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

..

__init__.py

feat(factor): 挂载 vnpy Alpha101(82)+Alpha158(158) 全量表达式进注册表——空df实例化零成本提取,导入即注册,幂等 [vps]

2026-08-25 00:01:41 +08:00

alpha_datasets.py

feat(factor): 挂载 vnpy Alpha101(82)+Alpha158(158) 全量表达式进注册表——空df实例化零成本提取,导入即注册,幂等 [vps]

2026-08-25 00:01:41 +08:00

alpha_lab.py

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analyzer.py

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batch_eval.py

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

data_adapter.py

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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

library.py

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metrics.py

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

registry.py

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universe.py

fix(factor): WARMUP_BARS 60→120 恢复spec剔新口径(修夹具130根预热而非改口径)+evaluation_filter改datetime对象比较(9M行免逐行strftime) [vps]

2026-08-25 00:09:31 +08:00