# Phase 3 Implementation Summary: Factor Stock Selection

> **Completion Date**: 2026-02-05
> **Status**: ✅ Completed
> **Phase**: 3 of 5

---

## Overview

Phase 3 implements the **Factor Stock Selection** module for AgomTradePro. This module provides multi-factor stock screening and portfolio generation capabilities.

## Key Deliverables

### 1. Infrastructure Layer

**Repositories** (`apps/factor/infrastructure/repositories.py`)
- `FactorDefinitionRepository` - Factor definition CRUD operations
- `FactorPortfolioHoldingRepository` - Portfolio holding queries
- `FactorPerformanceRepository` - Performance metrics access

**Data Adapters** (`apps/factor/infrastructure/adapters/`)
- `TushareFactorAdapter` - Primary data source for valuation/financial factors
- `AkshareFactorAdapter` - Secondary data source
- `CachedFactorAdapter` - Calculates momentum/volatility from price data
- **Failover Pattern**: Tushare → Akshare → Cached

**Integration Service** (`apps/factor/infrastructure/services.py`)
```python
class FactorIntegrationService:
    - calculate_factor_scores(universe, factor_weights, trade_date, top_n)
    - create_factor_portfolio(config_name, trade_date)
    - explain_stock_score(stock_code, factor_weights, trade_date)
    - get_top_stocks(factor_preferences, top_n)
```

### 2. Interface Layer Updates

**Views** (`apps/factor/interface/views.py`)
- `FactorDefinitionViewSet` - Factor definitions CRUD
- `FactorPortfolioConfigViewSet` - Portfolio config CRUD
- `FactorActionViewSet` - Factor calculation actions (top-stocks, create-portfolio, explain-stock)

**URLs** (`apps/factor/interface/urls.py`)
- `/api/factor/definitions/` - Factor definitions
- `/api/factor/configs/` - Portfolio configurations
- `/api/factor/actions/top-stocks/` - Get top N stocks by factor
- `/api/factor/actions/create-portfolio/` - Create factor portfolio
- `/api/factor/actions/explain-stock/` - Explain stock factor score

### 3. SDK Module

**Factor Module** (`sdk/agomtradepro/modules/factor.py`)
```python
class FactorModule:
    - get_all_factors() -> List[FactorDefinition]
    - get_all_configs() -> List[FactorPortfolioConfig]
    - get_top_stocks(factor_preferences, top_n)
    - create_portfolio(config_name, trade_date)
    - explain_stock(stock_code, factor_weights)
    - get_portfolio(config_name) -> Portfolio holdings
```

### 4. MCP Tools

**10 Natural Language Tools** (`sdk/agomtradepro_mcp/tools/factor_tools.py`)

| Tool | Description | Example Usage |
|------|-------------|---------------|
| `get_factor_top_stocks` | Get top N stocks by factor preference | "Select 30 high-value stocks" |
| `explain_factor_stock` | Explain stock's factor score | "Why is 000001.SZ ranked #5?" |
| `list_factor_definitions` | List all available factors | "Show me all factors" |
| `list_factor_configs` | List portfolio configurations | "What portfolios can I create?" |
| `create_factor_portfolio` | Create factor portfolio | "Create value-growth portfolio" |
| `get_factor_portfolio` | Get portfolio holdings | "Show current holdings" |
| `what_are_the_best_value_stocks` | Quick access to value stocks | "Best value stocks?" |
| `what_are_the_best_growth_stocks` | Quick access to growth stocks | "Best growth stocks?" |
| `explain_factor_type` | Explain factor type | "What is value factor?" |
| `recommend_portfolio_for_regime` | Regime-based recommendation | "What portfolio for Recovery?" |

### 5. MCP Server Registration

Updated `sdk/agomtradepro_mcp/server.py`:
```python
# New modules: Factor + Rotation + Hedge
register_factor_tools(server)  # ✅ Added
register_rotation_tools(server)
register_hedge_tools(server)
```

### 6. Import Fixes

Fixed circular import issues in SDK:
- All module files now use `TYPE_CHECKING` for type hints
- String literal type hints (`"AgomTradeProClient"`) for runtime compatibility
- Relative imports throughout (`from ..client` instead of `from agomtradepro.client`)

---

## Data Flow

```
User Request (Claude)
    ↓
MCP Tool (factor_tools.py)
    ↓
SDK Module (factor.py)
    ↓
Integration Service (services.py)
    ↓
Data Adapter (Tushare → Akshare → Cached)
    ↓
Factor Engine (Domain)
    ↓
Repository (ORM)
```

---

## API Endpoints

| Endpoint | Method | Description |
|----------|--------|-------------|
| `/factor/api/all-factors/` | GET | Get all factor definitions |
| `/factor/api/all-configs/` | GET | Get all portfolio configs |
| `/factor/api/top-stocks/` | POST | Get top N stocks by factor |
| `/factor/api/create-portfolio/` | POST | Create factor portfolio |
| `/factor/api/explain-stock/` | POST | Explain stock factor score |

---

## Testing

```bash
# Test SDK imports
python -c "from sdk.agomtradepro.modules import FactorModule; print('✓ FactorModule OK')"

# Test Django project
python manage.py check  # ✓ No issues

# Test initialization
python manage.py init_factors  # ✓ Initializes 27 factors + 6 configs
```

---

## Configuration Examples

**Factor Preferences:**
```python
{
    "value": "high",      # Low PE/PB
    "quality": "high",    # High ROE
    "growth": "medium",   # Moderate growth
    "momentum": "low"     # Low volatility
}
```

**Available Configs:**
- 价值成长平衡组合
- 深度价值组合
- 高成长组合
- 质量优选组合
- 动量精选组合
- 小盘价值组合

---

## Next Steps

**Phase 4: Hedge Portfolio** (Up Next)
- Implement hedge ratio calculation
- Correlation monitoring with alerts
- Hedge effectiveness validation

**Phase 5: Integration & Optimization**
- Unified signal system
- Backtesting all strategies
- Dashboard visualization

---

## Files Modified/Created

### Created
- `apps/factor/infrastructure/repositories.py`
- `apps/factor/infrastructure/adapters/__init__.py`
- `apps/factor/infrastructure/services.py`
- `sdk/agomtradepro/modules/factor.py`
- `sdk/agomtradepro_mcp/tools/factor_tools.py`

### Modified
- `apps/factor/interface/views.py`
- `apps/factor/interface/urls.py`
- `apps/factor/domain/__init__.py`
- `sdk/agomtradepro/client.py`
- `sdk/agomtradepro_mcp/server.py`
- `sdk/agomtradepro/modules/__init__.py`
- `sdk/agomtradepro/config.py`

---

## Status Summary

| Component | Status |
|-----------|--------|
| Infrastructure Layer | ✅ Complete |
| Integration Service | ✅ Complete |
| Interface Layer | ✅ Complete |
| SDK Module | ✅ Complete |
| MCP Tools | ✅ Complete |
| Import Fixes | ✅ Complete |
| Django Check | ✅ Passing |

**Phase 3: 100% Complete** ✅
