sanguo_vnpy_v2

Author	SHA1	Message	Date
claude_dev	5fdcd8b5d7	perf(factor): 原生polars快速算子库覆盖vnpy慢rolling_map——ts_corr/ts_rank/ts_decay_linear/ts_quantile/ts_cov/ts_slope族共8算子shift展开或rolling原生,EXPRESSION_FUNCTIONS官方扩展点注册,等价性测试精确对齐原版;ts_argmax/argmin并列场景原生恒等式不成立留原版(25因子另批处理) [vps] CI/CD / test (push) Successful in 8s Details CI/CD / nas-deploy (push) Successful in 37s Details CI/CD / nas-verify (push) Successful in 12s Details	2026-08-25 06:29:31 +08:00
claude_dev	0b3f6bb87c	perf(factor): 逐因子join砍除——pivot全表后pandas切窗口+预热cutoff广播掩码置NaN(NAS实测94.5万行join+pivot 11.4s/因子是全量8h瓶颈;NaN语义与join剔除等价,指标层自动剔缺失) [vps] CI/CD / test (push) Successful in 8s Details CI/CD / nas-deploy (push) Successful in 34s Details CI/CD / nas-verify (push) Successful in 5s Details	2026-08-25 01:43:52 +08:00
claude_dev	d3226ebe71	fix(factor): 批量评估空因子矩阵守卫——join静默空集记error行不再产全None淘汰假数据 [vps]	2026-08-25 00:25:30 +08:00
claude_dev	3f9a4fc681	feat(factor): 批量评估引擎——进程内逐因子calculate_by_expression(弃spawn池整df pickle),单因子失败不中断,结果增量落盘 [vps]	2026-08-25 00:21:54 +08:00