diff --git a/sanguo_factor/batch_eval.py b/sanguo_factor/batch_eval.py index 13c8c9b..456eab9 100644 --- a/sanguo_factor/batch_eval.py +++ b/sanguo_factor/batch_eval.py @@ -144,9 +144,11 @@ def _eval_one(name: str, alpha_df: pl.DataFrame, cutoff_map: dict[str, _dt], # 优化:先 pivot 全表,再 pandas 切窗口+预热期广播掩码置 NaN(替代 per-factor hash join) # 语义等价性:join 版把「窗口外或 bar_idx