 boris
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004a46cb41
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perf: batch current rolling means per stock
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2026-09-05 02:29:06 +08:00 |
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boris
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abe4fed452
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perf: transpose rolling boundary index by date
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2026-09-05 02:17:24 +08:00 |
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boris
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7f17fa1fb4
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perf: project stock snapshot fields by strategy
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2026-09-05 02:02:01 +08:00 |
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boris
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e5646ef80c
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perf: intern stock-state symbols
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2026-09-05 01:41:00 +08:00 |
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boris
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6f81e1940a
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perf: compact daily stock-state cache keys
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2026-09-05 01:11:34 +08:00 |
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boris
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5b2a03d416
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revert: remove unproven duplicate rolling reuse
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2026-09-05 01:00:33 +08:00 |
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boris
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e469b0ddf4
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test: use valid adjusted series in rolling benchmark
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2026-09-05 00:54:10 +08:00 |
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boris
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1f02e78b24
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perf: reuse duplicate rolling lookbacks
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2026-09-05 00:48:12 +08:00 |
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boris
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05953f857a
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perf: share immutable market-cap order index
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2026-09-05 00:37:39 +08:00 |
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boris
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1f10a6bb3d
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Revert "perf: reuse daily snapshot views in stock selection"
This reverts commit 1df0081479.
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2026-09-05 00:24:05 +08:00 |
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boris
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1df0081479
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perf: reuse daily snapshot views in stock selection
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2026-09-05 00:14:57 +08:00 |
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boris
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6d458dbbc6
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perf: reuse stock-state calendar index
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2026-09-04 23:49:33 +08:00 |
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boris
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52b07be19b
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perf: reuse current rolling series boundary
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2026-09-04 23:06:52 +08:00 |
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boris
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914820cc07
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perf: skip unused standard rolling lookup
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2026-09-04 22:55:03 +08:00 |
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boris
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8ed22897ea
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perf: index instruments by symbol id
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2026-09-04 22:46:14 +08:00 |
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boris
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3963648f1a
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perf: retain faster stable universe sort
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2026-09-04 22:31:30 +08:00 |
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boris
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2c711871f5
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perf: avoid stable universe sort allocation
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2026-09-04 22:20:26 +08:00 |
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boris
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836f56af41
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style: format merged metrics exports
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2026-09-04 22:19:49 +08:00 |
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boris
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e27375a204
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Merge remote-tracking branch 'origin/main'
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2026-09-04 22:18:41 +08:00 |
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boris
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92322349d4
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style: normalize fidc core formatting
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2026-09-04 22:18:35 +08:00 |
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boris
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1a79dc483c
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补齐权威下行风险指标
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2026-09-03 15:02:44 +08:00 |
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boris
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a3a077fa87
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统一每日PIT无风险收益指标
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2026-09-03 14:04:51 +08:00 |
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boris
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b15b93eec1
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修复目标权重映射预校验
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2026-09-02 19:05:28 +08:00 |
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boris
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1215a04b7d
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支持日期化仓位调整回放
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2026-09-02 18:15:07 +08:00 |
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boris
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d014bb2fbd
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fix: fail closed on missing factor values
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2026-08-31 14:30:33 +08:00 |
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boris
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dff791b51f
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perf: index factor lookups by symbol
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2026-08-31 14:27:30 +08:00 |
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boris
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cf1b60c996
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fix: accept scoped blacklist runtime context
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2026-08-31 09:40:49 +08:00 |
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boris
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d0ca09d4d8
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test: normalize engine hook assertions
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2026-08-31 08:51:06 +08:00 |
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boris
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c1e66b31a5
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预编译数值表达式助手参数
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2026-08-31 06:52:44 +08:00 |
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boris
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cb18a3f279
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复用选股日快照视图
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2026-08-31 05:03:20 +08:00 |
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boris
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cd116bc3ae
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减少选股状态热路径字符串分配
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2026-08-30 19:02:40 +08:00 |
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boris
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70d72d5d02
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Merge remote-tracking branch 'origin/main'
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2026-08-29 14:52:08 +08:00 |
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boris
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f3a37157fc
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统一回测策略风控字段校验
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2026-08-29 14:52:03 +08:00 |
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boris
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41854fe5bd
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按策略引用投影额外因子字段
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2026-08-29 08:16:41 +08:00 |
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boris
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e793a5fcc1
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按有序市值流提前停止选股
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2026-08-29 07:49:43 +08:00 |
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boris
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362d85773a
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复用标准rolling的交易日边界索引
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2026-08-29 06:15:28 +08:00 |
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boris
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c55caaf79b
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优化等价市值排序的选股路径
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2026-08-29 06:01:02 +08:00 |
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boris
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257088d7d9
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优化策略选股的索引查找路径
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2026-08-29 05:44:06 +08:00 |
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boris
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ff2844884d
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修正退市候选卖出风控边界
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2026-08-29 04:03:32 +08:00 |
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boris
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56a38accc8
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为股票序列增加有界交易日位置索引
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2026-08-28 17:02:35 +08:00 |
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boris
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de1e65a642
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Revert "复用当前时点标准rolling值"
This reverts commit 2d516cf1eb.
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2026-08-28 16:54:01 +08:00 |
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boris
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2d516cf1eb
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复用当前时点标准rolling值
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2026-08-28 16:47:07 +08:00 |
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boris
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e261d93ce5
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跳过已排序快照的重复排序
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2026-08-28 15:49:02 +08:00 |
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boris
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c1e7fc91e4
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跳过无需求的滚动计算
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2026-08-28 15:15:18 +08:00 |
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boris
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56511f9d15
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批量计算标准滚动均线
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2026-08-28 14:53:28 +08:00 |
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boris
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8691076cef
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加速按日股票快照查找
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2026-08-28 14:39:12 +08:00 |
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boris
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2de84e88eb
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优化按日快照数据集构造
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2026-08-28 14:24:56 +08:00 |
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boris
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43184a7afe
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记录多时点调度的实际时间
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2026-08-28 12:54:15 +08:00 |
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boris
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4f647ef529
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保留平台策略全部交易时点
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2026-08-28 12:44:20 +08:00 |
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boris
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59be3b5dd5
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修复多时点调度与触发价撮合
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2026-08-28 11:44:31 +08:00 |
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