| name | str-salience-factor |
| description | 凸显理论 STR 因子(规则版)。用户说「STR」「凸显因子」「salience」「/str-salience-factor」时使用。截面收益偏离标准化带符号平均;去 qlib。默认 create_web。 |
| license | Apache-2.0 |
| metadata | {"author":"opptrix","version":"1.0","title":"凸显理论STR因子","summary":"截面收益凸显度 STR 规则因子","category":"quant","slash-rank":"517","default-deliverable":"web","required-packs":"market instrument_analytics artifacts"} |
| allowed-tools | search_instruments get_instrument_chart batch_instrument_snapshots get_index_constituents ask_user opptrix_run workspace_write workspace_read create_web update_web read_web list_web_vendor |
| references | ["scripts/str_salience_factor.py","scripts/fixtures/sample_input.json"] |
凸显理论 STR 因子
规则版:交易日截面上 |r−μ|/σ 为凸显度,乘收益符号后窗口均值。禁止 qlib。
python scripts/str_salience_factor.py --input data.json --output result.json
输入多标的 bars.close;params.window 默认 20。