aszerW a47af0f0eb docs(experiment): add select_num A/B/C comparison report (005) ...

- Experiment: select_num = 1, 2, 3 comparison
- Period: 2020-01-10 ~ 2026-06-02 (1546 trading days)
- Key findings:
  - Top-1: highest return (600%), highest drawdown (-25.5%)
  - Top-3: best risk-adjusted return (Calmar 1.73, Sharpe 1.35)
  - Top-2: balanced middle ground (Calmar 1.69)
- Add rotation/experiment_select_num.py experiment script
- Save report to docs/experiments/005_select_num_comparison.md

2026-06-02 01:32:43 +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

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

2026-06-01 22:28:26 +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): raise RuntimeError on held asset data failure

2026-06-02 01:16:44 +08:00