disposition-cgo

name	disposition-cgo
description	处置效应 CGO 因子。用户说「CGO」「处置效应」「资本利得突出」「参考价」「/disposition-cgo」时使用。用换手衰减加权参考价估计未实现资本利得。默认 create_web。
license	Apache-2.0
metadata	{"author":"opptrix","version":"1.0","title":"处置效应CGO","summary":"资本利得突出量CGO","category":"quant","slash-rank":"567","default-deliverable":"web","required-packs":"instrument_analytics artifacts"}
allowed-tools	search_instruments get_instrument_chart batch_instrument_snapshots get_index_constituents ask_user get_agent_skill_file opptrix_run workspace_write workspace_read create_web update_web read_web list_web_vendor
references	["scripts/disposition_cgo.py","scripts/fixtures/sample_input.json"]

处置效应 CGO

CGO = 收盘价 / 参考价 − 1，参考价由窗口内换手衰减权重对成交均价加权。

运行

python scripts/disposition_cgo.py --input data.json --output result.json

缺换手时诚实降级。默认 create_web。仅标准库。