config/factor_builtins.yaml

# 算子构建因子示例 — 用算子树组合 qlib 表达式，无需手写字符串
#
# 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"