Silars
Silars 是基于 Polars 的因子分析与回测工具库，提供数据预处理、组合权重、策略和回测入口。
安装
Silars 需要 Python 3.12 或更高版本；CI 持续验证 Python 3.12 和 3.13。
pip install silars
使用 uv：
uv add silars
最小示例
下面按每个 (date, time) 截面选择得分最高的两个资产，并生成等权组合：
from copy import deepcopy
import polars as pl
from silars.alphalens import top_k
scores = pl.DataFrame(
{
"date": ["2026-01-02"] * 3,
"time": ["09:31:00"] * 3,
"asset": ["A", "B", "C"],
"score": [0.2, 0.8, 0.5],
}
)
selector = deepcopy(top_k).set_params(num=2)
weights = selector.transform(scores)
print(weights.select("date", "time", "asset", "target_weight"))
主要入口
Preprocessor及预处理函数：因子清洗、标准化和中性化。top_k、qcut、MFE：组合权重生成。Strategy、FactorStrategy：策略编排。BacktestEngine、bt：回测。Zoo、zoo：因子数据工作区。
这些入口均从 silars.alphalens 导入。
许可证
Silars 使用 MIT License。silars/empyrical 包含 Apache-2.0 许可的第三方代码，详见
THIRD_PARTY_NOTICES.md 和 LICENSES/Apache-2.0.txt。
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