aszerW 8c3ae2269a feat: 新增 slope_r2_idm 和 slope_r2_ensemble 动量因子 ...

- slope_r2_idm: slope_r2 × IDM(信息离散动量)，惩罚靠少数大涨日撑起来的假动量
- slope_r2_ensemble: 多窗口(63/126/252天) slope_r2 等权融合，捕捉不同周期趋势信号
- 新增 info_dispersal_momentum() 计算正收益天数占比
- 新增 slope_r2_idm_score() 和 slope_r2_ensemble_score() 因子函数
- ensemble 因子需要更长预加载窗口(504天)和计算窗口(252天)
- crash filter 仍使用原始 n_days 窗口

2026-06-12 12:37:29 +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: 新增 slope_r2_idm 和 slope_r2_ensemble 动量因子

2026-06-12 12:37:29 +08:00

config_simple.yaml

chore(config): 恢复 weight 为 rank 模式

2026-06-08 23:07:37 +08:00

daily_scheduler.py

fix(scheduler): 修复setup_schedule未传递no_detail/no_report参数的问题

2026-06-09 00:07:01 +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_idm 和 slope_r2_ensemble 动量因子

2026-06-12 12:37:29 +08:00