Files
sanguo_vnpy_v2/tests/factor
claude_dev db2cc8c531 fix(factor): compute_factors 时区对齐(边界 Asia/Shanghai aware,真数据跑通因子管线)
- Root cause: vnpy.alpha's to_datetime() creates naive datetimes from strings,
  causing SchemaError when comparing with timezone-aware DataFrame columns
- Fix: Convert period boundaries to Asia/Shanghai-aware datetimes + localize
  DataFrame datetime column before passing to AlphaDataset
- Restore data_adapter.py to fa7237b (removed ineffective tz stripping)
- Add test_compute_factors_passes_aware_periods_to_alpha_dataset
- Real data verification: 600000.SSE ma5 factor analysis successful
- Container tests: 67 passed

Co-Authored-By: Claude <noreply@anthropic.com>
2026-07-06 22:18:51 +08:00
..