sanguo/sanguo_vnpy_v2
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30897aa28dff0f23e1a1b6d29e3a2e296e46b4e1
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3 Commits

Author SHA1 Message Date
claude_dev 30897aa28d fix(factor): analyzer tears review 修复（cumsum 警告 + per-factor report_paths + 错误可见性） 2026-07-06 19:39:45 +08:00
claude_dev ff0d535fe8 feat(factor): analyzer tears pipeline 完整化 2026-07-06 19:32:36 +08:00
claude_dev 2379159818 feat(factor): AlphaLab 封装 + Alphalens 分析器 
- 新增 alpha_lab.py: AlphaLabSession 类（lazy import vnpy.alpha）
- 新增 analyzer.py: run_factor_analysis + FactorReport（lazy import alphalens）
- 测试: test_alpha_lab.py (2 passed) + test_analyzer.py (3 passed)
- 策略: 本地无 alphalens/polars，函数内 lazy import 避免 ImportError
- 骨架: run_factor_analysis 返回 FactorReport，alphalens 集成待完整实现
 2026-07-06 10:36:46 +08:00