feat(rotation): componentize position weighting + fix bond threshold consistency

- Extract compute_position_weights() as pluggable pure function
- Add WeightType enum (equal/rank) and RotationConfig.weight field
- Fix bond threshold dimension mismatch: use configured factor function
  for all assets instead of hardcoded weighted_momentum_score
- Default weight: equal in config, active: rank in config_simple.yaml
This commit is contained in:
2026-06-06 22:28:08 +08:00
parent 44588d5026
commit 4973a9a2a5
3 changed files with 103 additions and 26 deletions

View File

@@ -108,6 +108,7 @@ rebalance:
rotation:
diversified: true
select_num: 3
weight: rank
threshold:
dynamic:
fallback_enabled: true