 claude_dev
|
2838b3938e
|
perf(factor): close_wide同款pandas pivot快路——parquet缓存后它成了每条命15min的残留大头(_eval_one同款修法) [vps]
|
2026-08-26 07:42:08 +08:00 |
|
|
claude_dev
|
9977ff6e2e
|
perf(factor): 评估内存减负——bars原始帧派生后即释放(~1G)+alpha_df弃无引用open_interest列(80M),NAS 8G盒防周期性OOM [vps]
|
2026-08-26 03:53:30 +08:00 |
|
|
claude_dev
|
d995962425
|
perf(factor): 落库buffer 20→1逐因子即存——重启风暴下单次最多丢在途1因子(曾一次丢6个未攒满批) [vps]
|
2026-08-26 00:25:57 +08:00 |
|
|
claude_dev
|
75f824341b
|
perf(factor): 因子矩阵宽表化polars pivot改pandas pivot——py-spy实锤10.4M行polars pivot单次10+分钟,唯一键下pandas=factorize+reshape秒级;索引/列语义与后续切窗掩码不变 [vps]
|
2026-08-25 23:56:44 +08:00 |
|
|
claude_dev
|
894c547297
|
feat(factor): 批量评估断点续跑——run_id复用+已落库因子跳过+空续跑免load直收尾;跨session CI容器重启只损失在途1因子,重挂即续 [vps]
|
2026-08-25 20:56:22 +08:00 |
|
|
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
CI/CD / nas-deploy (push) Successful in 37s
CI/CD / nas-verify (push) Successful in 12s
|
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
CI/CD / nas-deploy (push) Successful in 34s
CI/CD / nas-verify (push) Successful in 5s
|
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 |
|