# ---- Global config ---- REGION = "EUR" UNIVERSE = "TOP2500" DATA_TYPE = "VECTOR" # ---- Fetch datafields ---- datafields_df = ace.get_datafields( s, dataset_id="other515", region=REGION, universe=UNIVERSE, data_type=DATA_TYPE ).sort_values(by='alphaCount', ascending=False) data_list = datafields_df.id[11:21].values.tolist() # ---- Helper: build regular expression ---- def build_regular(data, dtype): if dtype == "MATRIX": return f"rank({data})" elif dtype == "VECTOR": return f"rank(vec_avg({data}))" else: raise ValueError(f"Unsupported DATA_TYPE: {dtype}") # ---- Build and simulate ---- alpha_spec = [ ace.generate_alpha( regular=build_regular(data, DATA_TYPE), region=REGION, universe=UNIVERSE, neutralization="STATISTICAL", truncation=0.01, max_trade="OFF", ) for data in data_list ] sim_result = ace.simulate_alpha_list_multi(s, alpha_spec)