Commit Graph

9 Commits

Author SHA1 Message Date
boris e66460c4e9 对齐次日交易信号基线与基准收益起点 2026-09-09 07:43:29 +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 c8cbc5dc96 Merge remote-tracking branch 'origin/main'
# Conflicts:
#	crates/fidc-core/src/metrics.rs
2026-08-22 18:58:44 +08:00
boris 6fba34d2e4 修正回测出入金现金流中性口径 2026-08-22 18:54:34 +08:00
boris b8776d7169 修正入金后的资金流收益指标 2026-08-22 14:32:52 +08:00
boris e6621c1719 fix benchmark return baseline 2026-04-24 00:17:20 -07:00
boris 0fe681ff5f Align jq microcap execution with intraday snapshots 2026-04-20 12:13:59 +08:00
boris 0e2c25e4c4 Improve jq microcap execution semantics 2026-04-18 18:02:50 +08:00