123 lines
3.1 KiB
YAML
123 lines
3.1 KiB
YAML
factors:
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pledge_net_chg:
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name: pledge_net_chg
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hypothesis: H-2026-09-20-03
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status: promoted
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versions:
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- v: 1
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commit: 574808c
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params:
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window_days: 180
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source: pledge_detail
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effective_from: '2026-09-22'
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effective_to: null
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promoted_at: '2026-09-22'
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promotion_t: 4.01
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res_target_upside:
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name: res_target_upside
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hypothesis: H-2026-09-20-01
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status: promoted
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versions:
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- v: 1
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commit: 574808c
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params:
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source: research_report
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effective_from: '2026-09-22'
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effective_to: null
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promoted_at: '2026-09-22'
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promotion_t: 3.05
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fund_gross_margin:
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name: fund_gross_margin
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hypothesis: H-2026-08-01-02
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status: assessable
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versions:
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- v: 1
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commit: 9741a69
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params:
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field: gross_margin
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source: fundamentals_pit
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effective_from: '2026-09-08'
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effective_to: null
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sent_mom_20:
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name: sent_mom_20
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hypothesis: H-2026-09-22-05
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status: incubating
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versions:
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- v: 1
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commit: 9741a69
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params:
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lexicon: s_family_v1
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source: corpus_sentiment
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effective_from: '2026-09-22'
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effective_to: null
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sent_chg:
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name: sent_chg
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hypothesis: H-2026-09-22-05
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status: incubating
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versions:
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- v: 1
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commit: 9741a69
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params:
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lexicon: s_family_v1
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source: corpus_sentiment
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effective_from: '2026-09-22'
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effective_to: null
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sent_burst:
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name: sent_burst
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hypothesis: H-2026-09-22-05
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status: incubating
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versions:
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- v: 1
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commit: 9741a69
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params:
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lexicon: s_family_v1
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source: corpus_sentiment
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effective_from: '2026-09-22'
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effective_to: null
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news_vol_chg:
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name: news_vol_chg
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hypothesis: H-2026-09-22-05
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status: incubating
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versions:
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- v: 1
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commit: 9741a69
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params:
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lexicon: s_family_v1
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source: corpus_sentiment
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effective_from: '2026-09-22'
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effective_to: null
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res_fwd_ep:
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name: res_fwd_ep
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hypothesis: H-2026-09-20-02
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status: graveyard
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versions: []
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cause: IC 两窗反号+12 因子共线 0.961(盈利质量影子,09-22 终判)
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evidence_run: IC两窗终判 2026-09-22
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composite_quant12:
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name: composite_quant12
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hypothesis: 合成层等权基线(2026-08-31 族分析 12 源固化,v2a 考场对照;#70①)
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status: assessable
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versions:
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- v: 1
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commit: 3954a68
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params:
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source: bars_daily
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form: equal_weight_12src
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effective_from: '2026-10-03'
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effective_to: null
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composite_quant12_v2a:
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name: composite_quant12_v2a
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hypothesis: v1 等权考场晋级 2026-09-11(ICIR 加权;#70①;szneul 变体归 #69 影子 A/B 不入册)
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status: promoted
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versions:
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- v: 1
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commit: daaf492
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params:
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source: bars_daily
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weights_profile: quant12_icirfit_v1
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effective_from: '2026-10-03'
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effective_to: null
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promoted_at: '2026-09-11'
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promotion_t: 26.32
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evidence_run: ev_20260911_021832_2f68 # promotion_t 锚批(NAS factor_eval.db label=composite-v2a-h2,1d t=26.3192)
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