Commit Graph

2 Commits

Author SHA1 Message Date
30ea2970bd refactor(framework): 框架只保留抽象接口,具体实现移至strategies/shared
- FactorBase/FactorRegistry/FactorCombiner: 因子抽象接口
- SignalGenerator: 信号生成抽象接口
- RiskControl/Position/CallbackHook: 风控抽象接口
- StrategyBase: 策略抽象基类
- Executor/Portfolio: 执行器抽象接口
- ConfigLoader: 配置加载器
- 删除framework/factors/momentum.py(具体实现)
2026-05-11 23:09:01 +08:00
95c0d79172 feat(framework): 完成框架入口与集成测试
核心组件:
- ConfigLoader: 配置加载器(YAML支持)
- StrategyConfig: 策略配置数据类
- framework/__init__.py: 框架统一入口

导出接口:
- FactorBase, FactorRegistry, FactorCombiner
- SignalGenerator, TopNSelector, TrendFollower, ReversalTrader
- StrategyBase, RotationStrategy
- RiskControl, StopLossControl, PositionLimitControl
- Executor, BacktestExecutor, DryRunExecutor
- ConfigLoader

集成测试:
- 轮动策略完整流程验证
- 趋势策略完整流程验证
- 回调钩子完整流程验证

总计:62个测试全部通过,框架核心实现完成
2026-05-11 22:19:26 +08:00