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refactor(strategy): 取消数据不足标的剔除逻辑，保留所有标的以暴露策略问题

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- compute_factors: 不剔除数据不足/缺失率高的标的
- 改为警告并保留，因子值NaN时信号生成自动跳过
- 目的：暴露策略自身问题，后续支持更多大类资产
- 回测配置改为start_date=2000-01-01以测试更长历史
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aszerW
2026-05-15 23:18:44 +08:00
parent 763713213c
commit 85c20b4626
2 changed files with 25 additions and 23 deletions
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strategies/rotation/config.yaml
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@@ -68,7 +68,7 @@ benchmark:
name: "沪深300"
# ==================== 回测参数 ====================
start_date: "2019-01-01"
start_date: "2000-01-01"
# ==================== 因子参数 ====================
# 动量/趋势窗口期（天数）