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- 参数直接创建: SE_MultiFactor(inds, topn=10, ic_n=5, ic_rolling_n=120, ref_stk=None, mode="MF_ICIRWeight")
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:param sequense(Indicator) inds: 原始因子列表
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:param Stock ref_stk: 参考证券 (未指定时,默认为 sh000300 沪深300)
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:param int topn: 只选取时间截面中前 topn 个系统, 小于等于0时代表不限制
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:param int ic_n: 默认 IC 对应的 N 日收益率
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:param int ic_rolling_n: IC 滚动周期
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:param Stock ref_stk: 参考证券 (未指定时,默认为 sh000300 沪深300)
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:param str mode: "MF_ICIRWeight" | "MF_ICWeight" | "MF_EqualWeight" 因子合成算法名称
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:return: SE选择器实例
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