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extend factor window calculation for extended factors support

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sam 2025-10-08 21:22:25 +08:00
parent 85e7483286
commit 974fc90fc3
1 changed files with 8 additions and 1 deletions
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9
app/features/factors.py
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@ -577,10 +577,17 @@ def _compute_security_factors(
包括基础因子、扩展因子和情绪因子的计算。
"""
# 确定所需的最大窗口大小
close_windows = [spec.window for spec in specs if _factor_prefix(spec.name) in {"mom", "volat"}]
# 包含所有因子（基础因子和扩展因子）的窗口需求
close_windows = [spec.window for spec in specs]
turnover_windows = [spec.window for spec in specs if _factor_prefix(spec.name) == "turn"]
max_close_window = max(close_windows) if close_windows else 0
max_turn_window = max(turnover_windows) if turnover_windows else 0
# 确保窗口大小至少满足扩展因子的需求
from app.features.extended_factors import EXTENDED_FACTORS
extended_windows = [spec.window for spec in EXTENDED_FACTORS]
max_extended_window = max(extended_windows) if extended_windows else 0
max_close_window = max(max_close_window, max_extended_window)
# 获取所需的时间序列数据
close_series = _fetch_series_values(