| name | hf-cpv-factor |
| description | 高频价量 CPV 因子。用户说「CPV」「价量相关」「高频价量」「/hf-cpv-factor」时使用。优先 panels.minute_bars;否则日频相关代理 + meta.degraded。默认 create_web。 |
| license | Apache-2.0 |
| metadata | {"author":"opptrix","version":"1.0","title":"高频价量CPV","summary":"价量相关性CPV因子","category":"quant","slash-rank":"529","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/hf_cpv_factor.py","scripts/fixtures/sample_input.json"] |
高频价量 CPV 因子
方法溯源「高频价量相关性」选股因子。优先分钟序列;否则用日收益与量变化相关作代理并 meta.degraded。
运行
python scripts/hf_cpv_factor.py --input data.json --output result.json
panels.minute_bars:symbol,datetime,close,volume
- 或
bars 日频降级
默认 create_web。仅标准库。