aszerW 8b7bcf206a feat(weight): 实现 Kelly 仓位权重模式 ...

- config_loader.py: WeightType 枚举新增 KELLY
- simple_rotation.py: compute_position_weights 新增 kelly 分支
  - 公式: w_i = max(score_i, 0) / sum(max(score_j, 0))
  - 负分自动排除 (Kelly: 不下注负期望)
  - 全负分时 fallback 到等权
- _generate_signals 传递 scores 给 kelly 模式
- config_simple.yaml: weight 改为 kelly
- 新增策略总结文档: kelly_weight.md

回测对比 (2020-2026):
- equal: 年化 19.88%, 夏普 1.13, 回撤 -14.65%
- rank:  年化 22.90%, 夏普 1.12, 回撤 -16.27%
- kelly: 年化 30.13%, 夏普 1.15, 回撤 -20.44%

2026-06-08 23:05:26 +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(weight): 实现 Kelly 仓位权重模式

2026-06-08 23:05:26 +08:00

config_simple.yaml

feat(weight): 实现 Kelly 仓位权重模式

2026-06-08 23:05:26 +08:00

daily_scheduler.py

refactor(notify): 将通知模块从归档移至正式位置

2026-06-08 22:34:03 +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(weight): 实现 Kelly 仓位权重模式

2026-06-08 23:05:26 +08:00