 boris
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82fec0ff10
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优化日循环对象查找并加入 profiling 工具
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2026-08-29 18:51:20 +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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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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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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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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520409f50f
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Revert "perf(core): specialize market candidate snapshot lookup"
This reverts commit e677a73f95.
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2026-08-28 08:44:13 +08:00 |
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boris
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e677a73f95
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perf(core): specialize market candidate snapshot lookup
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2026-08-28 08:38:22 +08:00 |
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boris
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cb2319cd22
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Revert "perf(core): reuse rolling endpoints per stock state"
This reverts commit 732c3cfbf5.
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2026-08-28 08:23:04 +08:00 |
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boris
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732c3cfbf5
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perf(core): reuse rolling endpoints per stock state
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2026-08-28 08:16:04 +08:00 |
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boris
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3d2ab17d72
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perf(core): align market factor candidate lookups
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2026-08-28 08:00:31 +08:00 |
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boris
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87c18574a8
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Revert "perf(core): build sorted dataset components linearly"
This reverts commit c46dcf817b.
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2026-08-28 07:20:20 +08:00 |
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boris
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c46dcf817b
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perf(core): build sorted dataset components linearly
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2026-08-28 07:11:19 +08:00 |
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boris
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c86a0e2339
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让分钟行情按流式迭代器处理
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2026-08-27 13:25:28 +08:00 |
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boris
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ed126a3630
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优化分钟历史窗口读取并移除滚动双口径
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2026-08-27 13:14:41 +08:00 |
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boris
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8d7bb60c30
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共享回测分钟报价索引
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2026-08-27 01:38:56 +08:00 |
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boris
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8303a6477b
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允许运行态追加结算交易日历
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2026-08-26 14:28:20 +08:00 |
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boris
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82604481b6
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下推分钟报价订阅过滤
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2026-08-26 07:58:55 +08:00 |
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Boris
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0867655d85
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减少文本因子读取临时分配
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2026-08-26 05:08:34 +08:00 |
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boris
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77622e164c
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减少日频数据读取临时分配
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2026-08-26 04:48:22 +08:00 |
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boris
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afef38e45e
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跳过干净因子映射重复规范化
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2026-08-25 22:59:30 +08:00 |
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boris
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ac30d86b6a
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线性构建数据集价格序列
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2026-08-25 21:55:18 +08:00 |
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boris
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01cffb947c
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共享固定数值因子字段名
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2026-08-25 20:25:05 +08:00 |
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boris
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fac5078dbf
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减少数据集按股票分组字符串分配
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2026-08-25 19:20:23 +08:00 |
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boris
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24e4ac9284
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线性合并分钟行情窗口
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2026-08-25 04:17:53 +08:00 |
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boris
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a147c495af
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重构分钟线事件流与订阅加载
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2026-08-25 01:41:50 +08:00 |
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boris
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4cf0224d2d
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移除DataSet行级Arc分配
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2026-08-24 21:53:00 +08:00 |
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boris
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7503dc8517
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共享回测只读数据索引
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2026-08-24 19:48:14 +08:00 |
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boris
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c52478708f
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用快速哈希优化回测内部索引
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2026-08-24 12:09:09 +08:00 |
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boris
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1d7ac19886
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移除回测稠密索引性能回归
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2026-08-24 11:53:12 +08:00 |
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boris
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0686532be0
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用稠密行索引和滚动游标加速回测
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2026-08-24 11:46:55 +08:00 |
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boris
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911074ae95
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优化日线候选和成交量窗口索引
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2026-08-24 11:34:20 +08:00 |
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boris
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555f2ab9bd
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按证券索引优化表达式数据访问
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2026-08-24 11:21:39 +08:00 |
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boris
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589f94e5b2
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增加逐日紧凑证券索引
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2026-08-24 04:04:03 +08:00 |
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boris
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8254ebbb47
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压缩类型化因子并减少运行分配
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2026-08-24 03:55:03 +08:00 |
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boris
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ea79fdae46
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减少滚动窗口重复索引开销
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2026-08-24 03:36:07 +08:00 |
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boris
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cea079a770
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统一复权滚动因子计算口径
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2026-08-24 02:51:58 +08:00 |
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boris
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7afb72dca8
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统一成交量滚动有效样本口径
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2026-08-23 13:09:18 +08:00 |
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boris
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6f2c39aaf2
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并行构建证券序列索引
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2026-08-01 21:39:17 +08:00 |
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boris
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2a4a9d1290
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构建无锁证券序列索引
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2026-08-01 21:34:51 +08:00 |
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boris
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faa8ac7c13
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优化复权与成交量滚动窗口
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2026-08-01 21:23:11 +08:00 |
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boris
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af4cd25f47
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修正复权序列未来数据污染
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2026-07-17 23:22:39 +08:00 |
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boris
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0337cc8a22
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保留成交量空值滚动语义
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2026-07-17 13:11:50 +08:00 |
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boris
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60457389a3
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支持显式止盈止损参考价口径
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2026-07-17 12:07:07 +08:00 |
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boris
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8f098e4da1
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修正股票日线复权滚动因子口径
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2026-07-17 09:47:47 +08:00 |
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boris
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01b2ca02ff
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完善生命周期持仓与当前日滚动语义
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2026-07-17 07:34:59 +08:00 |
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boris
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20b07ddd7d
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移除决策日市值二次推算
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2026-07-12 04:21:46 +08:00 |
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