feat(strategy): share causal ledger and bounded seven-strategy research
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ao gong
2026-10-04 11:10:01 +08:00
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- `retrospective_*_contracts` — 未发布的显式 v2 回顾性合同:区分历史业务日期与实际可得/计算时间,保留 v1 和现有金融公式,不授予历史可得性、发布或执行权限;见 [v2 接口说明](docs/RETROSPECTIVE_COMPUTATION_V2.md)
- `attribution` — 基于实际成交后持仓的隔夜 / 日内 / 交易成本逐日收益归因与闭合审计
- `metrics` — 绝对绩效 + 严格日期对齐的 TE / IR / alpha / beta 基准相对绩效
- `strategy_research` / `strategy_optimizer` / `trade_pairing` — 七策略候选、下一日开盘执行、统一账本、FIFO双边成本和有界真实优化;见 [策略合同](docs/strategy-research.md)
- `factor_diagnostics` — 候选0.1.0:完整键配对、逐日IC/RankIC、样本与未定义值、显式日历前瞻标签;见 [诊断合同](docs/factor-diagnostics.md)
- `factor_library` — 通用方法(turnover / winsorize / IC / OLS / jb_test)
- `portfolio_decomp` — 组合分解(risk_parity / mean_variance / 因子归因)