框架复权因子采用的是涨跌幅复权算法，算法已开源，主要采用分红配股和股改数据进行计算，详细算法介绍可参考文章《量化基础算法:K线涨跌幅复权算法揭秘和实现》
获取复权因子
# 请求复权因子
result = dd.get_factors("000001",dsxquant.MARKET.SZ).dataframe()
print(result)输出格式，除权日的复权因子列表 {日期:[前复权因子,后复权因子]}
20220722 0.982475,60.840279
20210514 0.974809,59.774055
20200528 0.958463,59.307677
20190626 0.948114,58.313133
20180712 0.933428,57.683542
20170721 0.919984,56.790039
20160616 0.755418,55.972096
20150413 0.623983,45.959846
20140612 0.512923,37.963297
20130620 0.317744,31.206389
20121019 0.315393,19.331661
20081031 0.241891,19.188569
20070618 0.219832,14.716718
20030929 0.216301,13.374637
20020723 0.214064,13.159841
20001106 0.186992,13.023705
19991018 0.182043,11.376639
19970825 0.120593,11.075537
19960527 0.060297,7.336915
19950925 0.04872,3.668457
19940711 0.031303,2.964128
19930524 0.016436,1.904488得到复权因子后，根据对应的日期即可计算出前后复权数据,计算方法参考 《量化基础算法:K线涨跌幅复权算法揭秘和实现》
