aszerW 09ecac9e56 docs(experiments): add experiment 010 - start year sensitivity analysis ...

- Reproduce historical results: ca933e4 code achieves 43.20% annual return
- Attribution analysis: crash filter simplification (+4pp) + data extension (+2pp)
- Start year traversal: 2020-2025, all years show 34-57% annual return
- Compare ca933e4 vs HEAD (cabfee2) across different start years
- Add test_start_year_analysis.py for reproducibility

2026-06-17 23:24:17 +08:00

..

experiments

fix: generate_report now uses actual position_weights from daily_records

2026-06-07 23:29:27 +08:00

backtest_viewer.html

Revert "feat: add HTML report screenshot generation via Playwright"

2026-06-07 23:12:21 +08:00

config_loader.py

feat: 新增 slope_r2_idm 和 slope_r2_ensemble 动量因子

2026-06-12 12:37:29 +08:00

config_simple.yaml

chore(config): 恢复 weight 为 rank 模式

2026-06-08 23:07:37 +08:00

daily_scheduler.py

fix(scheduler): 修复setup_schedule未传递no_detail/no_report参数的问题

2026-06-09 00:07:01 +08:00

experiment_select_num.py

docs(experiment): add select_num A/B/C comparison report (005)

2026-06-02 01:32:43 +08:00

README_SIMPLE.md

clean(rotation): add simple rotation strategy and remove unused files

2026-06-01 22:28:26 +08:00

simple_rotation.py

feat: 新增 slope_r2_idm 和 slope_r2_ensemble 动量因子

2026-06-12 12:37:29 +08:00

test_start_year_analysis.py

docs(experiments): add experiment 010 - start year sensitivity analysis

2026-06-17 23:24:17 +08:00