Haozhe Wu
137689c5c1
wiki/scripts/build_alpha_library.py (475L) - Reads manifest.json produced by `vibe-trading alpha export-manifest` - Emits per-alpha pages (content/<zoo>/<id>.html) and per-zoo overview tables (content/<zoo>/index.html) — 452 + 4 = 456 pages - Jinja2 with select_autoescape(["html","xml"]) mandatory; no |safe on user-derived content; strict CSP on every generated page (default-src 'self'; style-src 'self' 'unsafe-inline'; script-src 'none'; img-src 'self' data:) - Emits content/index.json for the landing page to hydrate per-zoo counts via fetch() - Friendly exit when manifest.json missing - End-of-main self-test compares manifest formula content against rendered HTML to verify the escape pipeline; prints "html escape ok" or "html escape FAIL" wiki/alpha-library/index.html (rewritten from 78-line shell to 192L) - Hero + 4 zoo cards (Kakushadze 101 Formulaic Alphas, qlib158, gtja191, academic) + stats grid + 3-line CLI quickstart + GitHub footer - Per-zoo counts hydrated at runtime from content/index.json - Loose CSP (script-src 'self' 'unsafe-inline') only on this landing page to keep the site theme-init inline script and the inline fetch() — generated /content/** pages stay on script-src 'none' wiki/research-lab/index.html - Post grid replacing the empty hero stub; links to the new blog - One-line lede explaining the section wiki/research-lab/posts/alpha-191-in-2026.html (~675L, ~2400 words) - 6-section deep-dive: TL;DR / Background / Method / Findings / Caveats / Reproduce - Numbers from a real bench run on CSI 300 / 2018-2025: 10 alive, 15 reversed, 165 dead (of 190 tested, 1 skipped). Top 5 by IR: gtja191_171 / _111 / _163 / _002 / _054. Theme survival rates: microstructure 22%, reversal 11%, volatility 8%, volume 5%, momentum 2%, liquidity 0% - Survivorship-bias caveat for cross-zoo readers (the current constituent list of any index is a forward-biased proxy for the point-in-time constituents during the window) - Strict CSP (script-src 'none'); no MathJax/KaTeX — formula_latex rendered as <code class="formula">; aggregate stats only (no per-stock per-date values, Tushare ToS) wiki/research-lab/posts/alpha-191-in-2026.tweet.md - HKUDS-style draft tweet (Chao Huang voice): emoji-decorated project name, real numbers (10 / 15 / 165), 8-year OOS qualifier, GitHub + pip links, ≤2 hashtags. READY to post once the release goes live. .gitignore adds wiki/alpha-library/manifest.json and wiki/alpha-library/content/ as generated, never-checked-in artifacts.
193 lines
10 KiB
HTML
193 lines
10 KiB
HTML
<!doctype html>
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<html lang="en">
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<head>
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<meta charset="utf-8">
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<meta http-equiv="Content-Security-Policy" content="default-src 'self'; style-src 'self' 'unsafe-inline' https://fonts.googleapis.com; script-src 'self' 'unsafe-inline'; img-src 'self' data: https://vibetrading.wiki; font-src 'self' https://fonts.gstatic.com; connect-src 'self' https://api.github.com;">
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<script>
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(function () {
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try {
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var stored = localStorage.getItem("vibetrading-theme");
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var resolved = stored === "dark" || stored === "light"
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? stored
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: window.matchMedia("(prefers-color-scheme: dark)").matches ? "dark" : "light";
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document.documentElement.setAttribute("data-theme", resolved);
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} catch (e) {
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document.documentElement.setAttribute("data-theme", "light");
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}
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})();
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</script>
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<meta name="viewport" content="width=device-width, initial-scale=1">
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<title>Alpha Library | Vibe-Trading Wiki</title>
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<meta name="description" content="450+ pre-built quant alphas across four zoos: Qlib158, Kakushadze 101, GTJA191, Academic. One-line CLI to benchmark any zoo on your universe.">
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<meta name="robots" content="index, follow, max-image-preview:large">
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<meta property="og:type" content="website">
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<meta property="og:site_name" content="Vibe-Trading Wiki">
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<meta property="og:title" content="Alpha Library">
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<meta property="og:description" content="450+ pre-built quant alphas across four zoos. One-line CLI to benchmark any zoo on your universe.">
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<meta property="og:image" content="https://vibetrading.wiki/assets/icon.png">
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<meta property="og:url" content="https://vibetrading.wiki/alpha-library/">
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<link rel="canonical" href="https://vibetrading.wiki/alpha-library/">
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<link rel="icon" type="image/png" href="/assets/icon.png">
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<link rel="preconnect" href="https://fonts.googleapis.com">
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<link rel="preconnect" href="https://fonts.gstatic.com" crossorigin>
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<link href="https://fonts.googleapis.com/css2?family=Fraunces:opsz,wght@9..144,600;9..144,750&family=IBM+Plex+Mono:wght@400;500;600&family=IBM+Plex+Sans:wght@400;500;600;700&display=swap" rel="stylesheet">
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<link rel="stylesheet" href="/styles.css">
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<script type="module" src="/main.js"></script>
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<style>
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.alpha-hero { width: min(1180px, calc(100% - 32px)); margin: 56px auto 32px; }
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.alpha-hero h1 { font-family: var(--serif); font-size: clamp(2.2rem, 4vw, 3.4rem); margin: 8px 0 14px; letter-spacing: -0.01em; }
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.alpha-hero p { color: var(--muted); max-width: 720px; line-height: 1.7; font-size: 1.05rem; margin: 0 0 24px; }
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.alpha-stats { width: min(1180px, calc(100% - 32px)); margin: 8px auto 32px; display: grid; grid-template-columns: repeat(auto-fit, minmax(180px, 1fr)); gap: 14px; }
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.alpha-stat { background: var(--surface); border: 1px solid var(--line); border-radius: 14px; padding: 18px 20px; }
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.alpha-stat dt { color: var(--muted); font-size: 0.75rem; text-transform: uppercase; letter-spacing: 0.08em; margin: 0; }
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.alpha-stat dd { margin: 6px 0 0; font-family: var(--mono); font-size: 1.7rem; color: var(--ink); }
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.alpha-stat .small { font-size: 0.78rem; color: var(--muted); font-family: var(--mono); }
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.alpha-zoos { width: min(1180px, calc(100% - 32px)); margin: 16px auto 56px; display: grid; grid-template-columns: repeat(auto-fit, minmax(260px, 1fr)); gap: 18px; }
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.alpha-zoo-card { display: flex; flex-direction: column; gap: 10px; padding: 22px 22px 24px; background: var(--surface); border: 1px solid var(--line); border-radius: 16px; color: inherit; transition: border-color 0.15s ease, transform 0.15s ease; }
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.alpha-zoo-card:hover { border-color: var(--accent); transform: translateY(-2px); }
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.alpha-zoo-card .zoo-id { font-family: var(--mono); color: var(--accent); font-size: 0.78rem; letter-spacing: 0.06em; text-transform: uppercase; }
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.alpha-zoo-card h3 { margin: 0; font-family: var(--mono); font-size: 1.15rem; }
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.alpha-zoo-card p { margin: 0; color: var(--muted); font-size: 0.92rem; line-height: 1.55; flex: 1; }
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.alpha-zoo-card .count { font-family: var(--mono); font-size: 0.85rem; color: var(--accent-2); margin-top: 4px; }
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.alpha-getstart { width: min(1180px, calc(100% - 32px)); margin: 24px auto 64px; }
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.alpha-getstart h2 { font-family: var(--mono); font-size: 1.1rem; letter-spacing: 0.02em; margin: 0 0 14px; }
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.alpha-getstart pre { background: var(--surface); border: 1px solid var(--line); border-radius: 14px; padding: 20px 22px; overflow-x: auto; font-family: var(--mono); font-size: 0.92rem; line-height: 1.7; }
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.alpha-getstart .comment { color: var(--muted); }
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</style>
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</head>
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<body>
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<header class="site-header" id="site-header">
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<div class="site-header__inner">
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<a class="brand" href="/home/" aria-label="Vibe-Trading home">
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<img class="brand__mark" src="/assets/icon.png" alt="" width="40" height="40">
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<span class="brand__text">Vibe-Trading</span>
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</a>
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<nav class="site-nav" aria-label="Primary">
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<a href="/docs/">Docs</a>
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<a href="/tutorials/">Tutorials</a>
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<a href="/alpha-library/">Alpha Library</a>
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<a href="/research-lab/">Research Lab</a>
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<a href="https://github.com/HKUDS/Vibe-Trading">Source</a>
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</nav>
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<div class="site-actions">
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<a class="star-pill" href="https://github.com/HKUDS/Vibe-Trading" aria-label="Vibe-Trading on GitHub">
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<span aria-hidden="true">Star</span>
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<strong id="star-count">--</strong>
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</a>
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<button class="icon-button" id="theme-toggle" type="button" aria-label="Toggle color theme">
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<span class="theme-icon" aria-hidden="true"></span>
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</button>
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</div>
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</div>
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</header>
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<main>
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<section class="alpha-hero">
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<p class="eyebrow">Alpha Library</p>
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<h1>Alpha Library.</h1>
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<p>450+ pre-built quant alphas across four zoos. One-line CLI to bench any zoo on your universe.</p>
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</section>
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<dl class="alpha-stats" id="alpha-stats">
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<div class="alpha-stat">
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<dt>Total alphas</dt>
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<dd id="stat-total">--</dd>
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<span class="small" id="stat-total-sub">loading...</span>
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</div>
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<div class="alpha-stat">
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<dt>Zoos</dt>
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<dd id="stat-zoos">--</dd>
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<span class="small">Qlib158 / Kakushadze 101 / GTJA191 / Academic</span>
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</div>
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<div class="alpha-stat">
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<dt>Last generated</dt>
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<dd id="stat-generated" style="font-size: 0.95rem;">--</dd>
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<span class="small">via vibe-trading alpha export-manifest</span>
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</div>
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<div class="alpha-stat">
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<dt>Live trading</dt>
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<dd style="font-size: 0.95rem;">disabled</dd>
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<span class="small">research only</span>
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</div>
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</dl>
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<section class="alpha-zoos" id="alpha-zoos">
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<a class="alpha-zoo-card" href="content/qlib158/index.html">
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<span class="zoo-id">qlib158</span>
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<h3>Qlib Alpha158</h3>
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<p>Microsoft Qlib's 158 production alphas, ported to the panel API.</p>
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<span class="count" data-zoo="qlib158">--</span>
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</a>
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<a class="alpha-zoo-card" href="content/alpha101/index.html">
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<span class="zoo-id">alpha101</span>
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<h3>Kakushadze 101 Formulaic Alphas</h3>
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<p>The 101 short-horizon formulaic alphas from Kakushadze (2015).</p>
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<span class="count" data-zoo="alpha101">--</span>
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</a>
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<a class="alpha-zoo-card" href="content/gtja191/index.html">
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<span class="zoo-id">gtja191</span>
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<h3>GTJA 191</h3>
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<p>Guotai Junan's 191 alphas — A-share microstructure & volume themes.</p>
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<span class="count" data-zoo="gtja191">--</span>
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</a>
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<a class="alpha-zoo-card" href="content/academic/index.html">
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<span class="zoo-id">academic</span>
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<h3>Academic Anomalies</h3>
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<p>Curated alphas from the academic asset-pricing literature.</p>
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<span class="count" data-zoo="academic">--</span>
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</a>
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</section>
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<section class="alpha-getstart">
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<h2>Get started</h2>
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<pre><code><span class="comment"># install</span>
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pip install vibe-trading-ai
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<span class="comment"># list every alpha in a zoo</span>
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vibe-trading alpha list --zoo gtja191
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<span class="comment"># benchmark a zoo on your universe and period</span>
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vibe-trading alpha bench --zoo gtja191 --universe csi300 --period 2020-2025</code></pre>
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</section>
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</main>
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<footer class="site-footer">
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<span>Vibe-Trading Wiki</span>
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<a href="/docs/">Docs</a>
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<a href="/tutorials/">Tutorials</a>
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<a href="/alpha-library/">Alpha Library</a>
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<a href="/research-lab/">Research Lab</a>
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<a href="https://github.com/HKUDS/Vibe-Trading">GitHub</a>
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</footer>
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<script>
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// Runtime hydration of stats + per-zoo counts from the generated index.json.
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(function () {
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fetch("content/index.json", { cache: "no-store" })
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.then(function (r) { if (!r.ok) throw new Error("index.json " + r.status); return r.json(); })
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.then(function (data) {
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var total = document.getElementById("stat-total");
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var totalSub = document.getElementById("stat-total-sub");
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var zoos = document.getElementById("stat-zoos");
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var gen = document.getElementById("stat-generated");
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if (total) total.textContent = String(data.total_alphas || 0);
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if (totalSub) totalSub.textContent = "across " + (data.zoo_count || 0) + " zoos";
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if (zoos) zoos.textContent = String(data.zoo_count || 0);
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if (gen && data.generated_at) {
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try { gen.textContent = new Date(data.generated_at).toISOString().slice(0, 10); }
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catch (e) { gen.textContent = String(data.generated_at).slice(0, 10); }
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}
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(data.zoos || []).forEach(function (z) {
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var el = document.querySelector('.count[data-zoo="' + z.zoo_id + '"]');
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if (el) el.textContent = z.count + " alphas";
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});
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})
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.catch(function () {
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var totalSub = document.getElementById("stat-total-sub");
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if (totalSub) totalSub.textContent = "manifest not generated yet";
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});
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})();
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</script>
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</body>
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</html>
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