claude_dev 0bd88b6e37 fix(factor): v2b档案上线暴露的注册链缺口——composite_weighting._register_all幂等重挂fund_*_neu(reload场景registry清空后neu模块不随之重执行);测试适配新世界=计数75→75+6派生/_ALLOWED放行cs_neutralize/absent档案测试改monkeypatch模拟真档案已上线 [nas]

2026-09-11 09:29:03 +08:00

..

weight_profiles

feat(factor): v2b权重档案all18-v2b-v1——12量价源v2a原权不动+6市值中性化财务源新拟合权(h1月度IC,无cap无zero),组间50/50对齐v1.1组结构;批1证据=中性化无一源恶化+NSI h2 5d IC+78% [nas]

2026-09-11 09:08:23 +08:00

__init__.py

feat(factor): 合成层v2a三层权重档案——composite_quant12_v2a ICIR加权注册(权重JSON档案化零硬编码,拟合窗2018-01~2021-06考场隔离)+L2人工覆盖管道(全组重归一+reason留痕),15新测试+旧两断言稳健化+.gitignore放行档案目录 [nas]

2026-09-11 01:13:14 +08:00

alpha_datasets.py

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

alpha_lab.py

…

analyzer.py

fix(factor): output_dir建目录兜底——VPS(Windows)首跑/tmp/factor不存在tears静默失败 [vps]

2026-08-30 10:53:34 +08:00

batch_eval.py

feat(factor): 合成层v1 Combiner——量价12源+财务6源等权rank合成3因子(剔topholder防null传染) [nas]

2026-09-09 12:12:00 +08:00

composite_library.py

chore(factor): P1二轮回评修缮——v1.1口径残留对齐+导入示例纠偏+replace_strict [nas]

2026-09-09 12:12:00 +08:00

composite_weighting.py

fix(factor): v2b档案上线暴露的注册链缺口——composite_weighting._register_all幂等重挂fund_*_neu(reload场景registry清空后neu模块不随之重执行);测试适配新世界=计数75→75+6派生/_ALLOWED放行cs_neutralize/absent档案测试改monkeypatch模拟真档案已上线 [nas]

2026-09-11 09:29:03 +08:00

data_adapter.py

…

eval_store.py

feat(factor): 评估结果存储 factor_eval.db——runs/results两表,metrics按周期JSON,SANGUO_FACTOR_EVAL_DB可覆盖 [vps]

2026-08-25 00:17:47 +08:00

fast_ops.py

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

fundamental_adapter.py

refactor(factor): fundamental_adapter 1201行拆七模块——门面re-export零行为变化,AST逐定义52/52字节一致+1143测试不改一字全绿 [nas]

2026-09-10 07:18:28 +08:00

fundamental_domains.py

refactor(factor): fundamental_adapter 1201行拆七模块——门面re-export零行为变化,AST逐定义52/52字节一致+1143测试不改一字全绿 [nas]

2026-09-10 07:18:28 +08:00

fundamental_forecast.py

feat(factor): F族PIT生效日偏移开关——SANGUO_FORECAST_PIT_OFFSET_DAYS环境变量/进程内可设,4密闭测试双环境态绿+conftest session级钉死防环境渗透 [nas]

2026-09-10 18:59:49 +08:00

fundamental_library.py

feat(factor): P1-B批library注册6因子(四新域5因子+D14双注册) [nas]

2026-09-09 12:12:00 +08:00

fundamental_neutralize.py

feat(factor): 合成层v2b财务源市值中性化——cs_neutralize截面OLS残差算子(纯polars向量化进EXPRESSION_FUNCTIONS)+6个fund_*_neu因子(剥壳派生不手抄)+weighting三源表匹配与v2b档案graceful注册,18新测试全量268绿 [nas]

2026-09-11 07:39:05 +08:00

fundamental_pit.py

refactor(factor): fundamental_adapter 1201行拆七模块——门面re-export零行为变化,AST逐定义52/52字节一致+1143测试不改一字全绿 [nas]

2026-09-10 07:18:28 +08:00

fundamental_report_features.py

refactor(factor): fundamental_adapter 1201行拆七模块——门面re-export零行为变化,AST逐定义52/52字节一致+1143测试不改一字全绿 [nas]

2026-09-10 07:18:28 +08:00

fundamental_schema.py

refactor(factor): fundamental_adapter 1201行拆七模块——门面re-export零行为变化,AST逐定义52/52字节一致+1143测试不改一字全绿 [nas]

2026-09-10 07:18:28 +08:00

fundamental_statements.py

refactor(factor): fundamental_adapter 1201行拆七模块——门面re-export零行为变化,AST逐定义52/52字节一致+1143测试不改一字全绿 [nas]

2026-09-10 07:18:28 +08:00

library.py

…

metrics.py

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

registry.py

…

tears_data.py

fix(factor): tears对秩类离散因子必空根治(qcut duplicates+quantiles=10) [vps]

2026-08-30 09:36:21 +08:00

universe_pools.py

feat(factor): New/Result两页终端风重构落地(方案B设计稿v2用户拍板'开工') [nas]

2026-08-30 09:59:38 +08:00

universe.py

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]

2026-08-26 06:37:33 +08:00