aszerW 4973a9a2a5 feat(rotation): componentize position weighting + fix bond threshold consistency ...

- Extract compute_position_weights() as pluggable pure function
- Add WeightType enum (equal/rank) and RotationConfig.weight field
- Fix bond threshold dimension mismatch: use configured factor function
  for all assets instead of hardcoded weighted_momentum_score
- Default weight: equal in config, active: rank in config_simple.yaml

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

..

experiments

feat: 新增 standardized_slope (t-statistic) 因子并实验验证

2026-06-06 16:40:01 +08:00

config_loader.py

feat(rotation): componentize position weighting + fix bond threshold consistency

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

config_simple.yaml

feat(rotation): componentize position weighting + fix bond threshold consistency

2026-06-06 22:28:08 +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

feat(rotation): componentize position weighting + fix bond threshold consistency

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