Commit Graph

2 Commits

Author SHA1 Message Date
5212b004dc fix: 回测细节导出、交易日历测试和动量因子修复
修复项:
- export_backtest_detail.py: 统一回测导出脚本的数据源调用逻辑
- test_trading_calendar.py: 交易日历功能测试
- verify_fix_result.py: 修复结果验证
- verify_mode_b.py: 模式 B 验证

策略修复:
- momentum.py: 动量因子计算优化
- strategy.py: StrategyBase 数据获取修复(fetch_indices 返回 dict)
2026-05-24 14:26:35 +08:00
69081297c5 feat(strategies): 实现定制组件(因子、信号生成器、风控)
- strategies/shared/factors/momentum.py: MomentumFactor/TrendFactor/ReversalFactor/VolatilityFactor
- strategies/shared/signals/selectors.py: TopNSelector/TrendFollower/ReversalTrader
- strategies/shared/risk/controls.py: StopLossControl/PositionLimitControl/PremiumControl
- strategies/shared/__init__.py: 统一入口导出所有定制组件
2026-05-11 23:09:35 +08:00