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sanguo
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sanguo_vnpy_v2
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df008b985ce2b2d3692d4b4dc37643eb794810e9
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4 Commits
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claude_dev
1539e678f6
fix(factor): fast_ops大窗口OOM根治——>60窗shift展开物化window列×10M行(250窗≈20GB)必被内核击杀,卡死24/227六次自愈全撞alpha19的统一根因;sum/min/max/mean/std/corr改原生rolling(min_samples=1截断窗与展开逐点恒等,13等值测试锁定NaN/null语义差异:min须fill_nan(None),max不fill因NaN视作最大两路同步毒化) [vps]
2026-08-26 20:19:03 +08:00
claude_dev
38df909b92
perf(factor): fast_ops 双操作数join改按位拼接——ts_corr/cov每次调用对10M行帧hash join分钟级(py-spy第五查),同父df全算子保长保序前提下按位等价零成本 [vps]
2026-08-26 01:57:05 +08:00
claude_dev
7bbba554f8
perf(factor): fast_ops v2 去over化——rolling.over(vt_symbol)在10M行分组滚动分钟级/算子(py-spy实锤ts_mean),改符号内shift展开统一模式(ts_mean/std/min/max/sum/corr/cov),等价性测试对齐原版+1M行速度护栏 [vps]
2026-08-25 22:15:40 +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]
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2026-08-25 06:29:31 +08:00