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