factor-alpha191-alpha101

name	factor-alpha191-alpha101
description	Compute Alpha101 and Alpha191 factor-library values based on JoinQuant formulas from long-form OHLCV CSV market data. Use when an agent needs to calculate selected or full Alpha101/Alpha191 factor columns, export wide factor CSVs, and list skipped factors without running LLMs or factor evaluation.
quantSkills	{"organization":"https://github.com/quantskills","repository":"quantskills/skill-factor-alpha191-alpha101","repository_url":"https://github.com/quantskills/skill-factor-alpha191-alpha101","project_type":"skill","collection":"factor-library","license":"GPL-3.0-only","category":"factor","tags":["factor-library","alpha101","alpha191","alpha-factor"],"platforms":["codex"],"language":"zh-en","status":"stable","validation_level":"verified","maintainer_type":"community","requires":[],"summary_zh":"参考 JoinQuant 公式计算 Alpha101 和 Alpha191 因子值，支持全量和指定因子运行。","summary_en":"Compute Alpha101 and Alpha191 factor values based on JoinQuant formulas with full or selected factor runs."}

{
  "version": 1,
  "task": {
    "placeholder": "说明 OHLCV 数据文件、计算范围及输出要求；请上传或指明输入数据",
    "required": true
  },
  "fields": [
    {
      "key": "alpha_sets",
      "label": "因子库",
      "type": "select",
      "default": "both",
      "options": [
        { "value": "both", "label": "Alpha101 + Alpha191" },
        { "value": "alpha101", "label": "仅 Alpha101" },
        { "value": "alpha191", "label": "仅 Alpha191" }
      ]
    },
    {
      "key": "alpha_names",
      "label": "指定因子",
      "type": "textarea",
      "placeholder": "留空计算全部；可填 alpha101:alpha_001、alpha191:alpha_018 等"
    },
    {
      "key": "exclude_alpha_names",
      "label": "排除因子",
      "type": "textarea",
      "placeholder": "可选，填写不需要计算的因子名"
    }
  ],
  "prompt_template": "{{#task}}任务与材料：\n{{task}}\n\n{{/task}}{{#attachments}}用户上传的材料（已放入工作区）：\n{{attachments}}\n\n{{/attachments}}依据输入契约从长表 OHLCV 数据确定性计算因子值。因子库范围：{{alpha_sets}}（both 表示 Alpha101+Alpha191 全部）。{{#alpha_names}}仅计算指定因子：{{alpha_names}}；{{/alpha_names}}{{#exclude_alpha_names}}排除：{{exclude_alpha_names}}；{{/exclude_alpha_names}}导出宽表因子 CSV、运行配置、计算摘要和跳过因子清单，不执行 IC、回测或投资判断，输出中文报告。"
}

Factor Alpha191 Alpha101

Use this skill to compute deterministic Alpha101 and Alpha191 factor-library values from long-form OHLCV market data.

Core Workflow

1. Read references/input_schema.md before preparing the input JSON.
2. Choose alpha_sets: alpha101, alpha191, or both.
3. Use alpha_names and exclude_alpha_names to select factors. Qualified names such as alpha101:alpha_001 and alpha191:alpha_018 are supported.
4. Run the unified CLI:

python scripts/compute_alpha_factors.py --input examples/compute_input.json

5. Read references/output_contract.md before consuming generated artifacts.

Output Contract

The skill writes wide CSV factor values and JSON metadata under the configured output directory:

• alpha101_values.csv when Alpha101 factors are computed
• alpha191_values.csv when Alpha191 factors are computed
• alpha_compute_summary.json
• skipped_factors.json
• run_config.json

Boundaries

This is a factor-library computation skill. It does not compute IC, ICIR, portfolio returns, backtests, or trading recommendations.

References

• Use references/input_schema.md for input fields.
• Use references/output_contract.md for artifact names and result fields.
• Use references/source_boundary.md for source and data boundaries.
• Use references/validation_notes.md for implementation assumptions and limitations.