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#
# 用法:
# python scripts/run_factor.py build --name price_vol_divergence
# python scripts/run_factor.py register-built --all
built_factors:
price_vol_divergence:
description: "价量排名差（价量背离代理）"
tags: [operator, custom]
enabled: true
tree:
op: sub
args:
- op: rank
args: [{field: "$close"}, {const: 20}]
- op: rank
args: [{field: "$volume"}, {const: 20}]
norm_momentum_10:
description: "10日归一化动量"
tags: [operator, momentum]
enabled: true
tree:
op: div
args:
- op: sub
args:
- {field: "$close"}
- op: ref
args: [{field: "$close"}, {const: 10}]
- op: std
args: [{field: "$close"}, {const: 10}]
vol_shock:
description: "成交量冲击（当日量/20日均量）"
tags: [operator, volume]
enabled: true
tree:
op: div
args:
- {field: "$volume"}
- op: mean
args: [{field: "$volume"}, {const: 20}]
high_low_spread:
description: "振幅相对昨收"
tags: [operator, volatility]
enabled: true
tree:
op: div
args:
- op: sub
args: [{field: "$high"}, {field: "$low"}]
- op: ref
args: [{field: "$close"}, {const: 1}]
# 可用算子（供参考 / 前端可视化）
operator_catalog:
fields: ["$open", "$close", "$high", "$low", "$volume", "$vwap"]
unary: [abs, log, rank, neg]
binary: [add, sub, mul, div, max, min]
rolling: [mean, std, sum, max, min, ref, delta, rank]
constants: "window sizes e.g. 3,5,10,20,60"
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