config(rotation): 更新回测配置 - 关闭溢价过滤并使用最新数据

- 注释掉 end_date,使用最新数据进行回测
- 关闭溢价率过滤 (premium_control.enabled: false)
  - 溢价过滤逻辑未实现 (TODO),配置无效
  - 避免误导,显式关闭该功能
This commit is contained in:
2026-05-25 23:22:40 +08:00
parent 7844b1ebf0
commit 3d9929904b

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@@ -117,7 +117,7 @@ benchmark:
# ============================================================
backtest:
start_date: "2020-01-10" # 与 V1 保持一致(第一个完整交易日)
end_date: "2026-05-22" # 与 V1 保持一致
# end_date: "2026-05-22" # 与 V1 保持一致
# ============================================================
# 因子配置
@@ -157,7 +157,7 @@ rebalance:
# 溢价控制配置
# ============================================================
premium_control:
enabled: true # 启用溢价控制
enabled: false # 启用溢价控制
default_threshold: 0.10 # 默认溢价阈值 10%
mode: "filter" # filter(完全排除) 或 penalize(降权)
penalty_factor: 0.5 # 降权模式下的惩罚系数