Commit Graph

766 Commits

Author SHA1 Message Date
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
boris ce46e42ff7 Merge remote-tracking branch 'origin/main' 2026-08-31 09:44:52 +08:00
boris cf1b60c996 fix: accept scoped blacklist runtime context 2026-08-31 09:40:49 +08:00
boris d0ca09d4d8 test: normalize engine hook assertions 2026-08-31 08:51:06 +08:00
boris c1e66b31a5 预编译数值表达式助手参数 2026-08-31 06:52:44 +08:00
boris cb18a3f279 复用选股日快照视图 2026-08-31 05:03:20 +08:00
boris b634540047 固化定点金额与分钟流式验收 2026-08-31 02:44:20 +08:00
boris cd116bc3ae 减少选股状态热路径字符串分配 2026-08-30 19:02:40 +08:00
boris f839b16dbd Merge remote-tracking branch 'refs/remotes/bundle/main' 2026-08-29 15:14:11 +08:00
boris 70d72d5d02 Merge remote-tracking branch 'origin/main' 2026-08-29 14:52:08 +08:00
boris f3a37157fc 统一回测策略风控字段校验 2026-08-29 14:52:03 +08:00
boris ce5564408d 按策略引用投影额外因子字段 2026-08-29 08:16:58 +08:00
boris 41854fe5bd 按策略引用投影额外因子字段 2026-08-29 08:16:41 +08:00
boris d5265619f3 按有序市值流提前停止选股 2026-08-29 07:50:09 +08:00
boris e793a5fcc1 按有序市值流提前停止选股 2026-08-29 07:49:43 +08:00
boris 362d85773a 复用标准rolling的交易日边界索引 2026-08-29 06:15:28 +08:00
boris c55caaf79b 优化等价市值排序的选股路径 2026-08-29 06:01:02 +08:00
boris 257088d7d9 优化策略选股的索引查找路径 2026-08-29 05:44:06 +08:00
boris ff2844884d 修正退市候选卖出风控边界 2026-08-29 04:03:32 +08:00
boris 56a38accc8 为股票序列增加有界交易日位置索引 2026-08-28 17:02:35 +08:00
boris de1e65a642 Revert "复用当前时点标准rolling值"
This reverts commit 2d516cf1eb.
2026-08-28 16:54:01 +08:00