aszerW c1fbd2c7db feat(strategy): finalize global rotation system with advanced risk controls ...

Summary of updates:
1. Core Logic (engine.py): Added 'score > 0' filtering to support automatic cash positions during market downturns.
2. Experimental Analysis: Added scripts/analyze_negative_scores.py, scripts/test_select_num.py, and scripts/ab_test_iterations.py.
3. Documentation: Created docs/strategy_evolution_report.md detailing the evolution from benchmark to the final 47% CAGR version.
4. Configuration: Finalized rotation.yaml with 11 core assets and optimal risk parameters.

2026-04-30 00:56:20 +08:00

..

__init__.py

chore(config): 添加环境变量示例及.gitignore更新

2026-03-18 23:33:40 +08:00

engine.py

feat(strategy): finalize global rotation system with advanced risk controls

2026-04-30 00:56:20 +08:00

portfolio.py

fix(core): 修复计算与数据对齐等多处逻辑问题

2026-03-26 22:21:38 +08:00

report.py

fix(rotation): 修正报告图表操作列的索引错误

2026-03-26 21:23:55 +08:00