Darts 时序预测 (darts-forecasting)
Darts 是轻量级时间序列预测库,支持多市场金融数据的确定性与概率性预测,提供协变量整合与层级聚合能力。
Pipeline
data_collection -> data_storage -> factor_computation -> target_selection -> trading_execution -> visualization
Top Use Cases (31 total)
Sphinx Package Title Fixer (UC-101)
Automates extraction of descriptive titles and docstrings from Python packages to improve Sphinx API documentation readability
Triggers: sphinx documentation, package titles, docstring extraction
Sphinx Documentation Configuration (UC-102)
Configures Sphinx documentation builder with extensions for auto-summary, autodoc, and graphviz visualization
Triggers: sphinx config, documentation, autodoc
Example Utilities Module (UC-131)
Provides utility functions for managing Python paths when running Darts examples locally
Triggers: utilities, path management, example helpers
For all 31 use cases, see references/USE_CASES.md.
Execute trigger: When user intent matches intent_router.uc_entries[].positive_terms AND user uses action verb (run/execute/跑/执行/backtest/fetch/collect)
What I'll Ask You
- Target market: A-share (default), HK, or crypto? (US stocks in ZVT are half-baked — stockus_nasdaq_AAPL exists but coverage is thin)
- Data source / provider: eastmoney (free, no account), joinquant (account+paid), baostock (free, good history), akshare, or qmt (broker)?
- Strategy type: MACD golden-cross, MA crossover, volume breakout, fundamental screen, or custom factor?
- Time range: start_timestamp and end_timestamp for backtest period
- Target entity IDs: specific stocks (stock_sh_600000) or index components (SZ1000)?
Semantic Locks (Fatal)
| ID | Rule | On Violation |
|---|
SL-01 | Execute sell orders before buy orders in every trading cycle | halt |
SL-02 | Trading signals MUST use next-bar execution (no look-ahead) | halt |
SL-03 | Entity IDs MUST follow format entity_type_exchange_code | halt |
SL-04 | DataFrame index MUST be MultiIndex (entity_id, timestamp) | halt |
SL-05 | TradingSignal MUST have EXACTLY ONE of: position_pct, order_money, order_amount | halt |
SL-06 | filter_result column semantics: True=BUY, False=SELL, None/NaN=NO ACTION | halt |
SL-07 | Transformer MUST run BEFORE Accumulator in factor pipeline | halt |
SL-08 | MACD parameters locked: fast=12, slow=26, signal=9 | halt |
Full lock definitions: references/LOCKS.md
Top Anti-Patterns (15 total)
AP-TIME-SERIES-ML-001: TimeSeries values array dimensionality mismatch
AP-TIME-SERIES-ML-002: Non-floating-point dtype in TimeSeries values
AP-TIME-SERIES-ML-003: Irregular or non-monotonic time index
All 15 anti-patterns: references/ANTI_PATTERNS.md
Evidence Quality Notice
[QUALITY NOTICE] This crystal was compiled from blueprint finance-bp-102. Evidence verify ratio = 43.8% and audit fail total = 26. Generated results may have uncaptured requirement gaps. Verify critical decisions against source files (LATEST.yaml / LATEST.jsonl).
Reference Files
Compiled by Doramagic crystal-compilation-v6.1 from finance-bp-102 blueprint at 2026-04-22T13:00:47.497902+00:00.
See human_summary.md for non-technical overview.