refactor(rotation): 移除数据缓存 + 修复空值和pct_change警告

- 移除CSV本地缓存(cache_dir、_cache_path、_premium_cache_path、_save_premium_cache)
- 每次运行直接从API获取数据,简化DataCache类
- 修复_get_etf_prices中open/close为None时的空值处理(中证指数API不提供OHLC)
- 修复pct_change的FutureWarning(显式传fill_method=None)
- 更新trade_cost注释
This commit is contained in:
2026-06-03 00:54:48 +08:00
parent d1139a9ee9
commit 524fa5f513
2 changed files with 24 additions and 85 deletions

View File

@@ -151,7 +151,7 @@ rotation:
rebalance:
min_hold_days: 1
score_threshold: 0.0
trade_cost: 0.001 # 0.1% 交易成本
trade_cost: 0.001 # 万1 交易成本场内ETF万0.5免5
# ============================================================
# 溢价控制配置