor/ic_analysis.py +91 -0
- QuantNodes/prompts/strategy/__init__.py +18 -0
- QuantNodes/prompts/strategy/market_neutral.py +96 -0
- QuantNodes/prompts/strategy/mean_reversion.py +107 -0
- QuantNodes/prompts/strategy/momentum.py +160 -0
- QuantNodes/prompts/strategy/pairs_trading.py +107 -0
- QuantNodes/prompts/strategy/trend_following.py +96 -0
- QuantNodes/research/README.md +106 -0
- QuantNodes/research/__init__.py +154 -0
- QuantNodes/research/_legacy_3c/__init__.py +61 -0
- QuantNodes/research/_legacy_3c/auto_researcher.py +289 -0
- QuantNodes/research/_legacy_3c/factor_evaluator.py +560 -0
- QuantNodes/research/_legacy_3c/factor_miner.py +318 -0
- QuantNodes/research/_legacy_3c/mcts_search.py +324 -0
- QuantNodes/research/factor_test/__init__.py +25 -0
- QuantNodes/research/factor_test/config.py +184 -0
- QuantNodes/research/factor_test/config_builder.py +276 -0
- QuantNodes/research/factor_test/e2e/data_prep.py +163 -0
- QuantNodes/research/factor_test/e2e/run_evolution_e2e.py +309 -0
- QuantNodes/research/factor_test/evolution_adapter.py +231 -0
- QuantNodes/research/factor_test/feedback_wrapper.py +102 -0
- QuantNodes/research/factor_test/ifind_db/__init__.py +7 -0
- QuantNodes/research/factor_test/ifind_db/fetcher.py +224 -0
- QuantNodes/research/factor_test/ifind_db/ifind_database.py +689 -0
- QuantNodes/research/factor_test/nodes/__init__.py +1 -0
- QuantNodes/research/factor_test/nodes/_base.py +91 -0
- QuantNodes/research/factor_test/nodes/adjust_date_node.py +48 -0
- QuantNodes/research/factor_test/nodes/configs.py +240 -0
- QuantNodes/research/factor_test/nodes/factor_neutralize_node.py +87 -0
- QuantNodes/research/factor_test/nodes/factor_preprocess_node.py +222 -0
- QuantNodes/research/factor_test/nodes/factor_score_node.py +141 -0
- QuantNodes/research/factor_test/nodes/factor_test_report_node.py +153 -0
- QuantNodes/research/factor_test/nodes/group_analyzer_node.py +317 -0
- QuantNodes/research/factor_test/nodes/ic_analyzer_node.py +112 -0
- QuantNodes/research/factor_test/nodes/load_data_node.py +100 -0
- QuantNodes/research/factor_test/nodes/long_short_node.py +93 -0
- QuantNodes/research/factor_test/nodes/neutralizers.py +222 -0
- QuantNodes/research/factor_test/nodes/preprocess_strategies.py +277 -0
- QuantNodes/research/factor_test/nodes/risk_correlation_node.py +112 -0
- QuantNodes/research/factor_test/nodes/sample_pool_filter_node.py +110 -0
- QuantNodes/research/factor_test/nodes/tradability_filter_node.py +92 -0
- QuantNodes/research/factor_test/pipeline_runner.py +305 -0
- QuantNodes/research/factor_test/pipeline_spec.py +216 -0
- QuantNodes/research/factor_test/utils/__init__.py +26 -0
- QuantNodes/research/factor_test/utils/constants.py +86 -0
- QuantNodes/research/factor_test/utils/data_loader.py +141 -0
- QuantNodes/research/factor_test/utils/date_utils.py +232 -0
- QuantNodes/research/factor_test/utils/file_loaders.py +150 -0
- QuantNodes/research/factor_test/utils/labels.py +37 -0
- QuantNodes/research/factor_test/utils/metrics_extractor.py +55 -0
- QuantNodes/research/factor_test/utils/performance_metrics.py +175 -0
- QuantNodes/research/factor_test/utils/safe_load.py +106 -0
- QuantNodes/research/quant_alpha/CHANGELOG.md +80 -0
- QuantNodes/research/quant_alpha/README.md +142 -0
- QuantNodes/research/quant_alpha/__init__.py +45 -0
- QuantNodes/research/quant_alpha/adapters/__init__.py +99 -0
- QuantNodes/research/quant_alpha/adapters/calculator.py +503 -0
- QuantNodes/research/quant_alpha/adapters/expression.py +387 -0
- QuantNodes/research/quant_alpha/alpha101_design/__init__.py +50 -0
- QuantNodes/research/quant_alpha/alpha101_design/few_shot_examples.py +243 -0
- QuantNodes/research/quant_alpha/alpha101_design/philosophy.py +474 -0
- QuantNodes/research/quant_alpha/alpha158_design/__init__.py +63 -0
- QuantNodes/research/quant_alpha/alpha158_design/few_shot_examples.py +219 -0
- QuantNodes/research/quant_alpha/alpha158_design/philosophy.py +240 -0
- QuantNodes/research/quant_alpha/evaluation/__init__.py +47 -0
- QuantNodes/research/quant_alpha/evaluation/baselines/__init__.py +8 -0
- QuantNodes/research/quant_alpha/evaluation/baselines/g1_handcrafted.py +135 -0
- QuantNodes/research/quant_alpha/evaluation/baselines/g2_llm_only.py +269 -0
- QuantNodes/research/quant_alpha/evaluation/baselines/g3_alpha_gpt.py +152 -0
- QuantNodes/research/quant_alpha/evaluation/clickhouse_data_loader.py +227 -0
- QuantNodes/research/quant_alpha/evaluation/contracts.py +376 -0
- QuantNodes/research/quant_alpha/evaluation/evaluators/__init__.py +6 -0
- QuantNodes/research/quant_alpha/evaluation/evaluators/polars_evaluator.py +545 -0
- QuantNodes/research/quant_alpha/evaluation/mock_data_loader.py +226 -0
- QuantNodes/research/quant_alpha/evaluation/runner.py +243 -0
- QuantNodes/research/quant_alpha/llm/__init__.py +38 -0
- QuantNodes/research/quant_alpha/llm/parser.py +681 -0
- QuantNodes/research/quant_alpha/logic_driven_pipeline.py +411 -0
- QuantNodes/research/quant_alpha/logic_mining/__init__.py +74 -0
- QuantNodes/research/quant_alpha/logic_mining/compiler.py +457 -0
- QuantNodes/research/quant_alpha/logic_mining/generator.py +366 -0
- QuantNodes/research/quant_alpha/logic_mining/models.py +252 -0
- QuantNodes/research/quant_alpha/logic_mining/parser.py +287 -0
- QuantNodes/research/quant_alpha/logic_mining/pipelines.py +297 -0
- QuantNodes/research/quant_alpha/logic_mining/sources.py +149 -0
- QuantNodes/research/quant_alpha/mcts/__init__.py +66 -0
- QuantNodes/research/quant_alpha/mcts/cache.py +262 -0
- QuantNodes/research/quant_alpha/mcts/extension_ops.py +320 -0
- QuantNodes/research/quant_alpha/mcts/feedback.py +825 -0
- QuantNodes/research/quant_alpha/mcts/op_prior.py +180 -0
- QuantNodes/research/quant_alpha/mcts/search.py +540 -0
- QuantNodes/research/quant_alpha/mcts/tree.py +201 -0
- QuantNodes/research/quant_alpha/operator_vocab/__init__.py +50 -0
- QuantNodes/research/quant_alpha/operator_vocab/config.py +54 -0
- QuantNodes/research/quant_alpha/operator_vocab/metadata.py +263 -0
- QuantNodes/research/quant_alpha/operator_vocab/vocabulary.py +481 -0
- QuantNodes/research/quant_alpha/pipeline.py +1027 -0
- QuantNodes/research/quant_alpha/types/__init__.py +27 -0
- QuantNodes/research/quant_alpha/types/constants.py +28 -0
- QuantNodes/research/quant_alpha/types/state.py +205 -0
- QuantNodes/research/quant_alpha/workflow/__init__.py +32 -0
- QuantNodes/research/quant_alpha/workflow/alpha_gpt.py +911 -0
- QuantNodes/research/quant_alpha/workflow/alpha_logics.py +416 -0
- QuantNodes/research/quant_alpha/workflow/state.py +27 -0
- QuantNodes/research/report_reproducer.py +485 -0
- QuantNodes/research/wiki.py +1155 -0
- QuantNodes/symbolic/__init__.py +51 -0
- QuantNodes/symbolic/compiler.py +113 -0
- QuantNodes/symbolic/dialect.py +260 -0
- QuantNodes/symbolic/executor.py +147 -0
- QuantNodes/symbolic/expression.py +234 -0
- QuantNodes/symbolic/functions.py +433 -0
- QuantNodes/symbolic/optimizer.py +165 -0
- QuantNodes/ui_node/__init__.py +30 -0
- QuantNodes/ui_node/base.py +222 -0
- quantnodes-3.0.0.dist-info/METADATA +463 -0
- quantnodes-3.0.0.dist-info/RECORD +399 -0
- quantnodes-3.0.0.dist-info/WHEEL +5 -0
- quantnodes-3.0.0.dist-info/entry_points.txt +24 -0
- quantnodes-3.0.0.dist-info/top_level.txt +1 -0
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支持连接池,基于 pymysql + SQLAlchemy
|
|
5
|
+
"""
|
|
6
|
+
from typing import Optional
|
|
7
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+
|
|
8
|
+
import pandas as pd
|
|
9
|
+
from sqlalchemy import create_engine, pool
|
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10
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+
|
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11
|
+
from QuantNodes.database_node.base import BaseDBNode
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12
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+
|
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13
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+
|
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14
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+
class MySQLNode(BaseDBNode):
|
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15
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+
"""MySQL 数据库节点
|
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16
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+
|
|
17
|
+
支持连接池
|
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18
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+
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19
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+
Args:
|
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20
|
+
host: 主机地址
|
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21
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+
port: 端口 (默认 3306)
|
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22
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+
user: 用户名
|
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23
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+
passwd: 密码
|
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24
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+
db: 数据库名
|
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25
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+
charset: 字符集 (默认 UTF8)
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26
|
+
pool_size: 连接池大小 (默认 10,可配置)
|
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27
|
+
pool_recycle: 连接回收时间秒 (默认 3600,可配置)
|
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28
|
+
|
|
29
|
+
Example:
|
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30
|
+
>>> node = MySQLNode(
|
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31
|
+
... host="localhost",
|
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32
|
+
... user="root",
|
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33
|
+
... passwd="password",
|
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34
|
+
... db="mydb",
|
|
35
|
+
... pool_size=20
|
|
36
|
+
... )
|
|
37
|
+
>>> node.query("SELECT * FROM users LIMIT 10")
|
|
38
|
+
"""
|
|
39
|
+
|
|
40
|
+
def __init__(self, host: str, port: int = 3306,
|
|
41
|
+
user: str = '', passwd: str = '', db: str = '',
|
|
42
|
+
charset: str = 'UTF8',
|
|
43
|
+
pool_size: int = 10,
|
|
44
|
+
pool_recycle: int = 3600):
|
|
45
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+
self._host = host
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|
46
|
+
self._port = port
|
|
47
|
+
self._user = user
|
|
48
|
+
self._passwd = passwd
|
|
49
|
+
self._db = db
|
|
50
|
+
self._charset = charset
|
|
51
|
+
self._pool_size = pool_size
|
|
52
|
+
self._pool_recycle = pool_recycle
|
|
53
|
+
self._engine = None
|
|
54
|
+
|
|
55
|
+
def _build_url(self) -> str:
|
|
56
|
+
"""构建 SQLAlchemy URL"""
|
|
57
|
+
return (
|
|
58
|
+
f"mysql+pymysql://{self._user}:{self._passwd}"
|
|
59
|
+
f"@{self._host}:{self._port}/{self._db}"
|
|
60
|
+
f"?charset={self._charset}&local_infile=1"
|
|
61
|
+
)
|
|
62
|
+
|
|
63
|
+
def connect(self):
|
|
64
|
+
"""建立连接(返回 SQLAlchemy Engine)"""
|
|
65
|
+
self._engine = create_engine(
|
|
66
|
+
self._build_url(),
|
|
67
|
+
pool_size=self._pool_size,
|
|
68
|
+
pool_recycle=self._pool_recycle,
|
|
69
|
+
poolclass=pool.QueuePool,
|
|
70
|
+
)
|
|
71
|
+
return self._engine
|
|
72
|
+
|
|
73
|
+
def query(self, sql: str, params: Optional[tuple] = None) -> pd.DataFrame:
|
|
74
|
+
"""执行查询"""
|
|
75
|
+
engine = self._engine or self.connect()
|
|
76
|
+
return pd.read_sql(sql, engine, params=params)
|
|
77
|
+
|
|
78
|
+
def execute(self, sql: str, params: Optional[tuple] = None) -> int:
|
|
79
|
+
"""执行 DDL/DML"""
|
|
80
|
+
engine = self._engine or self.connect()
|
|
81
|
+
with engine.connect() as conn:
|
|
82
|
+
result = conn.execute(sql, params or ())
|
|
83
|
+
conn.commit()
|
|
84
|
+
try:
|
|
85
|
+
return result.rowcount
|
|
86
|
+
except Exception:
|
|
87
|
+
return 0
|
|
88
|
+
|
|
89
|
+
def insert_df(self, df: pd.DataFrame, table: str,
|
|
90
|
+
if_exists: str = 'append') -> int:
|
|
91
|
+
"""插入 DataFrame"""
|
|
92
|
+
engine = self._engine or self.connect()
|
|
93
|
+
df.to_sql(table, engine, if_exists=if_exists, index=False)
|
|
94
|
+
return len(df)
|
|
95
|
+
|
|
96
|
+
def disconnect(self) -> None:
|
|
97
|
+
"""关闭连接"""
|
|
98
|
+
if self._engine:
|
|
99
|
+
self._engine.dispose()
|
|
100
|
+
self._engine = None
|
|
@@ -0,0 +1,75 @@
|
|
|
1
|
+
# -*- coding: utf-8 -*-
|
|
2
|
+
"""Parquet 读取节点
|
|
3
|
+
|
|
4
|
+
支持 WHERE 子句过滤
|
|
5
|
+
"""
|
|
6
|
+
import os
|
|
7
|
+
from typing import Optional
|
|
8
|
+
|
|
9
|
+
import pandas as pd
|
|
10
|
+
|
|
11
|
+
from QuantNodes.database_node.base import BaseDBNode
|
|
12
|
+
|
|
13
|
+
|
|
14
|
+
class ParquetNode(BaseDBNode):
|
|
15
|
+
"""Parquet 文件读取节点
|
|
16
|
+
|
|
17
|
+
支持 WHERE 子句过滤
|
|
18
|
+
|
|
19
|
+
Args:
|
|
20
|
+
filepath: Parquet 文件绝对路径
|
|
21
|
+
|
|
22
|
+
Example:
|
|
23
|
+
>>> node = ParquetNode("/data/users.parquet")
|
|
24
|
+
>>> # 全量读取
|
|
25
|
+
>>> df = node.query()
|
|
26
|
+
>>> # 带 WHERE 过滤
|
|
27
|
+
>>> df = node.query("SELECT * WHERE age > 18")
|
|
28
|
+
"""
|
|
29
|
+
|
|
30
|
+
def __init__(self, filepath: str):
|
|
31
|
+
self._filepath = filepath
|
|
32
|
+
self._data: Optional[pd.DataFrame] = None
|
|
33
|
+
|
|
34
|
+
def connect(self) -> pd.DataFrame:
|
|
35
|
+
"""读取 Parquet 到内存"""
|
|
36
|
+
self._data = pd.read_parquet(self._filepath)
|
|
37
|
+
return self._data
|
|
38
|
+
|
|
39
|
+
def query(self, sql: Optional[str] = None, params: Optional[tuple] = None) -> pd.DataFrame:
|
|
40
|
+
"""执行查询
|
|
41
|
+
|
|
42
|
+
Args:
|
|
43
|
+
sql: SQL 查询语句(可选),支持 WHERE 子句
|
|
44
|
+
params: 查询参数(暂未使用)
|
|
45
|
+
|
|
46
|
+
Returns:
|
|
47
|
+
pd.DataFrame 查询结果
|
|
48
|
+
"""
|
|
49
|
+
data = self._data or self.connect()
|
|
50
|
+
|
|
51
|
+
if sql is None:
|
|
52
|
+
return data
|
|
53
|
+
|
|
54
|
+
if 'WHERE' in sql.upper():
|
|
55
|
+
where_clause = sql.split('WHERE', 1)[1].strip()
|
|
56
|
+
return data.query(where_clause)
|
|
57
|
+
|
|
58
|
+
return data
|
|
59
|
+
|
|
60
|
+
def execute(self, sql: str, params: Optional[tuple] = None) -> int:
|
|
61
|
+
"""Parquet 节点不支持 execute"""
|
|
62
|
+
raise NotImplementedError("ParquetNode 不支持 execute 操作")
|
|
63
|
+
|
|
64
|
+
def insert_df(self, df: pd.DataFrame, table: str,
|
|
65
|
+
if_exists: str = 'append') -> int:
|
|
66
|
+
"""Parquet 节点不支持 insert"""
|
|
67
|
+
raise NotImplementedError("ParquetNode 不支持 insert 操作")
|
|
68
|
+
|
|
69
|
+
def disconnect(self) -> None:
|
|
70
|
+
"""释放内存"""
|
|
71
|
+
self._data = None
|
|
72
|
+
|
|
73
|
+
def health_check(self) -> bool:
|
|
74
|
+
"""健康检查"""
|
|
75
|
+
return os.path.exists(self._filepath)
|
|
@@ -0,0 +1,67 @@
|
|
|
1
|
+
# -*- coding: utf-8 -*-
|
|
2
|
+
"""SQLite 节点
|
|
3
|
+
|
|
4
|
+
支持内存模式和文件模式
|
|
5
|
+
"""
|
|
6
|
+
import sqlite3
|
|
7
|
+
from typing import Optional
|
|
8
|
+
|
|
9
|
+
import pandas as pd
|
|
10
|
+
|
|
11
|
+
from QuantNodes.database_node.base import BaseDBNode
|
|
12
|
+
|
|
13
|
+
|
|
14
|
+
class SQLiteNode(BaseDBNode):
|
|
15
|
+
"""SQLite 数据库节点
|
|
16
|
+
|
|
17
|
+
支持内存模式 (`:memory:`) 和文件模式 (绝对路径)
|
|
18
|
+
|
|
19
|
+
Args:
|
|
20
|
+
database: 数据库路径,`:memory:` 表示内存模式,
|
|
21
|
+
绝对路径表示文件模式
|
|
22
|
+
|
|
23
|
+
Example:
|
|
24
|
+
>>> # 内存模式
|
|
25
|
+
>>> node = SQLiteNode(":memory:")
|
|
26
|
+
>>> node.connect()
|
|
27
|
+
>>> node.execute("CREATE TABLE test (id INT, name TEXT)")
|
|
28
|
+
>>> node.query("SELECT * FROM test")
|
|
29
|
+
|
|
30
|
+
>>> # 文件模式
|
|
31
|
+
>>> node = SQLiteNode("/data/mydb.sqlite")
|
|
32
|
+
"""
|
|
33
|
+
|
|
34
|
+
def __init__(self, database: str = ":memory:"):
|
|
35
|
+
self._database = database
|
|
36
|
+
self._conn: Optional[sqlite3.Connection] = None
|
|
37
|
+
|
|
38
|
+
def connect(self) -> sqlite3.Connection:
|
|
39
|
+
"""建立 SQLite 连接"""
|
|
40
|
+
self._conn = sqlite3.connect(self._database)
|
|
41
|
+
return self._conn
|
|
42
|
+
|
|
43
|
+
def query(self, sql: str, params: Optional[tuple] = None) -> pd.DataFrame:
|
|
44
|
+
"""执行查询"""
|
|
45
|
+
conn = self._conn or self.connect()
|
|
46
|
+
return pd.read_sql(sql, conn, params=params)
|
|
47
|
+
|
|
48
|
+
def execute(self, sql: str, params: Optional[tuple] = None) -> int:
|
|
49
|
+
"""执行 DDL/DML"""
|
|
50
|
+
conn = self._conn or self.connect()
|
|
51
|
+
cur = conn.cursor()
|
|
52
|
+
cur.execute(sql, params or ())
|
|
53
|
+
conn.commit()
|
|
54
|
+
return cur.rowcount
|
|
55
|
+
|
|
56
|
+
def insert_df(self, df: pd.DataFrame, table: str,
|
|
57
|
+
if_exists: str = 'append') -> int:
|
|
58
|
+
"""插入 DataFrame"""
|
|
59
|
+
df.to_sql(table, self._conn or self.connect(),
|
|
60
|
+
if_exists=if_exists, index=False)
|
|
61
|
+
return len(df)
|
|
62
|
+
|
|
63
|
+
def disconnect(self) -> None:
|
|
64
|
+
"""关闭连接"""
|
|
65
|
+
if self._conn:
|
|
66
|
+
self._conn.close()
|
|
67
|
+
self._conn = None
|
|
@@ -0,0 +1,50 @@
|
|
|
1
|
+
# coding=utf-8
|
|
2
|
+
"""因子节点模块
|
|
3
|
+
|
|
4
|
+
提供因子数据库、因子表、因子类和因子运算功能。
|
|
5
|
+
"""
|
|
6
|
+
from QuantNodes.factor_node.factor_db import FactorDB, WritableFactorDB
|
|
7
|
+
from QuantNodes.factor_node.factor_table import FactorTable, CustomFT
|
|
8
|
+
from QuantNodes.factor_node.factor import Factor, DataFactor, Factorize
|
|
9
|
+
from QuantNodes.factor_node.factor_operation import (
|
|
10
|
+
DerivativeFactor,
|
|
11
|
+
PointOperation,
|
|
12
|
+
TimeOperation,
|
|
13
|
+
SectionOperation,
|
|
14
|
+
PanelOperation,
|
|
15
|
+
)
|
|
16
|
+
|
|
17
|
+
from QuantNodes.factor_node.quant_nodes_object import QuantNodesObject
|
|
18
|
+
|
|
19
|
+
from QuantNodes.factor_node import factor_functions as ff
|
|
20
|
+
|
|
21
|
+
__all__ = [
|
|
22
|
+
# factor_db
|
|
23
|
+
'FactorDB',
|
|
24
|
+
'WritableFactorDB',
|
|
25
|
+
|
|
26
|
+
# factor_table
|
|
27
|
+
'FactorTable',
|
|
28
|
+
'CustomFT',
|
|
29
|
+
|
|
30
|
+
# factor
|
|
31
|
+
'Factor',
|
|
32
|
+
'DataFactor',
|
|
33
|
+
'Factorize',
|
|
34
|
+
|
|
35
|
+
# factor_operation
|
|
36
|
+
'DerivativeFactor',
|
|
37
|
+
'PointOperation',
|
|
38
|
+
'TimeOperation',
|
|
39
|
+
'SectionOperation',
|
|
40
|
+
'PanelOperation',
|
|
41
|
+
|
|
42
|
+
# operations (moved from core/)
|
|
43
|
+
'QuantNodesObject',
|
|
44
|
+
|
|
45
|
+
# factor_functions
|
|
46
|
+
'ff',
|
|
47
|
+
]
|
|
48
|
+
|
|
49
|
+
if __name__ == '__main__':
|
|
50
|
+
pass
|