{"repo":"hugo2046/QuantsPlaybook","free":true,"listed":false,"github":"https://github.com/hugo2046/QuantsPlaybook","clone":"git clone https://github.com/hugo2046/QuantsPlaybook.git","description":"量化研究-券商金工研报复现","language":"Jupyter Notebook","stars":5824,"topics":["quant","quantitative-finance","stock-analysis","trading-algorithms"],"license":null,"category":"quant_research","readme_excerpt":"<!--\n\n * @Author: your name\n * @Date: 2022-04-17 00:54:11\n * @LastEditTime: 2025-12-14 21:37:56\n * @LastEditors: hugo2046 shen.lan123@gmail.com\n * @Description: 复现目录\n * @FilePath: \\undefinedd:\\WrokSpace\\QuantsPlaybook\\README.md\n-->\n# QuantsPlaybook\n\n## 利用python对国内各大券商的金工研报进行复现\n\n数据依赖:[jqdata](https://www.joinquant.com/) 和 [tushare](https://tushare.pro/)\n\n每个文件夹中有对应的券商研报及相关的论文,py文件中为ipynb的复现文档\n\n## ✨ 项目特色\n\n### 🚀 **行业领先的复现质量**\n- **100+ 量化策略**：涵盖择时、因子、价值、组合四大领域\n- **权威券商研报**：光大、华泰、招商、国信等顶级券商金工成果\n- **严格复现标准**：每个策略都经过详细验证和回测\n\n### 🎯 **实战导向的设计**\n- **真实市场数据**：基于A股市场真实行情数据\n- **完整代码实现**：从数据获取到策略回测的全流程代码\n- **可视化分析**：丰富的图表和性能分析报告\n\n### 💡 **技术创新亮点**\n- **多技术融合**：传统技术分析 + 现代机器学习\n- **HHT模型**：改进的希尔伯特-黄变换应用\n- **深度学习**：集成多种神经网络算法（Transformer、LSTM等）\n- **因子挖掘**：独创的球队硬币因子、STR凸显性因子等\n\n### 📊 **丰富的策略生态**\n| 类别 | 策略数量 | 核心特色 | 代表作品 |\n|------|----------|----------|----------|\n| 择时策略 | 25+ | 市场时机把握 | RSRS、QRS、HHT模型 |\n| 因子构建 | 20+ | 多因子模型 | 筹码分布、凸显性因子 |\n| 量化价值 | 2+ | 基本面分析 | FFScore、现金流模型 |\n| 组合优化 | 2+ | 风险管理 | 多任务学习、DE算法 |\n\n## 🛠️ 技术栈\n\n### **核心框架**\n- **Python 3.8+**：主力开发语言\n- **Pandas & NumPy**：数据处理和分析\n- **Qlib**：微软开源AI量化投资框架（[GitHub](https://github.com/microsoft/qlib)）\n- **Backtrader**：专业回测引擎（[GitHub](https://github.com/mementum/backtrader)）\n\n### **机器学习**\n- **PyTorch/TensorFlow**：深度学习框架\n- **LightGBM/XGBoost**：梯度提升树算法\n- **Scikit-learn**：传统机器学习算法\n- **EMD/VMD**：信号处理与模态分解\n\n### **数据源**\n- **聚宽(JQData)**：高质量A股数据\n- **Tushare Pro**：宏观经济和行业数据\n- **本地数据**：历史数据缓存和加速\n\n### **可视化**\n- **Matplotlib/Seaborn**：静态图表\n- **Plotly**：交互式图表\n- **Jupyter Notebook**：交互式开发环境\n\n## 目录\n\n# 📚 完整策略目录\n\n本项目复现了**100+个量化投资策略**，涵盖择时、因子构建、量化价值和组合优化四大领域。\n\n---\n\n## 🟢 择时策略 (25+个策略)\n\n| 策略名称 | 链接 | 参考文献 |\n|----------|------|----------|\n| **RSRS择时指标** | [原始版本](https://github.com/hugo2046/QuantsPlaybook/blob/master/C-%E6%8B%A9%E6%97%B6%E7%B1%BB/RSRS%E6%8B%A9%E6%97%B6%E6%8C%87%E6%A0%87/py/RSRS.ipynb) \\| [修正版本](https://github.com/hugo2046/QuantsPlaybook/blob/master/C-%E6%8B%A9%E6%97%B6%E7%B1%BB/RSRS%E6%8B%A9%E6%97%B6%E6%8C%87%E6%A0%87/py/RSRS%E6%94%B9%E8%BF%9B.ipynb) \\| [本土改造版](https://www.joinquant.com/view/community/detail/e855e5b3cf6a3f9219583c2281e4d048) | • 《20170501-光大证券-择时系列报告之一：基于阻力支撑相对强度（RSRS）的市场择时》<br>• 《20191117-光大证券-技术指标系列报告之六：RSRS择时~回顾与改进》 |\n| **QRS择时** | [QRS择时](https://github.com/hugo2046/QuantsPlaybook/blob/master/C-%E6%8B%A9%E6%97%B6%E7%B1%BB/QRS%E6%8B%A9%E6%97%B6%E4%BF%A1%E5%8F%B7/QRS.ipynb) | 《20210121-中金公司-量化择时系列（1）：金融工程视角下的技术择时艺术》 |\n| **低延迟趋势线与交易择时** | [低延迟趋势线与交易择时](https://github.com/hugo2046/QuantsPlaybook/blob/master/C-%E6%8B%A9%E6%97%B6%E7%B1%BB/%E4%BD%8E%E5%BB%B6%E8%BF%9F%E8%B6%8B%E5%8A%BF%E7%BA%BF%E4%B8%8E%E4%BA%A4%E6%98%93%E6%8B%A9%E6%97%B6/py/%E4%BD%8E%E5%BB%B6%E8%BF%9F%E8%B6%8B%E5%8A%BF%E7%BA%BF%E4%B8%8E%E4%BA%A4%E6%98%93%E6%8B%A9%E6%97%B6.ipynb) | 《20170303-广发证券-低延迟趋势线与交易择时》 |\n| **基于相对强弱下单向波动差值应用** | [基于相对强弱下单向波动差值应用](https://github.com/hugo2046/QuantsPlaybook/blob/master/C-%E6%8B%A9%E6%97%B6%E7%B1%BB/%E5%9F%BA%E4%BA%8E%E7%9B%B8%E5%AF%B9%E5%BC%BA%E5%BC%B1%E4%B8%8B%E5%8D%95%E5%90%91%E6%B3%A2%E5%8A%A8%E5%B7%AE%E5%80%BC%E5%BA%94%E7%94%A8/py/%E5%9F%BA%E4%BA%8E%E7%9B%B8%E5%AF%B9%E5%BC%BA%E5%BC%B1%E4%B8%8B%E5%8D%95%E5%90%91%E6%B3%A2%E5%8A%A8%E5%B7%AE%E5%80%BC%E5%BA%94%E7%94%A8.ipynb) | 《20151022-国信证券-市场波动率研究：基于相对强弱下单向波动差值应用》 |\n| **扩散指标** | [扩散指标](https://github.com/hugo2046/QuantsPlaybook/blob/master/C-%E6%8B%A9%E6%97%B6%E7%B1%BB/%E6%89%A9%E6%95%A3%E6%8C%87%E6%A0%87/py/%E6%89%A9%E6%95%A3%E6%8C%87%E6%A0%87.ipynb) | 《20190924-东北证券-金融工程研究报告：扩散指标择时研究之一，基本用法》 |\n| **指数高阶矩择时** | [指数高阶矩择时](https://github.com/hugo2046/QuantsPlaybook/blob/master/C-%E6%8B%A9%E6%97%B6%E7%B1%BB/%E6%8C%87%E6%95%B0%E9%AB%98%E9%98%B6%E7%9F%A9%E6%8B%A9%E6%97%B6/py/%E6%8C%87%E6%95%B0%E9%AB%98%E9%98%B6%E7%9F%A9%E6%8B%A9%E6%97%B6.ipynb) | 《20150520-广发证券-交易性择时策略研究之八：指数高阶矩择时策略》 |\n| **CSVC框架及熊牛指标** | [CSVC框架](https://github.com/hugo2046/QuantsPlaybook/blob/master/C-%E6%8B%A9%E6%97%B6%E7%B1%BB/CSVC%E6%A1%86%E6%9E%B6%E5%8F%8A%E7%86%8A%E7%89%9B%E6%8C%87%E6%A0%87/py/CSCV%E5%9B%9E%E6%B5%8B%E8%BF%87%E6%8B%9F%E5%90%88%E6%A6%82%E7%8E%87%E5%88%86%E6%9E%90%E6%A1%86%E6%9E%B6.ipynb) \\| [熊牛线指标](https://github.com/hugo2046/QuantsPlaybook/blob/master/C-%E6%8B%A9%E6%97%B6%E7%B1%BB/CSVC%E6%A1%86%E6%9E%B6%E5%8F%8A%E7%86%8A%E7%89%9B%E6%8C%87%E6%A0%87/py/%E6%B3%A2%E5%8A%A8%E7%8E%87%E5%92%8C%E6%8D%A2%E6%89%8B%E7%8E%87%E6%9E%84%E5%BB%BA%E7%89%9B%E7%86%8A%E6%8C%87%E6%A0%87.ipynb) | • 《20190617-华泰证券-华泰人工智能系列之二十二：基于CSCV框架的回测过拟合概率》<br>• 《20200407-华泰证券-华泰金工量化择时系列：牛熊指标在择时轮动中的应用探讨》 |\n| **基于CCK模型的股票市场羊群效应研究** | [羊群效应](https://github.com/hugo2046/QuantsPlaybook/blob/master/C-%E6%8B%A9%E6%97%B6%E7%B1%BB/%E5%9F%BA%E4%BA%8ECCK%E6%A8%A1%E5%9E%8B%E7%9A%84%E8%82%A1%E7%A5%A8%E5%B8%82%E5%9C%BA%E7%BE%8A%E7%BE%A4%E6%95%88%E5%BA%94%E7%A0%94%E7%A9%B6/py/%E7%BE%8A%E7%BE%A4%E6%95%88%E5%BA%94.ipynb) | 《20181128-国泰君安-数量化专题之一百二十二：基于CCK模型的股票市场羊群效应研究》 |\n| **小波分析择时** | [小波分析择时](https://github.com/hugo2046/QuantsPlaybook/blob/master/C-%E6%8B%A9%E6%97%B6%E7%B1%BB/%E5%B0%8F%E6%B3%A2%E5%88%86%E6%9E%90/py/%E5%B0%8F%E6%B3%A2%E5%88%86%E6%9E%90%E6%8B%A9%E6%97%B6.ipynb) | • 《20100621-国信证券-基于小波分析和支持向量机的指数预测模型》<br>• 《20120220-平安证券-量化择时选股系列报告二：水致清则鱼自现_小波分析与支持向量机择时研究》 |\n| **时变夏普** | [时变夏普](https://github.com/hugo2046/QuantsPlaybook/blob/master/C-%E6%8B%A9%E6%97%B6%E7%B1%BB/%E6%97%B6%E5%8F%98%E5%A4%8F%E6%99%AE/py/Tsharpe.ipynb) | • 《20101028-国海证券-新量化择时指标之二：时变夏普比率把握长中短趋势》<br>• 《20120726-国信证券-时变夏普率的择时策略》 |\n| **北向资金交易能力一定强吗** | [北向资金分析](https://github.com/hugo2046/QuantsPlaybook/blob/master/C-%E6%8B%A9%E6%97%B6%E7%B1%BB/%E5%8C%97%E5%90%91%E8%B5%84%E9%87%91%E4%BA%A4%E6%98%93%E8%83%BD%E5%8A%9B%E4%B8%80%E5%AE%9A%E5%BC%BA%E5%90%97/py/%E5%8C%97%E5%90%91%E8%B5%84%E9%87%91%E4%BA%A4%E6%98%93%E8%83%BD%E5%8A%9B%E4%B8%80%E5%AE%9A%E5%BC%BA%E5%90%97.ipynb) | 《20200624-安信证券-金融工程主题报告：北向资金交易能力一定强吗》 |\n| **择时视角下的波动率因子** | [波动率因子](https://github.com/hugo2046/QuantsPlaybook/blob/master/C-%E6%8B%A9%E6%97%B6%E7%B1%BB/%E6%8B%A9%E6%97%B6%E8%A7%86%E8%A7%92%E4%B8%8B%E7%9A%84%E6%B3%A2%E5%8A%A8%E7%8E%87%E5%9B%A0%E5%AD%90.ipynb) | 无 |\n| **趋与势的量化定义研究** | [趋与势量化定义](https://github.com/hugo2046/QuantsPlaybook/blob/master/C-%E6%8B%A9%E6%97%B6%E7%B1%BB/%E8%B6%8B%E4%B8%8E%E5%8A%BF%E7%9A%84%E9%87%8F%E5%8C%96%E5%AE%9A%E4%B9%89%E7%A0%94%E7%A9%B6/%E8%B6%8B%E4%B8%8E%E5%8A%BF%E7%9A%84%E9%87%8F%E5%8C%96%E5%AE%9A%E4%B9%89.ipynb) | 《数量化专题之六十四_趋与势的量化定义研究_2015-08-10_国泰君安》 |\n| **基于点位效率理论的个股趋势预测研究** | [点位效率理论](https://github.com/hugo2046/QuantsPlaybook/blob/master/C-%E6%8B%A9%E6%97%B6%E7%B1%BB/%E5%9F%BA%E4%BA%8E%E7%82%B9%E4%BD%8D%E6%95%88%E7%8E%87%E7%90%86%E8%AE%BA%E7%9A%84%E4%B8%AA%E8%82%A1%E8%B6%8B%E5%8A%BF%E9%A2%84%E6%B5%8B%E7%A0%94%E7%A9%B6/py/%E5%9F%BA%E4%BA%8E%E7%82%B9%E4%BD%8D%E6%95%88%E7%8E%87%E7%90%86%E8%AE%BA%E7%9A%84%E4%B8%AA%E8%82%A1%E8%B6%8B%E5%8A%BF%E9%A2%84%E6%B5%8B%E7%A0%94%E7%A9%B6.ipynb) | • 《20210917-兴业证券-花开股市，相似几何系列二：基于点位效率理论的个股趋势预测研究》<br>• 《20211007-兴业证券-花开股市、相似几何系列三：基于点位效率理论的量化择时体系搭建》 |\n| **技术指标形态识别** | [技术分析算法框架与实战](https://github.com/hugo2046/QuantsPlaybook/blob/master/C-%E6%8B%A9%E6%97%B6%E7%B1%BB/%E6%8A%80%E6%9C%AF%E5%88%86%E6%9E%90%E7%AE%97%E6%B3%95%E6%A1%86%E6%9E%B6%E4%B8%8E%E5%AE%9E%E6%88%98/py/%E6%8A%80%E6%9C%AF%E5%88%86%E6%9E%90%E7%AE%97%E6%B3%95%E6%A1%86%E6%9E%B6%E4%B8%8E%E5%AE%9E%E6%88%98_20220221.ipynb) | • 《Foundations of Technical Analysis》<br>• 《20210831_中泰证券_破解\"看图\"之谜：技术分析算法、框架与实战》 |\n| **识别圆弧底** | [技术分析算法框架与实战二](https://github.com/hugo2046/QuantsPlaybook/blob/master/C-%E6%8B%A9%E6%97%B6%E7%B1%BB/%E6%8A%80%E6%9C%AF%E5%88%86%E6%9E%90%E7%AE%97%E6%B3%95%E6%A1%86%E6%9E%B6%E4%B8%8E%E5%AE%9E%E6%88%98%E4%BA%8C/%E8%AF%86%E5%88%AB%E5%9C%86%E5%BC%A7%E5%BA%95.ipynb) | 《20211231_中泰证券_技术分析算法、框架与实战之二：识别\"圆弧底\"》 |\n| **C-VIX中国版VIX编制手册** | [C-VIX编制](https://github.com/hugo2046/QuantsPlaybook/blob/master/C-%E6%8B%A9%E6%97%B6%E7%B1%BB/C-VIX%E4%B8%AD%E5%9B%BD%E7%89%88VIX%E7%BC%96%E5%88%B6%E6%89%8B%E5%86%8C/VIX.ipynb) | • 《20140331-国信证券-衍生品应用与产品设计系列之vix介绍及gsvx编制》<br>• 《20180707_东北证券_金融工程_市场波动风险度量：vix与skew指数构建与应用》 |\n| **特征分布建模择时** | [特征分布建模择时](https://github.com/hugo2046/QuantsPlaybook/blob/master/C-%E6%8B%A9%E6%97%B6%E7%B1%BB/%E7%89%B9%E5%BE%81%E5%88%86%E5%B8%83%E5%BB%BA%E6%A8%A1%E6%8B%A9%E6%97%B6/%E7%89%B9%E5%BE%81%E5%88%86%E5%B8%83%E6%8B%A9%E6%97%B6.ipynb) | 《2022-06-17_华创证券_金融工程_特征分布建模择时系列之一：物极必反，龙虎榜机构模型》 |\n| **特征分布建模择时系列之二** | [特征成交量模型](https://github.com/hugo2046/QuantsPlaybook/blob/master/C-%E6%8B%A9%E6%97%B6%E7%B1%BB/%E7%89%B9%E5%BE%81%E5%88%86%E5%B8%83%E5%BB%BA%E6%A8%A1%E6%8B%A9%E6%97%B6%E7%B3%BB%E5%88%97%E4%B9%8B%E4%BA%8C/%E7%89%B9%E5%BE%81%E5%88%86%E5%B8%83%E5%BB%BA%E6%A8%A1%E6%8B%A9%E6%97%B6%E7%B3%BB%E5%88%97%E4%B9%8B%E4%BA%8C.ipynb) | 《20220805华创证券宏观研究_特征分布建模择时系列之二：物极必反，巧妙做空，特征成交量，模型终完备》 |\n| **Trader-Company集成算法交易策略** | [Trader-Company策略](https://github.com/hugo2046/QuantsPlaybook/blob/master/C-%E6%8B%A9%E6%97%B6%E7%B1%BB/Trader-Company%E9%9B%86%E6%88%90%E7%AE%97%E6%B3%95%E4%BA%A4%E6%98%93%E7%AD%96%E7%95%A5/Trader_Company.ipynb) | • 《Trader-Company Method A Metaheuristic for Interpretable Stock Price Prediction》<br>• 《20220517_浙商证券_金融工程_一种自适应寻找市场alpha的方法：\"trader-company\"集成算法交易策略》 |\n| **成交量的奥秘：另类价量共振指标的择时** | 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[投资者情绪指数](https://nbviewer.org/github/hugo2046/QuantsPlaybook/blob/dev/C-%E6%8B%A9%E6%97%B6%E7%B1%BB/%E6%8A%95%E8%B5%84","default_branch":"master","files":2069,"tree":[".gitignore",".vscode/launch.json","A-量化基本面/华泰FFScore/20170209-华泰证券-华泰价值选股之FFScore模型：比乔斯基选股模型A股实证研究.pdf","A-量化基本面/华泰FFScore/FFScore.ipynb","A-量化基本面/申万大师系列十三/20151019-申万宏源-申万大师系列.价值投资篇之十三：罗伯.瑞克超额现金流选股法则.pdf","A-量化基本面/申万大师系列十三/py/系列十三：罗伯·瑞克超额现金流选股法则.ipynb","B-因子构建类/APM因子模型/20200307-开源证券-市场微观结构研究系列（5）：APM因子模型的进阶版.pdf","B-因子构建类/APM因子模型/py/APM因子模型.ipynb","B-因子构建类/A股市场中如何构造动量因子？/20200721-开源证券-开源量化评论（3）：A股市场中如何构造动量因子？.pdf","B-因子构建类/A股市场中如何构造动量因子？/notebook/A股市场中如何构造动量因子.ipynb","B-因子构建类/上下影线因子/20200619-东吴证券-“技术分析拥抱选股因子”系列研究（二）：上下影线，蜡烛好还是威廉好？.pdf","B-因子构建类/上下影线因子/py/上下引线因子.ipynb","B-因子构建类/个股动量效应的识别及球队硬币因子/FactorZoo/SportBetting.py","B-因子构建类/个股动量效应的识别及球队硬币因子/FactorZoo/__init__.py","B-因子构建类/个股动量效应的识别及球队硬币因子/FactorZoo/__pycache__/SportBetting.cpython-38.pyc","B-因子构建类/个股动量效应的识别及球队硬币因子/FactorZoo/__pycache__/__init__.cpython-38.pyc","B-因子构建类/个股动量效应的识别及球队硬币因子/README.md","B-因子构建类/个股动量效应的识别及球队硬币因子/requirements.txt","B-因子构建类/个股动量效应的识别及球队硬币因子/src/LGBRanker.py","B-因子构建类/个股动量效应的识别及球队硬币因子/src/__init__.py","B-因子构建类/个股动量效应的识别及球队硬币因子/src/__pycache__/LGBRanker.cpython-38.pyc","B-因子构建类/个股动量效应的识别及球队硬币因子/src/__pycache__/__init__.cpython-38.pyc","B-因子构建类/个股动量效应的识别及球队硬币因子/src/__pycache__/build_factor.cpython-38.pyc","B-因子构建类/个股动量效应的识别及球队硬币因子/src/__pycache__/factor_analyze.cpython-38.pyc","B-因子构建类/个股动量效应的识别及球队硬币因子/src/__pycache__/plotting.cpython-38.pyc","B-因子构建类/个股动量效应的识别及球队硬币因子/src/__pycache__/qlib_workflow.cpython-38.pyc","B-因子构建类/个股动量效应的识别及球队硬币因子/src/__pycache__/rolling.cpython-38.pyc","B-因子构建类/个股动量效应的识别及球队硬币因子/src/__pycache__/savedata2csv.cpython-38.pyc","B-因子构建类/个股动量效应的识别及球队硬币因子/src/__pycache__/utils.cpython-38.pyc","B-因子构建类/个股动量效应的识别及球队硬币因子/src/build_factor.py","B-因子构建类/个股动量效应的识别及球队硬币因子/src/config/workflow_config_TabNet_Alpha158.yaml","B-因子构建类/个股动量效应的识别及球队硬币因子/src/config/workflow_config_TabNet_Alpha360.yaml","B-因子构建类/个股动量效应的识别及球队硬币因子/src/config/workflow_config_adarnn_Alpha360.yaml","B-因子构建类/个股动量效应的识别及球队硬币因子/src/config/workflow_config_add_Alpha360.yaml","B-因子构建类/个股动量效应的识别及球队硬币因子/src/config/workflow_config_alstm_Alpha158.yaml","B-因子构建类/个股动量效应的识别及球队硬币因子/src/config/workflow_config_alstm_Alpha360.yaml","B-因子构建类/个股动量效应的识别及球队硬币因子/src/config/workflow_config_catboost_Alpha158.yaml","B-因子构建类/个股动量效应的识别及球队硬币因子/src/config/workflow_config_catboost_Alpha360.yaml","B-因子构建类/个股动量效应的识别及球队硬币因子/src/config/workflow_config_doubleensemble_Alpha158.yaml","B-因子构建类/个股动量效应的识别及球队硬币因子/src/config/workflow_config_doubleensemble_Alpha360.yaml","B-因子构建类/个股动量效应的识别及球队硬币因子/src/config/workflow_config_gats_Alpha158.yaml","B-因子构建类/个股动量效应的识别及球队硬币因子/src/config/workflow_config_gats_Alpha360.yaml","B-因子构建类/个股动量效应的识别及球队硬币因子/src/config/workflow_config_gru_Alpha158.yaml","B-因子构建类/个股动量效应的识别及球队硬币因子/src/config/workflow_config_gru_Alpha360.yaml","B-因子构建类/个股动量效应的识别及球队硬币因子/src/config/workflow_config_hist_Alpha360.yaml","B-因子构建类/个股动量效应的识别及球队硬币因子/src/config/workflow_config_igmtf_Alpha360.yaml","B-因子构建类/个股动量效应的识别及球队硬币因子/src/config/workflow_config_krnn_Alpha360.yaml","B-因子构建类/个股动量效应的识别及球队硬币因子/src/config/workflow_config_lightgbm_Alpha158.yaml","B-因子构建类/个股动量效应的识别及球队硬币因子/src/config/workflow_config_lightgbm_Alpha158_multi_freq.yaml","B-因子构建类/个股动量效应的识别及球队硬币因子/src/config/workflow_config_lightgbm_Alpha360.yaml","B-因子构建类/个股动量效应的识别及球队硬币因子/src/config/workflow_config_lightgbm_multi_freq.yaml","B-因子构建类/个股动量效应的识别及球队硬币因子/src/config/workflow_config_linear_Alpha158.yaml","B-因子构建类/个股动量效应的识别及球队硬币因子/src/config/workflow_config_localformer_Alpha158.yaml","B-因子构建类/个股动量效应的识别及球队硬币因子/src/config/workflow_config_localformer_Alpha360.yaml","B-因子构建类/个股动量效应的识别及球队硬币因子/src/config/workflow_config_lstm_Alpha158.yaml","B-因子构建类/个股动量效应的识别及球队硬币因子/src/config/workflow_config_lstm_Alpha360.yaml","B-因子构建类/个股动量效应的识别及球队硬币因子/src/config/workflow_config_mlp_Alpha158.yaml","B-因子构建类/个股动量效应的识别及球队硬币因子/src/config/workflow_config_mlp_Alpha360.yaml","B-因子构建类/个股动量效应的识别及球队硬币因子/src/config/workflow_config_sandwich_Alpha360.yaml","B-因子构建类/个股动量效应的识别及球队硬币因子/src/config/workflow_config_sfm_Alpha360.yaml","B-因子构建类/个股动量效应的识别及球队硬币因子/src/config/workflow_config_tcn_Alpha158.yaml","B-因子构建类/个股动量效应的识别及球队硬币因子/src/config/workflow_config_tcn_Alpha360.yaml","B-因子构建类/个股动量效应的识别及球队硬币因子/src/config/workflow_config_tcts_Alpha360.yaml","B-因子构建类/个股动量效应的识别及球队硬币因子/src/config/workflow_config_transformer_Alpha158.yaml","B-因子构建类/个股动量效应的识别及球队硬币因子/src/config/workflow_config_transformer_Alpha360.yaml","B-因子构建类/个股动量效应的识别及球队硬币因子/src/config/workflow_config_xgboost_Alpha158.yaml","B-因子构建类/个股动量效应的识别及球队硬币因子/src/config/workflow_config_xgboost_Alpha360.yaml","B-因子构建类/个股动量效应的识别及球队硬币因子/src/dataservice/__init__.py","B-因子构建类/个股动量效应的识别及球队硬币因子/src/dataservice/__pycache__/__init__.cpython-38.pyc","B-因子构建类/个股动量效应的识别及球队硬币因子/src/dataservice/__pycache__/config.cpython-38.pyc","B-因子构建类/个股动量效应的识别及球队硬币因子/src/dataservice/__pycache__/db_tools.cpython-38.pyc","B-因子构建类/个股动量效应的识别及球队硬币因子/src/dataservice/__pycache__/query2db.cpython-38.pyc","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