批量计算多标的基础选股因子

calc_factor_batch(
    symbols,
    factors=None,
    count=20,
    frequency="1d",
    end_date=None,
    fq=None,
)

批量计算多标的基础选股因子，返回以证券代码为索引的 DataFrame。

当前支持因子：

因子	别名	说明
return	returns、ret、momentum	区间首尾收盘价收益率
ma	mean_close、close_mean	区间收盘价均值
volatility	vol、std	区间收益率标准差
volume_mean	avg_volume	区间成交量均值
close	last_close	最新收盘价

选股示例：

factors = calc_factor_batch(
    ["000001.SH", "600000.SH"],
    ["return", "ma", "volatility", "volume_mean", "close"],
    count=20,
)

selected = list(factors.sort_values("return", ascending=False).head(2).index)
weights = equal_weight(selected, total_percent=0.6)
order_target_weights(weights, close_missing=True)