aszer
0 Followers · 0 Following
  • Joined on 2025-10-25
Repositories
7
 Projects Packages Public Activity Starred Repositories
aszer pushed to master at aszer/etf 2026-06-06 14:39:33 +00:00
eb3c82f05b feat(rotation): add position weight to detail JSON and viewer
aszer pushed to master at aszer/etf 2026-06-06 14:28:15 +00:00
4973a9a2a5 feat(rotation): componentize position weighting + fix bond threshold consistency
aszer pushed to master at aszer/etf 2026-06-06 10:45:19 +00:00
44588d5026 refactor(rotation): clean up experimental factor code
aszer pushed to master at aszer/etf 2026-06-06 08:40:08 +00:00
921f84cb6a feat: 新增 standardized_slope (t-statistic) 因子并实验验证
aszer pushed to master at aszer/etf 2026-06-06 08:19:11 +00:00
aff04318b1 chore: 动量因子对比调研报告移至 docs 目录
aszer pushed to master at aszer/etf 2026-06-06 08:16:48 +00:00
40853745c6 docs: 添加动量因子对比调研报告
aszer pushed to master at aszer/etf 2026-06-06 07:49:29 +00:00
b564a47a1b feat: 新增slope_r2因子并切换为默认因子（年化19.84%, 夏普1.14）
aszer pushed to master at aszer/etf 2026-06-06 07:00:38 +00:00
04b858ff09 feat: 添加ETF轮动策略诊断分析实验
aszer pushed to main at aszer/qoder-config 2026-06-06 05:24:31 +00:00
f571b20598 feat(skills): add deep-research skill
aszer pushed to master at aszer/etf 2026-06-03 15:56:10 +00:00
f3ba6eb799 docs: add momentum time window research report
aszer pushed to master at aszer/etf 2026-06-03 15:43:36 +00:00
55e4cbf108 refactor(archive): move reports/ to archive/reports/
aszer pushed to master at aszer/etf 2026-06-03 15:42:01 +00:00
c905230a40 refactor(archive): move unused modules to archive/
aszer pushed to master at aszer/etf 2026-06-03 01:15:01 +00:00
d700bc1dfd fix(rotation): 回测导出JSON序列化NaN/Inf清洗
4f9e0231bd fix(datasource): yfinance时区标准化与NaN过滤修复
Compare 2 commits »
aszer pushed to master at aszer/etf 2026-06-02 17:25:25 +00:00
972bbbe706 fix(rotation): signal_date改用日历日前一天以捕获外盘假期数据
aszer pushed to master at aszer/etf 2026-06-02 16:55:06 +00:00
524fa5f513 refactor(rotation): 移除数据缓存 + 修复空值和pct_change警告
d1139a9ee9 fix(http): 用requests+trust_env=False修复SSL EOF问题
a2b4289080 revert(http): 改回串行数据获取
e29f57749d perf(http): 并行获取数据加速数据加载
81045f9d85 fix(http): 用urllib3替代requests修复SSL EOF错误
Compare 5 commits »
aszer pushed to master at aszer/etf 2026-06-02 13:41:37 +00:00
74f0eebef0 docs(experiment): add 1-day holding deep attribution analysis (006)
aszer pushed to master at aszer/etf 2026-06-02 13:36:50 +00:00
361b82fa4a docs(experiment): add holding duration distribution analysis (006)
aszer pushed to master at aszer/etf 2026-06-01 17:32:50 +00:00
a47af0f0eb docs(experiment): add select_num A/B/C comparison report (005)
aszer pushed to master at aszer/etf 2026-06-01 17:17:50 +00:00
07d6f1451c fix(rotation): raise RuntimeError on held asset data failure
4791d3cf40 refactor(scheduler): move daily_scheduler.py to rotation/ and add simple_rotation support
5e11b6b690 fix(rotation): 溢价率缓存增加增量更新逻辑
19f1c63981 fix(rotation): 修复溢价率计算，改用Flask API真实premium_series数据
6d0b928894 fix(rotation): 消除前视偏差 + V2兼容detail导出
Compare 7 commits »
aszer pushed to master at aszer/etf 2026-05-26 15:23:57 +00:00
ee2453f65e fix(rotation): 修复 backtest detail 中指数和 ETF 累计收益计算 bug