Alpha Library

# .claude/alpha-agent.config.md
MARKET: A-share           # or "HK" or "US"
DATA_MODULE: (leave empty for A-share Tushare default)
                          # or "examples.us_data_yfinance"
                          # or "examples.hk_data_yfinance"

import sys, os, sqlite3, json, uuid
from datetime import datetime

PROJECT_DIR = "<当前工作目录 current working directory>"

# ── 因子注册表（自包含，无外部依赖）/ Factor Registry (self-contained, no external deps) ──

class FactorRegistry:
    def __init__(self, db_path="alpha_skills.db"):
        self.db_path = db_path
        with sqlite3.connect(db_path) as conn:
            conn.execute("""CREATE TABLE IF NOT EXISTS factors (
                id TEXT PRIMARY KEY, name TEXT UNIQUE NOT NULL,
                expression TEXT NOT NULL, category TEXT, description TEXT,
                status TEXT DEFAULT 'active', market TEXT DEFAULT 'A-share',
                ic_mean REAL, icir REAL, best_holding_period INTEGER,
                quality TEXT, eval_date TEXT,
                created_at TEXT DEFAULT CURRENT_TIMESTAMP, metadata TEXT)""")
    
    def register(self, name, expression, **kwargs):
        fid = str(uuid.uuid4())[:8]
        with sqlite3.connect(self.db_path) as conn:
            conn.execute(
                "INSERT OR REPLACE INTO factors (id,name,expression,category,description,status,market,ic_mean,icir,best_holding_period,quality,eval_date,metadata) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?)",
                (fid, name, expression, kwargs.get("category",""), kwargs.get("description",""),
                 "active", kwargs.get("market","A-share"), kwargs.get("ic_mean"), kwargs.get("icir"),
                 kwargs.get("best_holding_period"), kwargs.get("quality"),
                 datetime.now().isoformat(), json.dumps(kwargs.get("metadata",{}))))
        return fid
    
    def list_all(self, status=None):
        with sqlite3.connect(self.db_path) as conn:
            conn.row_factory = sqlite3.Row
            if status:
                rows = conn.execute("SELECT * FROM factors WHERE status=? ORDER BY icir DESC", (status,)).fetchall()
            else:
                rows = conn.execute("SELECT * FROM factors ORDER BY icir DESC").fetchall()
            return [dict(r) for r in rows]
    
    def get(self, name):
        with sqlite3.connect(self.db_path) as conn:
            conn.row_factory = sqlite3.Row
            row = conn.execute("SELECT * FROM factors WHERE name=?", (name,)).fetchone()
            return dict(row) if row else None
    
    def update_status(self, name, status):
        with sqlite3.connect(self.db_path) as conn:
            conn.execute("UPDATE factors SET status=? WHERE name=?", (status, name))
    
    def delete(self, name):
        with sqlite3.connect(self.db_path) as conn:
            conn.execute("DELETE FROM factors WHERE name=?", (name,))

reg = FactorRegistry(os.path.join(PROJECT_DIR, "alpha_skills.db"))
factors = reg.list_all()

📚 Factor Library 因子库 (N factors/个因子)

Status 状态  Name 名称         Category 类别  ICIR    Rating 评级    Best HP 最佳持有期
🟢  pv_diverge         PV 量价    0.696   Strong    20 days/日
🟢  turnover_20        PV 量价    0.520   Moderate  20 days/日
🟡  reversal_5         PV 量价    0.365   Moderate  5 days/日
🔴  momentum_60        PV 量价   -0.451   Weak      -

🟢=active  🟡=warning  🔴=alert  ⚫=retired

📚 Factor Library Empty / 因子库为空

No factors registered yet. You can: / 还没有注册任何因子。你可以：
- Say "evaluate XXX factor" / 说"评估XXX因子"来评估一个因子
- After evaluation, say "register to library" / 评估通过后说"加入因子库"来注册