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:
@@ -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
|
||||
|
||||
Reference in New Issue
Block a user