aszer

aszer pushed to master at aszer/etf

2026-06-17 15:24:27 +00:00

09ecac9e56 docs(experiments): add experiment 010 - start year sensitivity analysis

aszer pushed to master at aszer/etf

2026-06-17 11:50:32 +00:00

cabfee20b0 docs: add min_hold_days optimization experiment (009)

aszer pushed to master at aszer/etf

2026-06-15 14:18:01 +00:00

d657f8506b docs: add execution delay impact experiment (008)

aszer pushed to master at aszer/etf

2026-06-12 04:37:45 +00:00

6e7087a543 docs: 添加实验007动量因子回看窗口优化研究

8c3ae2269a feat: 新增 slope_r2_idm 和 slope_r2_ensemble 动量因子

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aszer pushed to master at aszer/etf

2026-06-11 14:06:36 +00:00

49b623931b chore: 更新SSH隧道脚本密钥路径并提交私钥文件

aszer pushed to master at aszer/etf

2026-06-09 14:55:35 +00:00

fe73c0f199 refactor(rotation): simplify crash filter and add min_hold_days support

aszer pushed to master at aszer/etf

2026-06-08 16:39:57 +00:00

e2038ae722 chore: 修复 .env 注释格式 & 代码格式化

aszer pushed to master at aszer/etf

2026-06-08 16:07:19 +00:00

5c4aeb75d2 fix(scheduler): 修复setup_schedule未传递no_detail/no_report参数的问题

710f3d9d68 chore(config): 启用钉钉机器人群2配置

0c19e45300 chore(config): 恢复 weight 为 rank 模式

e4bb570e5f docs: 更新 kelly 文档 commit hash

8b7bcf206a feat(weight): 实现 Kelly 仓位权重模式

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aszer pushed to master at aszer/etf

2026-06-08 14:34:29 +00:00

844e609ff7 refactor(notify): 将通知模块从归档移至正式位置

aszer pushed to master at aszer/etf

2026-06-08 00:35:39 +00:00

c32ce72579 fix(report): 修复报告生成中盈亏显示缺失的多个bug

aszer pushed to master at aszer/etf

2026-06-07 16:56:12 +00:00

4736b64eca feat(report): 全标的排名表新增进场日期列

aszer pushed to master at aszer/etf

2026-06-07 16:44:06 +00:00

d5f35c0273 feat(report): 新增月度收益矩阵热力图面板

aszer pushed to master at aszer/etf

2026-06-07 16:12:23 +00:00

13c69c2a0b feat(report): 全标的动量排名表替代原调仓信号表

aszer pushed to master at aszer/etf

2026-06-07 15:29:41 +00:00

6a5ae8efbf fix: generate_report now uses actual position_weights from daily_records

aszer pushed to master at aszer/etf

2026-06-07 15:15:30 +00:00

d898ba0fd5 Revert "feat: add HTML report screenshot generation via Playwright"

aszer pushed to master at aszer/etf

2026-06-07 14:43:23 +00:00

f370caeff9 feat: add HTML report screenshot generation via Playwright

06df8767b9 docs: add select_num=1 strategy deep analysis report

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aszer pushed to master at aszer/etf

2026-06-06 15:59:44 +00:00

7b229ced14 docs: add strategy summary snapshot (2026-06-06, ca933e4)

aszer pushed to master at aszer/etf

2026-06-06 15:16:53 +00:00

ca933e43e4 fix: lock position weights on rebalance only, not daily ranking changes

aszer pushed to master at aszer/etf

2026-06-06 14:48:42 +00:00

8d8fd71149 feat(viewer): sort holdings cards by position weight descending

aszer pushed to master at aszer/etf

2026-06-06 14:43:10 +00:00

4d9e12886f chore: remove *.html from gitignore to track all HTML files