3 Commits

Author	SHA1	Message	Date
claude_dev	f438c6cd65	perf(factor): metrics热路径numpy/scipy化——rank_corr/quantile_mask/decile的pandas rank改scipy rankdata(axis=1)C实现,宽矩阵压力下分钟级→秒级;接口与数值不变,测试原样全绿+速度护栏 [vps]	2026-08-25 10:29:43 +08:00
claude_dev	a8f9199dab	fix(factor): mount_alpha101 docstring 100→82(实测数)+_quantile_mask 未用形参收敛为top布尔 [vps]	2026-08-25 06:53:05 +08:00
claude_dev	89a8dd1487	feat(factor): 向量化评估指标——RankIC逐行秩相关/ICIR/t/胜率/多空年化/换手/十分组/月度IC/结论分级 [vps]	2026-08-25 00:12:35 +08:00