quant_test / factor_engine /alpha101_factors.py
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"""Alpha158 / Alpha101 style factor access via qlib."""
from __future__ import annotations
from qlib.contrib.data.handler import Alpha158
def get_alpha158_handler(
instruments: str = "csi300",
start_time: str = "2010-01-01",
end_time: str = "2025-12-31",
fit_start: str = "2010-01-01",
fit_end: str = "2021-12-31",
) -> Alpha158:
"""Return qlib Alpha158 handler for baseline factor library."""
return Alpha158(
instruments=instruments,
start_time=start_time,
end_time=end_time,
fit_start_time=fit_start,
fit_end_time=fit_end,
infer_processors=[],
learn_processors=[],
)