AVAILABILITY CONTRACT
状态解释
AVAILABLE样例研究数据可展示
BLOCKED_DATA输入数据不足，保持阻断
价格口径QFQ_ADJUSTED
未来数据 / 填补FORBIDDEN
CONTROLLED RESEARCHNO TRADING仅工作区研究资产、策略参数、Sandbox 回测任务与报告可受控写入 · 不构成投资建议
PHASE 2.57 · HK FACTOR SYSTEM V0
港股因子研究目录
展示固定 20 只港股样例的因子定义、可用状态、验证与审计证据。
DEFINITIONS19
AVAILABLE10
BLOCKED_DATA9
RESEARCH VALUES42040
RUN STATUSPASS_CANDIDATE
FACTOR GATEOPEN · RESEARCH ONLY
GET ONLY
RESEARCH BOUNDARY
未授权能力
信号生成CLOSED
策略门禁CLOSED
模拟 / 实盘CLOSED
券商连接ABSENT
FACTOR DEFINITIONS
因子定义与数据可用性
| 因子 | 分类 | 状态 | 窗口 | 输入字段 | 缺失规则 | 阻断原因 | 详情 |
|---|---|---|---|---|---|---|---|
| A/H premiumah_premium · HK_FACTOR_SAMPLE_20_V0_20260721_V1 | HK_SPECIFIC | BLOCKED_DATA | N/A | a_share_price, hk_share_price, fx_rate | NO_IMPUTATION | CROSS_MARKET_MAPPING_AND_FX_UNAVAILABLE | 查看研究证据 |
| Share buyback activitybuyback_activity · HK_FACTOR_SAMPLE_20_V0_20260721_V1 | HK_SPECIFIC | BLOCKED_DATA | N/A | buyback_quantity, shares_outstanding | NO_IMPUTATION | BUYBACK_DATA_UNAVAILABLE | 查看研究证据 |
| Dividend yielddividend_yield · HK_FACTOR_SAMPLE_20_V0_20260721_V1 | HK_SPECIFIC | BLOCKED_DATA | N/A | dividend, adjusted_close | NO_IMPUTATION | POINT_IN_TIME_DIVIDEND_DATA_UNAVAILABLE | 查看研究证据 |
| HKD/CNY FX sensitivityfx_sensitivity · HK_FACTOR_SAMPLE_20_V0_20260721_V1 | HK_SPECIFIC | BLOCKED_DATA | N/A | fx_rate, adjusted_close | NO_IMPUTATION | VERSIONED_FX_SERIES_UNAVAILABLE | 查看研究证据 |
| Composite liquidity scoreliquidity_score · HK_FACTOR_SAMPLE_20_V0_20260721_V1 | HK_SPECIFIC | BLOCKED_DATA | N/A | spread, depth, amount | NO_IMPUTATION | SPREAD_AND_DEPTH_UNAVAILABLE | 查看研究证据 |
| Short selling ratioshort_selling_ratio · HK_FACTOR_SAMPLE_20_V0_20260721_V1 | HK_SPECIFIC | BLOCKED_DATA | N/A | short_selling_turnover, amount | NO_IMPUTATION | SHORT_SELLING_DATA_UNAVAILABLE | 查看研究证据 |
| Southbound flowsouthbound_flow · HK_FACTOR_SAMPLE_20_V0_20260721_V1 | HK_SPECIFIC | BLOCKED_DATA | N/A | southbound_flow | NO_IMPUTATION | SOUTHBOUND_FLOW_UNAVAILABLE | 查看研究证据 |
| Stock Connect holdingstock_connect_holding · HK_FACTOR_SAMPLE_20_V0_20260721_V1 | HK_SPECIFIC | BLOCKED_DATA | N/A | stock_connect_holding | NO_IMPUTATION | STOCK_CONNECT_HOLDING_UNAVAILABLE | 查看研究证据 |
| 20-day average turnover amountamount_20_avg · HK_FACTOR_SAMPLE_20_V0_20260721_V1 | LIQUIDITY | AVAILABLE | 20 | amount | NO_IMPUTATION | — | 查看研究证据 |
| Turnover rateturnover_rate · HK_FACTOR_SAMPLE_20_V0_20260721_V1 | LIQUIDITY | BLOCKED_DATA | N/A | turnover_rate, free_float_shares | NO_IMPUTATION | FREE_FLOAT_SHARES_UNAVAILABLE | 查看研究证据 |
| 20-day average volumevolume_20_avg · HK_FACTOR_SAMPLE_20_V0_20260721_V1 | LIQUIDITY | AVAILABLE | 20 | volume | NO_IMPUTATION | — | 查看研究证据 |
| 60-observation downside volatilitydownside_volatility_60 · HK_FACTOR_SAMPLE_20_V0_20260721_V1 | TECHNICAL | AVAILABLE | 60 | adjusted_close | NO_IMPUTATION | — | 查看研究证据 |
| 20-day moving averagema_20 · HK_FACTOR_SAMPLE_20_V0_20260721_V1 | TECHNICAL | AVAILABLE | 20 | adjusted_close | NO_IMPUTATION | — | 查看研究证据 |
| 60-day moving averagema_60 · HK_FACTOR_SAMPLE_20_V0_20260721_V1 | TECHNICAL | AVAILABLE | 60 | adjusted_close | NO_IMPUTATION | — | 查看研究证据 |
| 60-day maximum drawdownmax_drawdown_60 · HK_FACTOR_SAMPLE_20_V0_20260721_V1 | TECHNICAL | AVAILABLE | 60 | adjusted_close | NO_IMPUTATION | — | 查看研究证据 |
| 20-day momentummomentum_20 · HK_FACTOR_SAMPLE_20_V0_20260721_V1 | TECHNICAL | AVAILABLE | 20 | adjusted_close | NO_IMPUTATION | — | 查看研究证据 |
| 60-day momentummomentum_60 · HK_FACTOR_SAMPLE_20_V0_20260721_V1 | TECHNICAL | AVAILABLE | 60 | adjusted_close | NO_IMPUTATION | — | 查看研究证据 |
| 14-day RSIrsi_14 · HK_FACTOR_SAMPLE_20_V0_20260721_V1 | TECHNICAL | AVAILABLE | 14 | adjusted_close | NO_IMPUTATION | — | 查看研究证据 |
| 20-day return volatilityvolatility_20 · HK_FACTOR_SAMPLE_20_V0_20260721_V1 | TECHNICAL | AVAILABLE | 20 | adjusted_close | NO_IMPUTATION | — | 查看研究证据 |
VALIDATION
因子验证结果
| 运行 | 因子 | 可用状态 | 验证状态 | 覆盖率 | 检查 / 错误 / 警告 | 阻断原因 |
|---|---|---|---|---|---|---|
| HK_FACTOR_SAMPLE_20_V0_20260721_V1_RUN | ah_premiumHK_FACTOR_SAMPLE_20_V0_20260721_V1 | BLOCKED_DATA | BLOCKED_DATA | 0.00% | 0 / 0 / 0 | CROSS_MARKET_MAPPING_AND_FX_UNAVAILABLE |
| HK_FACTOR_SAMPLE_20_V0_20260721_V1_RUN | buyback_activityHK_FACTOR_SAMPLE_20_V0_20260721_V1 | BLOCKED_DATA | BLOCKED_DATA | 0.00% | 0 / 0 / 0 | BUYBACK_DATA_UNAVAILABLE |
| HK_FACTOR_SAMPLE_20_V0_20260721_V1_RUN | dividend_yieldHK_FACTOR_SAMPLE_20_V0_20260721_V1 | BLOCKED_DATA | BLOCKED_DATA | 0.00% | 0 / 0 / 0 | POINT_IN_TIME_DIVIDEND_DATA_UNAVAILABLE |
| HK_FACTOR_SAMPLE_20_V0_20260721_V1_RUN | fx_sensitivityHK_FACTOR_SAMPLE_20_V0_20260721_V1 | BLOCKED_DATA | BLOCKED_DATA | 0.00% | 0 / 0 / 0 | VERSIONED_FX_SERIES_UNAVAILABLE |
| HK_FACTOR_SAMPLE_20_V0_20260721_V1_RUN | liquidity_scoreHK_FACTOR_SAMPLE_20_V0_20260721_V1 | BLOCKED_DATA | BLOCKED_DATA | 0.00% | 0 / 0 / 0 | SPREAD_AND_DEPTH_UNAVAILABLE |
| HK_FACTOR_SAMPLE_20_V0_20260721_V1_RUN | short_selling_ratioHK_FACTOR_SAMPLE_20_V0_20260721_V1 | BLOCKED_DATA | BLOCKED_DATA | 0.00% | 0 / 0 / 0 | SHORT_SELLING_DATA_UNAVAILABLE |
| HK_FACTOR_SAMPLE_20_V0_20260721_V1_RUN | southbound_flowHK_FACTOR_SAMPLE_20_V0_20260721_V1 | BLOCKED_DATA | BLOCKED_DATA | 0.00% | 0 / 0 / 0 | SOUTHBOUND_FLOW_UNAVAILABLE |
| HK_FACTOR_SAMPLE_20_V0_20260721_V1_RUN | stock_connect_holdingHK_FACTOR_SAMPLE_20_V0_20260721_V1 | BLOCKED_DATA | BLOCKED_DATA | 0.00% | 0 / 0 / 0 | STOCK_CONNECT_HOLDING_UNAVAILABLE |
| HK_FACTOR_SAMPLE_20_V0_20260721_V1_RUN | amount_20_avgHK_FACTOR_SAMPLE_20_V0_20260721_V1 | AVAILABLE | PASS | 100.00% | 4520 / 0 / 0 | — |
| HK_FACTOR_SAMPLE_20_V0_20260721_V1_RUN | turnover_rateHK_FACTOR_SAMPLE_20_V0_20260721_V1 | BLOCKED_DATA | BLOCKED_DATA | 0.00% | 0 / 0 / 0 | FREE_FLOAT_SHARES_UNAVAILABLE |
| HK_FACTOR_SAMPLE_20_V0_20260721_V1_RUN | volume_20_avgHK_FACTOR_SAMPLE_20_V0_20260721_V1 | AVAILABLE | PASS | 100.00% | 4520 / 0 / 0 | — |
| HK_FACTOR_SAMPLE_20_V0_20260721_V1_RUN | downside_volatility_60HK_FACTOR_SAMPLE_20_V0_20260721_V1 | AVAILABLE | PASS | 100.00% | 3720 / 0 / 0 | — |
| HK_FACTOR_SAMPLE_20_V0_20260721_V1_RUN | ma_20HK_FACTOR_SAMPLE_20_V0_20260721_V1 | AVAILABLE | PASS | 100.00% | 4520 / 0 / 0 | — |
| HK_FACTOR_SAMPLE_20_V0_20260721_V1_RUN | ma_60HK_FACTOR_SAMPLE_20_V0_20260721_V1 | AVAILABLE | PASS | 100.00% | 3720 / 0 / 0 | — |
| HK_FACTOR_SAMPLE_20_V0_20260721_V1_RUN | max_drawdown_60HK_FACTOR_SAMPLE_20_V0_20260721_V1 | AVAILABLE | PASS | 100.00% | 3720 / 0 / 0 | — |
| HK_FACTOR_SAMPLE_20_V0_20260721_V1_RUN | momentum_20HK_FACTOR_SAMPLE_20_V0_20260721_V1 | AVAILABLE | PASS | 100.00% | 4500 / 0 / 0 | — |
| HK_FACTOR_SAMPLE_20_V0_20260721_V1_RUN | momentum_60HK_FACTOR_SAMPLE_20_V0_20260721_V1 | AVAILABLE | PASS | 100.00% | 3700 / 0 / 0 | — |
| HK_FACTOR_SAMPLE_20_V0_20260721_V1_RUN | rsi_14HK_FACTOR_SAMPLE_20_V0_20260721_V1 | AVAILABLE | PASS | 100.00% | 4620 / 0 / 0 | — |
| HK_FACTOR_SAMPLE_20_V0_20260721_V1_RUN | volatility_20HK_FACTOR_SAMPLE_20_V0_20260721_V1 | AVAILABLE | PASS | 100.00% | 4500 / 0 / 0 | — |
AVAILABLE 仅表示固定样例研究数据可用，不代表投资机会；本页不构成投资建议。