aszerW 0da0306894 fix: greedy模式仅在select_num=1时生效 ...

问题：greedy在select_num>1时仓位分配取决于ETF池大小，而非动量强度
- 场景1: 有色金属(1ETF)>原油(3ETF)>黄金(4ETF) → 有色25%,原油75%,黄金0%
- 场景2: 黄金(4ETF)>创业板(4ETF)>纳指(4ETF) → 黄金100%,其他0%

修复：select_num>1时greedy退化为equal权重

回测对比：
- select_num=3, rank: 326.60%
- select_num=1, greedy: 730.61% (集中度更高，收益更好)

2026-06-21 13:13:17 +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: 实现贪心分配模式(greedy)

2026-06-21 12:40:40 +08:00

config_simple.yaml

feat: 实现贪心分配模式(greedy)

2026-06-21 12:40:40 +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

enrich_etf_data.py

feat: 实现贪心分配模式(greedy)

2026-06-21 12:40:40 +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

oil_tracking.py

feat: 实现贪心分配模式(greedy)

2026-06-21 12:40:40 +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: greedy模式仅在select_num=1时生效

2026-06-21 13:13:17 +08:00

test_start_year_analysis.py

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

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

tracking_error_full.py

feat: 实现贪心分配模式(greedy)

2026-06-21 12:40:40 +08:00

tracking_error_validation.py

feat: 实现贪心分配模式(greedy)

2026-06-21 12:40:40 +08:00