5D Compressed Trend Efficiency
Use this Skill to compute 5日压缩趋势效率 / 5D Compressed Trend Efficiency from caller-provided OHLCV data.
Workflow
- Load a
pandas.DataFramewithopen,high,low,close,volume; includedateandsymbolfor cross-sectional research. - Call
scripts/factor.py::compute_factor(df)to compute the factor column. - Call
generate_signals(df)for a simple rank-based long/short signal. - Review
validation_real/report.mdbefore using the factor in a model.
Runtime Contract
- Framework-neutral Python:
pandasandnumpy. - The caller owns data vendor, universe, calendar, costs, slippage, and execution modeling.