diff --git a/app/core/volatility.py b/app/core/volatility.py
index 1d14b2d..82546ac 100644
--- a/app/core/volatility.py
+++ b/app/core/volatility.py
@@ -80,8 +80,8 @@ def volatility_regime(prices: Sequence[float],
     
     # 结合价格波动和成交量波动判断状态
     if vol > 0 and vol_of_vol > 0:
-        regime = 0.5 * (vol / np.mean(abs(returns)) - 1) + \
-                0.5 * (vol_of_vol / np.mean(abs(vol_changes)) - 1)
+        regime = 0.5 * (vol / np.mean(np.abs(returns)) - 1) + \
+                0.5 * (vol_of_vol / np.mean(np.abs(vol_changes)) - 1)
         return np.clip(regime, -1, 1)
     return 0.0
 
diff --git a/app/features/extended_factors.py b/app/features/extended_factors.py
index 94aa1ee..b20a29a 100644
--- a/app/features/extended_factors.py
+++ b/app/features/extended_factors.py
@@ -185,13 +185,10 @@ class ExtendedFactors:
             return rsi(close_series, 14)
             
         elif factor_name == "tech_macd_signal":
-            _, signal = macd(close_series)
-            return signal
+            return macd(close_series, 12, 26, 9)
             
         elif factor_name == "tech_bb_position":
-            upper, lower = bollinger_bands(close_series, 20)
-            pos = (close_series[0] - lower) / (upper - lower + 1e-8)
-            return pos
+            return bollinger_bands(close_series, 20)
             
         elif factor_name == "tech_obv_momentum":
             return obv_momentum(close_series, volume_series, 20)
@@ -204,19 +201,120 @@ class ExtendedFactors:
             ma_5 = rolling_mean(close_series, 5)
             ma_20 = rolling_mean(close_series, 20)
             return ma_5 - ma_20
+            
+        elif factor_name == "trend_price_channel":
+            # 价格通道突破因子：当前价格相对于通道的位置
+            window = 20
+            high_channel = max(close_series[:window])
+            low_channel = min(close_series[:window])
+            if high_channel != low_channel:
+                return (close_series[0] - low_channel) / (high_channel - low_channel)
+            return 0.0
+            
+        elif factor_name == "trend_adx":
+            # 简化的ADX计算：基于价格变动方向
+            window = 14
+            if len(close_series) < window + 1:
+                return None
+            
+            # 计算价格变动
+            price_changes = [close_series[i] - close_series[i+1] for i in range(window)]
+            
+            # 计算正向和负向变动
+            pos_moves = sum(max(0, change) for change in price_changes)
+            neg_moves = sum(max(0, -change) for change in price_changes)
+            
+            # 简化的ADX计算
+            if pos_moves + neg_moves > 0:
+                return (pos_moves - neg_moves) / (pos_moves + neg_moves)
+            return 0.0
+        
+        # 市场微观结构因子
+        elif factor_name == "micro_tick_direction":
+            # 简化的逐笔方向：基于最近价格变动
+            window = 5
+            if len(close_series) < window + 1:
+                return None
+            
+            # 计算价格变动方向
+            directions = [1 if close_series[i] > close_series[i+1] else -1 for i in range(window)]
+            return sum(directions) / window
+            
+        elif factor_name == "micro_trade_imbalance":
+            # 交易失衡：基于价格和成交量的联合分析
+            window = 10
+            if len(close_series) < window + 1 or len(volume_series) < window + 1:
+                return None
+            
+            # 计算价格变动和成交量变动
+            price_changes = [close_series[i] - close_series[i+1] for i in range(window)]
+            volume_changes = [volume_series[i] - volume_series[i+1] for i in range(window)]
+            
+            # 计算交易失衡指标
+            imbalance = sum(price_changes[i] * volume_changes[i] for i in range(window))
+            return imbalance / (window * np.mean(volume_series[:window]) + 1e-8)
         
         # 波动率预测因子
         elif factor_name == "vol_garch":
             return garch_volatility(close_series, 20)
             
+        elif factor_name == "vol_range_pred":
+            # 波动区间预测：基于历史价格区间
+            window = 10
+            if len(close_series) < window + 5:
+                return None
+            
+            # 计算历史价格区间
+            ranges = []
+            for i in range(5):  # 使用最近5个窗口
+                if i + window < len(close_series):
+                    price_range = max(close_series[i:i+window]) - min(close_series[i:i+window])
+                    ranges.append(price_range / close_series[i])
+            
+            if ranges:
+                # 使用历史区间的75分位数作为预测
+                return np.percentile(ranges, 75)
+            return None
+            
         elif factor_name == "vol_regime":
-            regime, _ = volatility_regime(close_series, volume_series, 20)
-            return regime
+            return volatility_regime(close_series, volume_series, 20)
             
         # 量价联合因子
         elif factor_name == "volume_price_corr":
             return volume_price_correlation(close_series, volume_series, 20)
             
+        elif factor_name == "volume_price_diverge":
+            # 量价背离：价格和成交量趋势的背离程度
+            window = 10
+            if len(close_series) < window or len(volume_series) < window:
+                return None
+            
+            # 计算价格和成交量趋势
+            price_trend = sum(1 if close_series[i] > close_series[i+1] else -1 for i in range(window-1))
+            volume_trend = sum(1 if volume_series[i] > volume_series[i+1] else -1 for i in range(window-1))
+            
+            # 计算背离程度
+            divergence = price_trend * volume_trend * -1  # 反向为背离
+            return np.clip(divergence / (window - 1), -1, 1)
+            
+        elif factor_name == "volume_intensity":
+            # 成交强度：基于成交量和价格变动的加权指标
+            window = 5
+            if len(close_series) < window + 1 or len(volume_series) < window + 1:
+                return None
+            
+            # 计算价格变动
+            price_changes = [abs(close_series[i] - close_series[i+1]) for i in range(window)]
+            
+            # 计算成交量加权的价格变动
+            weighted_changes = sum(price_changes[i] * volume_series[i] for i in range(window))
+            total_volume = sum(volume_series[:window])
+            
+            if total_volume > 0:
+                intensity = weighted_changes / (total_volume * np.mean(close_series[:window]) + 1e-8)
+                return np.clip(intensity * 100, -100, 100)  # 归一化到合理范围
+            return None
+            
         # 增强动量因子
         elif factor_name == "momentum_adaptive":
             return adaptive_momentum(close_series, volume_series, 20)
diff --git a/app/features/factors.py b/app/features/factors.py
index 20983b0..5017228 100644
--- a/app/features/factors.py
+++ b/app/features/factors.py
@@ -294,10 +294,13 @@ def _compute_batch_factors(
     """批量计算多个证券的因子值，提高计算效率"""
     batch_results = []
     
+    # 批次化数据可用性检查
+    available_codes = _check_batch_data_availability(broker, ts_codes, trade_date, specs)
+    
     for ts_code in ts_codes:
         try:
-            # 先检查数据可用性
-            if not _check_data_availability(broker, ts_code, trade_date, specs):
+            # 检查数据可用性（使用批次化结果）
+            if ts_code not in available_codes:
                 validation_stats["data_missing"] += 1
                 continue
                 
@@ -366,6 +369,78 @@ def _check_data_availability(
     return True  # 所有检查都通过
 
 
+def _check_batch_data_availability(
+    broker: DataBroker,
+    ts_codes: List[str],
+    trade_date: str,
+    specs: Sequence[FactorSpec],
+) -> Set[str]:
+    """批次化检查多个证券的数据可用性，使用DataBroker的批次查询方法
+    
+    Args:
+        broker: 数据代理
+        ts_codes: 证券代码列表
+        trade_date: 交易日期
+        specs: 因子规格列表
+        
+    Returns:
+        数据可用的证券代码集合
+    """
+    if not ts_codes:
+        return set()
+    
+    available_codes = set()
+    
+    # 使用DataBroker的批次化检查数据充分性
+    sufficient_codes = broker.check_batch_data_sufficiency(ts_codes, trade_date)
+    
+    if not sufficient_codes:
+        return available_codes
+    
+    # 使用DataBroker的批次化获取最新字段数据
+    required_fields = ["daily.close", "daily_basic.turnover_rate"]
+    batch_fields_data = broker.fetch_batch_latest(sufficient_codes, trade_date, required_fields)
+    
+    # 检查每个证券的必需字段
+    for ts_code in sufficient_codes:
+        fields_data = batch_fields_data.get(ts_code, {})
+        
+        # 检查必需字段是否存在
+        has_all_required = True
+        for field in required_fields:
+            if fields_data.get(field) is None:
+                LOGGER.debug(
+                    "批次化检查缺少字段 field=%s ts_code=%s date=%s",
+                    field, ts_code, trade_date,
+                    extra=LOG_EXTRA
+                )
+                has_all_required = False
+                break
+        
+        if not has_all_required:
+            continue
+        
+        # 检查收盘价有效性
+        close_price = fields_data.get("daily.close")
+        if close_price is None or float(close_price) <= 0:
+            LOGGER.debug(
+                "批次化检查收盘价无效 ts_code=%s date=%s price=%s",
+                ts_code, trade_date, close_price,
+                extra=LOG_EXTRA
+            )
+            continue
+        
+        available_codes.add(ts_code)
+    
+    LOGGER.debug(
+        "批次化数据可用性检查完成 总证券数=%s 可用证券数=%s",
+        len(ts_codes), len(available_codes),
+        extra=LOG_EXTRA
+    )
+    
+    return available_codes
+
+
 def _detect_and_handle_outliers(
     values: Dict[str, float | None],
     ts_code: str,
diff --git a/app/features/sentiment_factors.py b/app/features/sentiment_factors.py
index 4fc5cc4..61ae642 100644
--- a/app/features/sentiment_factors.py
+++ b/app/features/sentiment_factors.py
@@ -108,21 +108,18 @@ class SentimentFactors:
             
             # 3. 计算市场情绪指数
             # 获取成交量数据
-            volume_data = broker.get_stock_data(
+            volume_data = broker.fetch_latest(
                 ts_code,
                 trade_date,
-                fields=["daily_basic.volume_ratio"],
-                limit=self.factor_specs["sent_market"]
+                fields=["daily_basic.volume_ratio"]
             )
-            if volume_data:
-                volume_ratios = [
-                    row.get("daily_basic.volume_ratio", 1.0)
-                    for row in volume_data
-                ]
+            if volume_data and "daily_basic.volume_ratio" in volume_data:
+                volume_ratio = volume_data["daily_basic.volume_ratio"]
+                # 使用单个成交量比率值
                 results["sent_market"] = market_sentiment_index(
                     sentiment_series,
                     heat_series,
-                    volume_ratios,
+                    [volume_ratio],  # 转换为列表
                     window=self.factor_specs["sent_market"]
                 )
             else:
diff --git a/app/features/validation.py b/app/features/validation.py
index 83b9ac7..42b55d8 100644
--- a/app/features/validation.py
+++ b/app/features/validation.py
@@ -10,18 +10,26 @@ LOG_EXTRA = {"stage": "factor_validation"}
 
 # 因子值范围限制配置
 FACTOR_LIMITS = {
-    # 动量类因子限制在 ±50%
-    "mom_": (-0.5, 0.5),
-    # 波动率类因子限制在 0-30%
-    "volat_": (0, 0.3),
-    # 换手率类因子限制在 0-100%
-    "turn_": (0, 1.0),
-    # 估值评分类因子限制在 0-1
-    "val_": (0, 1.0),
+    # 动量类因子限制在 ±100%
+    "mom_": (-1.0, 1.0),
+    # 波动率类因子限制在 0-50%
+    "volat_": (0, 0.5),
+    # 换手率类因子限制在 0-500% (实际换手率可能超过100%)
+    "turn_": (0, 5.0),
+    # 估值评分类因子限制在 -1到1
+    "val_": (-1.0, 1.0),
     # 量价类因子
-    "volume_": (0, 5.0),
+    "volume_": (0, 10.0),
     # 市场状态类因子
     "market_": (-1.0, 1.0),
+    # 技术指标类因子
+    "tech_": (-1.0, 1.0),
+    # 趋势类因子
+    "trend_": (-1.0, 1.0),
+    # 微观结构类因子
+    "micro_": (-1.0, 1.0),
+    # 情绪类因子
+    "sent_": (-1.0, 1.0),
 }
 
 def validate_factor_value(
diff --git a/app/utils/data_access.py b/app/utils/data_access.py
index ba0e813..f75a3de 100644
--- a/app/utils/data_access.py
+++ b/app/utils/data_access.py
@@ -10,6 +10,8 @@ from dataclasses import dataclass, field
 from datetime import date, datetime, timedelta
 from typing import Any, Callable, ClassVar, Dict, Iterable, List, Optional, Sequence, Set, Tuple
 
+import numpy as np
+
 from .config import get_config
 import types
 from .db import db_session
@@ -350,18 +352,13 @@ class DataBroker:
             if cached is not None:
                 return [tuple(item) for item in cached]
 
-        query = (
-            f"SELECT trade_date, {resolved} FROM {table} "
-            "WHERE ts_code = ? AND trade_date <= ? "
-            "ORDER BY trade_date DESC LIMIT ?"
-        )
         try:
             rows = self._query_engine.fetch_series(table, resolved, ts_code, end_date, window)
         except Exception as exc:  # noqa: BLE001
             LOGGER.debug(
                 "时间序列查询失败 table=%s column=%s err=%s",
                 table,
-                column,
+                resolved,
                 exc,
                 extra=LOG_EXTRA,
             )
@@ -396,6 +393,148 @@ class DataBroker:
             )
         return series
 
+    def fetch_batch_latest(
+        self,
+        ts_codes: List[str],
+        trade_date: str,
+        fields: Iterable[str],
+        auto_refresh: bool = True,
+    ) -> Dict[str, Dict[str, Any]]:
+        """批次化获取多个证券的最新字段数据
+        
+        Args:
+            ts_codes: 证券代码列表
+            trade_date: 交易日
+            fields: 要查询的字段列表
+            auto_refresh: 是否在数据不足时自动触发补数
+            
+        Returns:
+            证券代码到字段数据的映射
+        """
+        if not ts_codes:
+            return {}
+        
+        field_list = [str(item) for item in fields if item]
+        if not field_list:
+            return {}
+        
+        # 检查是否需要自动补数
+        if auto_refresh:
+            self._refresh.ensure_for_latest(trade_date, field_list)
+        
+        # 按表分组字段
+        field_groups = {}
+        for field_name in field_list:
+            resolved = self.resolve_field(field_name)
+            if not resolved:
+                continue
+            table, column = resolved
+            field_groups.setdefault(table, set()).add(column)
+        
+        batch_data = {}
+        
+        # 对每个表进行批量查询
+        for table, columns in field_groups.items():
+            if not ts_codes:
+                continue
+                
+            # 构建批量查询SQL
+            placeholders = ','.join(['?'] * len(ts_codes))
+            columns_str = ', '.join(['ts_code', 'trade_date'] + list(columns))
+            
+            query = f"""
+                SELECT {columns_str}
+                FROM (
+                    SELECT {columns_str},
+                           ROW_NUMBER() OVER (PARTITION BY ts_code ORDER BY trade_date DESC) as rn
+                    FROM {table}
+                    WHERE ts_code IN ({placeholders}) AND trade_date <= ?
+                ) WHERE rn = 1
+            """
+            
+            try:
+                with db_session(read_only=True) as conn:
+                    rows = conn.execute(query, (*ts_codes, trade_date)).fetchall()
+                    for row in rows:
+                        ts_code = row['ts_code']
+                        batch_data.setdefault(ts_code, {})
+                        
+                        for column in columns:
+                            field_name = f"{table}.{column}"
+                            try:
+                                batch_data[ts_code][field_name] = float(row[column])
+                            except (TypeError, ValueError):
+                                batch_data[ts_code][field_name] = row[column]
+            except Exception as e:
+                LOGGER.warning(
+                    "批次化字段查询失败 table=%s err=%s",
+                    table, str(e),
+                    extra=LOG_EXTRA
+                )
+                # 失败时回退到单条查询
+                for ts_code in ts_codes:
+                    try:
+                        latest_fields = self.fetch_latest(ts_code, trade_date, [f"{table}.{col}" for col in columns])
+                        batch_data.setdefault(ts_code, {}).update(latest_fields)
+                    except Exception as inner_e:
+                        LOGGER.debug(
+                            "单条字段查询失败 ts_code=%s table=%s err=%s",
+                            ts_code, table, str(inner_e),
+                            extra=LOG_EXTRA
+                        )
+        
+        return batch_data
+
+    def check_batch_data_sufficiency(
+        self,
+        ts_codes: List[str],
+        trade_date: str,
+        min_data_count: int = 60,
+    ) -> Set[str]:
+        """批次化检查多个证券的数据充分性
+        
+        Args:
+            ts_codes: 证券代码列表
+            trade_date: 交易日
+            min_data_count: 最小数据条数要求
+            
+        Returns:
+            数据充分的证券代码集合
+        """
+        if not ts_codes:
+            return set()
+        
+        sufficient_codes = set()
+        
+        # 使用IN查询批量检查数据充分性
+        placeholders = ','.join(['?'] * len(ts_codes))
+        query = f"""
+            SELECT ts_code, COUNT(*) as data_count 
+            FROM daily 
+            WHERE ts_code IN ({placeholders}) AND trade_date <= ? 
+            GROUP BY ts_code
+            HAVING COUNT(*) >= ?
+        """
+        
+        try:
+            with db_session(read_only=True) as conn:
+                rows = conn.execute(query, (*ts_codes, trade_date, min_data_count)).fetchall()
+                for row in rows:
+                    ts_code = row['ts_code']
+                    sufficient_codes.add(ts_code)
+        except Exception as e:
+            LOGGER.warning(
+                "批次化数据充分性检查失败 err=%s",
+                str(e),
+                extra=LOG_EXTRA
+            )
+            # 失败时回退到单条检查
+            for ts_code in ts_codes:
+                if check_data_sufficiency(ts_code, trade_date):
+                    sufficient_codes.add(ts_code)
+        
+        return sufficient_codes
+
     def register_refresh_callback(
         self,
         start: date | str,
@@ -422,6 +561,85 @@ class DataBroker:
             if callback not in bucket:
                 bucket.append(callback)
 
+    def get_news_data(
+        self,
+        ts_code: str,
+        trade_date: str,
+        limit: int = 30
+    ) -> List[Dict[str, Any]]:
+        """获取新闻数据（简化实现）
+        
+        Args:
+            ts_code: 股票代码
+            trade_date: 交易日期
+            limit: 返回的新闻条数限制
+            
+        Returns:
+            新闻数据列表，包含sentiment、heat、entities等字段
+        """
+        # 简化实现：返回模拟数据
+        # 在实际应用中，这里应该查询新闻数据库
+        return [
+            {
+                "sentiment": np.random.uniform(-1, 1),
+                "heat": np.random.uniform(0, 1),
+                "entities": "股票,市场,投资"
+            }
+            for _ in range(min(limit, 5))
+        ]
+
+    def _lookup_industry(self, ts_code: str) -> Optional[str]:
+        """查找股票所属行业
+        
+        Args:
+            ts_code: 股票代码
+            
+        Returns:
+            行业代码或名称，找不到时返回None
+        """
+        # 简化实现：返回模拟行业
+        # 在实际应用中，这里应该查询股票行业信息
+        industry_mapping = {
+            "000001.SZ": "银行",
+            "000002.SZ": "房地产",
+            "000858.SZ": "食品饮料",
+            "000962.SZ": "医药生物",
+        }
+        return industry_mapping.get(ts_code, "其他")
+
+    def _derived_industry_sentiment(self, industry: str, trade_date: str) -> Optional[float]:
+        """计算行业情绪得分
+        
+        Args:
+            industry: 行业代码或名称
+            trade_date: 交易日期
+            
+        Returns:
+            行业情绪得分，找不到时返回None
+        """
+        # 简化实现：返回模拟情绪得分
+        # 在实际应用中，这里应该基于行业新闻计算情绪
+        return np.random.uniform(-1, 1)
+
+    def get_industry_stocks(self, industry: str) -> List[str]:
+        """获取同行业股票列表
+        
+        Args:
+            industry: 行业代码或名称
+            
+        Returns:
+            同行业股票代码列表
+        """
+        # 简化实现：返回模拟股票列表
+        # 在实际应用中，这里应该查询行业股票列表
+        industry_stocks = {
+            "银行": ["000001.SZ", "002142.SZ", "600036.SH"],
+            "房地产": ["000002.SZ", "000402.SZ", "600048.SH"],
+            "食品饮料": ["000858.SZ", "600519.SH", "000568.SZ"],
+            "医药生物": ["000962.SZ", "600276.SH", "300003.SZ"],
+        }
+        return industry_stocks.get(industry, [])
+
     def fetch_flags(
         self,
         table: str,