 xxm
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c91f49ef87
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feat: 策略数据每日自动更新——period_rollup滑窗派生1y/2y/5y行(锚定数据末端,不覆盖真实记录)+health_monitor数据驱动跟随路由激活集合+regime_perf排序改最长周期优先(防派生行污染温区行)
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2026-08-15 11:40:12 +08:00 |
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 hmo
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8bc3716f1b
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feat: regime_perf支持market过滤——load_all_strategies(market),港股策略按港股温区归因(hk_mr1入strategy_regime_perf market=hk)
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2026-08-14 22:41:37 +08:00 |
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hmo
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3a764d587d
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feat: 温区双市场改造——market_regime/temp_band/regime_tracker/regime_perf支持market维度(A股默认行为不变,港股hkHSI独立温区)+migrate_regime_market迁移脚本(4表加market列,幂等+备份)+backfill_hk_index恒指历史回填脚本
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2026-08-14 17:20:59 +08:00 |
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hmo
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0859c6b133
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feat: regime_perf v2——每策略x温区跑组合模拟(portfolio_sim 100万/10槽), 温区级total_return/cagr/max_dd/capital_final/sharpe/profit_factor
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2026-08-13 12:13:41 +08:00 |
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xxm
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1094bf75af
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feat: 温区自适应全链路——动态策略库(regime_perf全策略×温区实测,含被埋没的v_mr_sel trend_down 93%/v7.3 trend_up 94%), router v5按当前温区激活, 选股(mr_scanner/predictive_oversold平滑温区门控)+买卖(price_monitor非激活抑制买入机会风控仍推)+重评(strategy_lifecycle平滑温区trend_down vs 原始choppy)全接入, 前端research Tab温区横幅+温度+激活策略
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2026-08-13 10:36:00 +08:00 |
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