docs: add realized ledger weights to handoff

This commit is contained in:
ao gong
2026-08-21 22:22:00 +08:00
parent 3b1ad07c69
commit 55eeff3951
2 changed files with 4 additions and 1 deletions
+2
View File
@@ -124,6 +124,8 @@ print(factor_backtest.returns)
print(factor_backtest.stats())
print(factor_backtest.execution.ledger_frame)
print(factor_backtest.execution.trades_frame)
print(factor_backtest.position_weights) # 实际日末资产权重
print(factor_backtest.cash_weights)
# 所有分析都以实际成交后的 Ledger 为事实源,不直接使用目标权重伪造结果。
attribution = factor_backtest.return_attribution()