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codex/research-alpha158-phase5-formula-contract-20260828
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ao gong 4911555178 Merge remote-tracking branch 'origin/main' into codex/research-alpha158-phase5-formula-contract-20260828
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# Conflicts:
#	src/quant_engine/alpha_factors.py
#	tests/test_alpha_factors.py
 2026-08-28 18:31:53 +08:00
ao gong c384b4b368 feat: freeze alpha101-alpha150 formula contract
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2026-08-28 01:18:13 +08:00
ao gong b4bd406084 feat: extend alpha formula contract
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2026-08-28 00:50:27 +08:00
ao gong e90687bcec feat: freeze alpha formula contract
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2026-08-27 23:27:15 +08:00
ao gong 7ab18432c4 feat: expand alpha operator dispatch
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2026-08-27 22:51:44 +08:00
ao gong 32e8bfe573 fix: bound phase1 operator windows
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2026-08-27 20:29:53 +08:00
ao gong eca4bd4d65 feat: add phase1 alpha operator contract
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2026-08-27 20:20:19 +08:00
George BerkshireandMavis c04acf0ab6 feat: quant_engine 独立量化引擎（v1.2.0 重构 bootstrap） 
从 research_results 抽出纯回测核心能力，形成独立成员仓。

## 模块（10 个核心）

| 模块 | 内容 |
|---|---|
| alpha_factors | 158 alpha 公式 + 24 基础算子（移植自 qlib alpha158）+ JSONB 工具 |
| execution | 执行仿真（成本/滑点/T+1/涨跌停/部分成交/价差）+ 多日 NAV + PnL 拆解 |
| indicators | 50+ 技术指标（MACD/KDJ/布林/ATR/ADX/等） |
| data_adapter | 桥接 qtdb_pro 长表与新模块（rename/long-wide/复权/vwap 代理） |
| backtest | weight-based 多日仿真 |
| metrics / perf_stats | 绩效指标 |
| factor_library | 通用方法（turnover/IC/winsorize/OLS） |
| portfolio_decomp / risk | 组合分解 + 风险指标 |
| logging | 统一 logger（标准库 + 可选 loguru） |

## 设计原则

- 零重型依赖（numpy/pandas/scipy）
- mypy strict 0 errors（12 source files）
- 394 tests passed（从 research_results 复制 + 适配）
- ruff clean

## 与 research_results 的关系

- research_results 通过 re-export wrapper 保持向后兼容（src.shared.X → quant_engine.X）
- 47 proj 的 import 路径暂时不变，后续逐步迁移
- 本仓角色：researchhub_workspace 引擎层

Co-Authored-By: Mavis <noreply@mavis.local>
 2026-08-19 15:50:01 +08:00