feat(factor): #70① 合成层双雄入注册表——composite_quant12(assessable 等权基线)+composite_quant12_v2a(promoted,promotion_t=26.32 锚 2026-09-11 考场);月度批评自此盯合成层衰减,等权/ICIR 当月 IC 并排 [vps]

Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
2026-10-03 20:59:29 +08:00
parent 22b454876d
commit d15653d9df
3 changed files with 61 additions and 0 deletions
@@ -93,3 +93,29 @@ factors:
    versions: []
    cause: IC 两窗反号+12 因子共线 0.961(盈利质量影子,09-22 终判)
    evidence_run: IC两窗终判 2026-09-22
+  composite_quant12:
+    name: composite_quant12
+    hypothesis: 合成层等权基线(2026-08-31 族分析 12 源固化,v2a 考场对照;#70①)
+    status: assessable
+    versions:
+    - v: 1
+      commit: 3954a68
+      params:
+        source: bars_daily
+        form: equal_weight_12src
+      effective_from: '2026-10-03'
+      effective_to: null
+  composite_quant12_v2a:
+    name: composite_quant12_v2a
+    hypothesis: v1 等权考场晋级 2026-09-11(ICIR 加权;#70①;szneul 变体归 #69 影子 A/B 不入册)
+    status: promoted
+    versions:
+    - v: 1
+      commit: daaf492
+      params:
+        source: bars_daily
+        weights_profile: quant12_icirfit_v1
+      effective_from: '2026-10-03'
+      effective_to: null
+    promoted_at: '2026-09-11'
+    promotion_t: 26.32