claude_dev 4ad505434b feat(backtest): 个股回测接入费用(cfg通道)+slippage+benchmark放宽至4基准 [vps]

2026-08-12 23:56:14 +08:00

..

__init__.py

feat(backtest): result_store SQLite+parquet 结果存储

2026-07-06 10:43:41 +08:00

ashare_engine.py

fix(ashare_engine): load_data 直查 dbbardata 绕 vnpy peewee(治 CTA 死算)

2026-08-02 21:48:33 +08:00

cta_engine.py

feat(backtest): 个股回测接入费用(cfg通道)+slippage+benchmark放宽至4基准 [vps]

2026-08-12 23:56:14 +08:00

cta_optimizer.py

fix(optimize): 不再为每个 combo 存独立记录,避免污染历史任务列表

2026-07-17 16:01:01 +08:00

metrics.py

perf(metrics): rolling alpha/beta 向量化(O(n²)→O(n),治分钟级卡死)

2026-08-02 20:54:50 +08:00

result_store.py

fix(optimize): 参数优化端到端修复(空statistics/500/不跳页)

2026-07-17 10:58:49 +08:00