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动量因子模型，计算时间序列动量、截面动量排名并进行分组收益分析。适用于量化金融教学与因子构建概念演示；基于简化因子模型，不构成投资建议或实盘选股依据。
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| name | momentum-factor |
| description | 动量因子模型，计算时间序列动量、截面动量排名并进行分组收益分析。适用于量化金融教学与因子构建概念演示；基于简化因子模型，不构成投资建议或实盘选股依据。 |
| version | 1.0.0 |
| author | wangyi |
动量因子构建：基于价格历史数据计算动量因子，用于量化选股和策略回测。
📌 说明：本工具基于简化模型实现，仅使用 Python 标准库。结果仅供学习参考，不构成投资建议或交易依据。
calc_timeseries_momentum(prices, lookback, skip=1)计算单个资产的时间序列动量值。 必填: prices, lookback
calc_timeseries_momentum_series(prices, lookback, skip=1)计算整个价格序列的滚动动量值。 必填: prices, lookback
calc_multi_period_momentum(prices, periods, skip=1)计算多周期动量。 必填: prices, periods
calc_cross_sectional_rank(asset_momentum)计算截面动量排名。 必填: asset_momentum
zscore_standardize(values)Z-score 标准化。 必填: values
rank_standardize(values)排名标准化。 必填: values
assign_deciles(values)将因子值分为十组（十分位）。 必填: values
build_momentum_factor(prices_by_asset, lookback=12, skip=1, method='zscore')构建动量因子（多资产）。 必填: prices_by_asset
build_single_asset_momentum(prices, lookback=12, skip=1, periods=None)构建单资产的动量因子（时间序列动量）。 必填: prices
python scripts/main.py \
--prices <prices> \
--lookback <lookback> \
--skip <skip> \
--periods <periods>