++

prepare_prompt/alpha_prompt.txt

@@ -31,7 +31,7 @@
 =================================================================
 
 重申：请确保所有表达式都使用WorldQuant WebSim平台函数，不要使用pandas、numpy或其他Python库函数。输出必须是一行有效的WQ表达式。
-以下是我的账号有权限使用的操作符, 请严格按照操作符, 以及我提供的数据集, 进行生成,组合 20 个alpha：
+以下是我的账号有权限使用的操作符, 请严格按照操作符, 以及我提供的数据集, 进行生成,组合 30 个alpha：
 不要自行假设, 你需要用到的操作符 和 数据集, 必须从我提供给你的里面查找, 并严格按照里面的使用方法进行组合
 
 =================================================================

prepare_prompt/keys_text.txt

@@ -1 +1,11 @@
-["mau", "dau", "active_user", "engagement_time", "session_duration", "user_retention", "churn_rate", "ltv", "cac", "arpu", "customer_acquisition", "user_growth", "revenue_growth", "digital_channel", "app_usage", "web_traffic", "conversion_rate", "stickiness", "viral_coefficient", "net_promoter_score", "customer_satisfaction", "subscription", "recurring_revenue", "monthly_revenue", "daily_revenue", "paying_user", "freemium", "in_app_purchase", "ad_revenue", "monetization", "customer_segment", "user_behavior", "page_view", "click_through_rate", "bounce_rate", "organic_traffic", "paid_traffic", "social_media", "community", "private_traffic", "kpi", "metric", "performance"]
+Name
+Supply Chain Financial Resilience Factor
+
+Hypothesis
+Supply chain financial resilience reflects the stability and risk resistance of capital flow between a company and its upstream and downstream partners. During periods of macroeconomic tightening or industry credit events, companies with fragile supply chain financial networks (e.g., over-reliance on a single financing channel, highly concentrated accounts receivable, or abnormally extended payment terms) are more prone to liquidity crises, leading to stock price declines. Conversely, companies with strong supply chain financial resilience (e.g., diversified financing channels, healthy accounts payable structure, stable capital flow synergy with core partners) can better withstand shocks and may even leverage crises to increase market share, potentially resulting in more resilient stock price performance or alpha generation.
+
+Implementation Plan
+Integrate data fields such as accounts receivable concentration (top five customers' share), distribution of accounts payable days, proportion of commercial paper financing, and whether the company is connected to a core enterprise credit circulation platform to construct a "Supply Chain Financial Resilience Score." Use a time-series stability operator (e.g., ts_stddev) to calculate the volatility of this score during the past three periods of widening credit spreads—lower volatility indicates stronger resilience. Employ a cross-sectional bucketing operator to group securities by their industrial chain and compute the percentile rank of the resilience score within each group. Assign positive alpha weights to securities with consistently improving ranks or those stably in the top 30%.
+
+Alpha Factor Optimization Suggestions
+The effectiveness of this factor may be influenced by the overall monetary policy cycle. It is recommended to introduce a macro-state identification operator (e.g., defining "loose" and "tight" states based on treasury term spreads or credit spreads) to dynamically adjust the factor's weight or neutralization method under different states. During tight cycles, the allocation weight of this factor can be amplified; during loose cycles, consider reducing its weight or applying a composite neutralization approach incorporating industry and market cap neutralization to strip out the beta returns driven by systemic liquidity abundance.

prepare_prompt/mistakes_notebook.txt

@@ -1,3 +1,35 @@
-ts_product ts_zscore ts_mean  ts_scale  add  sign  subtract ts_delta ts_rank greater ts_av_diff ts_quantile ts_count_nans ts_covariance
-ts_arg_min divide ts_corr multiply if_else ts_sum ts_delay group_zscore ts_arg_max ts_std_de ts_backfill
-以上这些操作符不能传入事件类型的数据集, 只能传入时间序列数据集
+你再检查一下, 如果你使用了
+Operator abs does not support event inputs
+Operator ts_mean does not support event inputs
+Operator ts_scale does not support event inputs
+Operator add does not support event inputs
+Operator sign does not support event inputs
+Operator greater does not support event inputs
+Operator ts_av_diff does not support event inputs
+Operator ts_quantile does not support event inputs
+Operator ts_arg_min does not support event inputs
+Operator divide does not support event inputs
+Operator ts_corr does not support event inputs
+Operator ts_decay_linear does not support event inputs
+Operator ts_sum does not support event inputs
+Operator ts_delay does not support event inputs
+Operator ts_arg_max does not support event inputs
+Operator ts_std_dev does not support event inputs
+Operator ts_regression does not support event inputs
+Operator ts_backfill does not support event inputs
+Operator signed_power does not support event inputs
+Operator ts_product does not support event inputs
+Operator ts_zscore does not support event inputs
+Operator group_rank does not support event inputs
+Operator subtract does not support event inputs
+Operator ts_delta does not support event inputs
+Operator ts_rank does not support event inputs
+Operator ts_count_nans does not support event inputs
+Operator ts_covariance does not support event inputs
+Operator multiply does not support event inputs
+Operator if_else does not support event inputs
+Operator group_neutralize does not support event inputs
+Operator group_zscore does not support event inputs
+Operator winsorize does not support event inputs
+
+注意, 以上操作符不能使用事件类型的数据集, 以上操作符禁止使用事件类型的数据集!!