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AI 原生量化投研平台AI-native quantitative research platform
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把任意两个（或多个）日频因子用「滚动 N 日 IC」加权合成为一个因子，可选考虑因子间相关性 w=(C+λI)^-1·μ；IC 与相关阵都在滚动窗口内逐日重算，只用标签已实现的日期；与等权、滚动 IC 加权两个基线比较，内置训练/验证/测试划分、测试集只读一次。另提供内存 API combine(df, factors, window, lam) 直接对一张长表合成。Combine two or more daily factors with weights from the rolling N-day IC (and optionally the rolling correlation matrix), recomputed every day from already-realised labels, with a strict train / validation / test protocol. Use for 因子合成 / 滚动IC加权 / 两因子合成 / 动态权重; not for a single-factor analysis (bq-factor), a strategy (bq-strategy), tail-segment weighting (segment-factor-combiner) or a fixed-sample covariance combination (cov-aware-factor-combiner).