Commit Graph

836 Commits

Author SHA1 Message Date
boris cfb19b5783 perf: avoid board normalization allocations 2026-09-05 03:42:21 +08:00
boris 6f1e40754d docs: record specialized snapshot source validation 2026-09-05 03:40:35 +08:00
boris d79678d850 perf: specialize stock snapshot sources 2026-09-05 03:32:38 +08:00
boris 224adf70d4 docs: record rejected symbol board cache 2026-09-05 03:28:06 +08:00
boris f2105399c5 Revert "perf: cache symbol board classification"
This reverts commit eb8b14602a.
2026-09-05 03:19:31 +08:00
boris eb8b14602a perf: cache symbol board classification 2026-09-05 03:09:15 +08:00
boris df52f90d46 docs: record rejected rolling lookback freeze 2026-09-05 03:05:29 +08:00
boris 05e67c73df Revert "perf: freeze standard rolling lookbacks"
This reverts commit 32e4030442.
2026-09-05 03:01:18 +08:00
boris 32e4030442 perf: freeze standard rolling lookbacks 2026-09-05 02:54:53 +08:00
boris be2f624e3c docs: record typed current rolling validation 2026-09-05 02:52:24 +08:00
boris 75ab0c06c6 perf: type static current rolling helpers 2026-09-05 02:42:47 +08:00
boris 1410aa588a docs: record rejected current rolling batch 2026-09-05 02:38:32 +08:00
boris 43b15b2098 Revert "perf: batch current rolling means per stock"
This reverts commit 004a46cb41.
2026-09-05 02:33:34 +08:00
boris 004a46cb41 perf: batch current rolling means per stock 2026-09-05 02:29:06 +08:00
boris 76b1d6c38b docs: record calendar-major boundary validation 2026-09-05 02:24:47 +08:00
boris abe4fed452 perf: transpose rolling boundary index by date 2026-09-05 02:17:24 +08:00
boris a35137ed1c docs: record stock snapshot field projection 2026-09-05 02:13:00 +08:00
boris 7f17fa1fb4 perf: project stock snapshot fields by strategy 2026-09-05 02:02:01 +08:00
boris 5f7321da58 docs: record interned stock symbol validation 2026-09-05 01:52:49 +08:00
boris e5646ef80c perf: intern stock-state symbols 2026-09-05 01:41:00 +08:00
boris 71b3517003 docs: record compact stock-state cache key validation 2026-09-05 01:20:20 +08:00
boris 6f81e1940a perf: compact daily stock-state cache keys 2026-09-05 01:11:34 +08:00
boris 98a74f7bb4 docs: record rejected duplicate rolling optimization 2026-09-05 01:06:30 +08:00
boris 5b2a03d416 revert: remove unproven duplicate rolling reuse 2026-09-05 01:00:33 +08:00
boris e469b0ddf4 test: use valid adjusted series in rolling benchmark 2026-09-05 00:54:10 +08:00
boris 1f02e78b24 perf: reuse duplicate rolling lookbacks 2026-09-05 00:48:12 +08:00
boris a235f46b6d docs: record shared market-cap order benchmark 2026-09-05 00:46:00 +08:00
boris 05953f857a perf: share immutable market-cap order index 2026-09-05 00:37:39 +08:00
boris 6538742dfa docs: record rejected daily snapshot optimization 2026-09-05 00:30:42 +08:00
boris 1f10a6bb3d Revert "perf: reuse daily snapshot views in stock selection"
This reverts commit 1df0081479.
2026-09-05 00:24:05 +08:00
boris 1df0081479 perf: reuse daily snapshot views in stock selection 2026-09-05 00:14:57 +08:00
boris db155e7ad0 docs: record stock-state calendar index benchmark 2026-09-05 00:03:53 +08:00
boris 6d458dbbc6 perf: reuse stock-state calendar index 2026-09-04 23:49:33 +08:00
boris f7708331d3 docs: add second strategy rolling regression 2026-09-04 23:22:05 +08:00
boris 873cdb9d31 docs: record current rolling boundary benchmark 2026-09-04 23:19:15 +08:00
boris 52b07be19b perf: reuse current rolling series boundary 2026-09-04 23:06:52 +08:00
boris 914820cc07 perf: skip unused standard rolling lookup 2026-09-04 22:55:03 +08:00
boris 47d1520d72 docs: record instrument symbol-id benchmark 2026-09-04 22:53:11 +08:00
boris 8ed22897ea perf: index instruments by symbol id 2026-09-04 22:46:14 +08:00
boris 3963648f1a perf: retain faster stable universe sort 2026-09-04 22:31:30 +08:00
boris 2c711871f5 perf: avoid stable universe sort allocation 2026-09-04 22:20:26 +08:00
boris 836f56af41 style: format merged metrics exports 2026-09-04 22:19:49 +08:00
boris e27375a204 Merge remote-tracking branch 'origin/main' 2026-09-04 22:18:41 +08:00
boris 92322349d4 style: normalize fidc core formatting 2026-09-04 22:18:35 +08:00
boris 1a79dc483c 补齐权威下行风险指标 2026-09-03 15:02:44 +08:00
boris a3a077fa87 统一每日PIT无风险收益指标 2026-09-03 14:04:51 +08:00
boris b15b93eec1 修复目标权重映射预校验 2026-09-02 19:05:28 +08:00
boris 1215a04b7d 支持日期化仓位调整回放 2026-09-02 18:15:07 +08:00
boris d014bb2fbd fix: fail closed on missing factor values 2026-08-31 14:30:33 +08:00
boris dff791b51f perf: index factor lookups by symbol 2026-08-31 14:27:30 +08:00