Commit Graph

2 Commits

Author SHA1 Message Date
c5a41b71ae feat(signals): 完善TopNSelector分散化选股和调仓控制
- 支持group_mapping分组映射(替代group_info列)
- 每大类选Top1,然后跨类排序选Top3
- 添加调仓周期控制(rebalance_days)
- 添加调仓阈值检查(rebalance_threshold)
- 支持最小得分过滤(min_score过滤负分)
2026-05-11 23:23:37 +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