aszerW b564a47a1b feat: 新增slope_r2因子并切换为默认因子（年化19.84%, 夏普1.14） ...

- simple_rotation.py: 新增3种score函数（vol_adjusted_momentum, slope_r2, momentum）
- config_loader.py: FactorType枚举新增VOL_ADJUSTED_MOMENTUM
- config_simple.yaml: factor.type 切换为 slope_r2
- experiments/factor_comparison.py: 4种因子对比实验脚本
- experiments/output: 实验结果（slope_r2全面胜出）

2026-06-06 15:49:22 +08:00

..

experiments

feat: 新增slope_r2因子并切换为默认因子（年化19.84%, 夏普1.14）

2026-06-06 15:49:22 +08:00

config_loader.py

feat: 新增slope_r2因子并切换为默认因子（年化19.84%, 夏普1.14）

2026-06-06 15:49:22 +08:00

config_simple.yaml

feat: 新增slope_r2因子并切换为默认因子（年化19.84%, 夏普1.14）

2026-06-06 15:49:22 +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: 新增slope_r2因子并切换为默认因子（年化19.84%, 夏普1.14）

2026-06-06 15:49:22 +08:00