Alphalens 因子分析
Alphalens 因子分析：分析alpha因子的预测能力与前向收益特征，生成分组收益、IC、换手率等报告，辅助量化策略的因子研究与事件分析。 含 25 条反模式约束。
晶体简介
Constraints
Evidence Quality
Medium confidence — review before critical use
31 条不可违反的约束
WHENWhen aligning factor and price data for forward returns computation
ACTIONverify factor and prices DatetimeIndex share identical timezone
CONSEQUENCEMismatched timezones cause NonMatchingTimezoneError and produce incorrect forward return calculations, leading to flawed factor analysis results
WHENWhen constructing factor_data output
ACTIONuse MultiIndex with levels named 'date' (level 0) and 'asset' (level 1)
CONSEQUENCEDownstream functions relying on MultiIndex levels named 'date' and 'asset' will fail or produce incorrect results when index structure is non-compliant
WHENWhen naming forward return columns
ACTIONuse pd.Timedelta-compatible format (e.g., 1D, 5D, 30m, 3h15m)
CONSEQUENCENon-compliant column names cause get_forward_returns_columns pattern matching to fail, resulting in missing forward returns in analysis
常见问题
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更新历史
v0.1.0: 首次发布到 Doramagic.ai。基于 zvtvz/zvt 的自动化 batch-v1 元数据 + 自动生成 FAQ。