 claude_dev
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be50d6c555
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perf(factor): universe parquet缓存——外部~20min杀手 regime下每条命15min冷加载翻转为秒级复载,20min寿命=纯计算15-20因子;key含窗口/symbols/limit防串池,写失败静默 [vps]
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2026-08-26 06:37:33 +08:00 |
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claude_dev
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62673ea329
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fix(factor): load内存根治v2——类型转换下沉chunk级(dt解析/vt_symbol常量列/列裁剪),字符串三列活不过2100行小块,concat仅碰精简类型列;前轮lazy化未压住的6.6GB峰值源头即Utf8多份拷贝 [vps]
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2026-08-26 05:27:28 +08:00 |
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claude_dev
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6eb977a0d0
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fix(factor): load段内存峰值根治——chunks在concat后即清+transform链lazy单次物化,RSS监控实锤6.6GB被kernel周期性OOM击杀,eager逐步链3-4倍峰值收敛到~1.5倍 [vps]
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2026-08-26 05:03:45 +08:00 |
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claude_dev
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c09cdee519
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perf(factor): 股票池枚举改递归CTE松散索引扫(573s→70s)+数据查询逐symbol四列全等前缀(补exchange直落日线子树,免扫15m/5m条目)——NAS 2核26G库实测两处慢点根治 [vps]
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2026-08-25 01:33:04 +08:00 |
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claude_dev
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0d038548ae
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perf(factor): 股票池枚举改无过滤DISTINCT覆盖索引扫——带WHERE(interval/datetime/LIKE)版本在26G库退化全表扫NAS实测>5min不归,前缀python侧滤,周期/窗口由数据查询天然过滤(语义不变,15m-only股锁定测试) [vps]
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2026-08-25 01:01:48 +08:00 |
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claude_dev
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d00ad7d81d
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fix(factor): WARMUP_BARS 60→120 恢复spec剔新口径(修夹具130根预热而非改口径)+evaluation_filter改datetime对象比较(9M行免逐行strftime) [vps]
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2026-08-25 00:09:31 +08:00 |
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claude_dev
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cfb604588c
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feat(factor): 评估股票池加载器——dbbardata分块直读polars,前缀60/00/30,300天lookback+45天forward缓冲,vwap派生,bar_idx预热 [vps]
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2026-08-25 00:07:37 +08:00 |
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