aszerW 04b858ff09 feat: 添加ETF轮动策略诊断分析实验 ...

新增6维度策略诊断实验脚本和报告:
- task1: 信号产生分析 (调仓频率、无效调仓率)
- task2: 收益计算分析 (T+1执行偏差、溢价问题)
- task3: 调仓逻辑分析 (最小持仓期模拟)
- task4: 资金管理分析 (止损、波动率适配)
- task5: 收益归因分析 (集中度、静态vs轮动)
- task6: 回撤诊断分析 (最大回撤复盘、尾部风险)

输出报告:
- diagnosis_report.md: 完整策略诊断报告
- rebalancing_optimization_experiment.md: 调仓频率优化实验报告

实验结论:
- 发现调仓过于频繁 (405次/1549天)
- No-Trade Region方案可提升年化3%、夏普0.11
- 但改善幅度有限，信号质量是根本瓶颈

2026-06-06 15:00:28 +08:00

..

experiments

feat: 添加ETF轮动策略诊断分析实验

2026-06-06 15:00:28 +08:00

config_loader.py

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

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

config_simple.yaml

refactor(rotation): 移除数据缓存 + 修复空值和pct_change警告

2026-06-03 00:54:48 +08:00

daily_scheduler.py

refactor(scheduler): move daily_scheduler.py to rotation/ and add simple_rotation support

2026-06-02 01:16:34 +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

fix(rotation): 回测导出JSON序列化NaN/Inf清洗

2026-06-03 09:14:53 +08:00