From 974fc90fc320ba971ea075632e997da4ef8bfea8 Mon Sep 17 00:00:00 2001 From: sam Date: Wed, 8 Oct 2025 21:22:25 +0800 Subject: [PATCH] extend factor window calculation for extended factors support --- app/features/factors.py | 9 ++++++++- 1 file changed, 8 insertions(+), 1 deletion(-) diff --git a/app/features/factors.py b/app/features/factors.py index 8695bdc..e8d804b 100644 --- a/app/features/factors.py +++ b/app/features/factors.py @@ -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(