factor-timing

name	factor-timing
description	因子择时。用户说「因子择时」「因子开关」「Alpha 择时」「/factor-timing」时使用。对 panels.factor_returns 施加滚动动量/阈值开关。默认 create_web。
license	Apache-2.0
metadata	{"author":"opptrix","version":"1.0","title":"因子择时","summary":"因子收益序列择时开关","category":"quant","slash-rank":"531","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/factor_timing.py","scripts/fixtures/sample_input.json"]

因子择时

方法溯源光大等「因子择时」路演思路：对已有 因子收益序列 做开关，而非重算因子。

输入

panels.factor_returns[]：date, factor, ret

规则：滚动 window 日因子收益均值 > threshold → 开仓信号 1，否则 0。

运行

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

默认 create_web。易混 lean-param-grid-optimize（勿合并）。