12 Commits

Include renames

Author	SHA1	Message	Date
ao gong	741d5f1ad3	feat(data): snapshot asset returns with stable lineage	2026-08-24 10:42:34 +08:00
ao gong	cbb56d2f52	docs: record covariance estimator decision	2026-08-21 23:49:06 +08:00
ao gong	dc67f0e982	docs: record reproducible risk artifact contract	2026-08-21 23:41:21 +08:00
ao gong	8addce4a68	wip: hand off research artifact contract	2026-08-21 22:31:14 +08:00
ao gong	55eeff3951	docs: add realized ledger weights to handoff	2026-08-21 22:22:00 +08:00
ao gong	76bb5494a2	docs: record lightweight attribution design references	2026-08-21 22:18:24 +08:00
ao gong	a421278527	fix: align ledger performance with signal window	2026-08-21 22:05:28 +08:00
ao gong	15b283bdf9	docs: distinguish signal execution and holding times	2026-08-21 21:49:07 +08:00
ao gong	b2af2a10a6	docs: document auditable execution workflow	2026-08-21 21:38:08 +08:00
ao gong	0a236622f3	docs: add factor-to-backtest portfolio workflow	2026-08-21 21:24:41 +08:00
ao gong	979166ad16	docs: document unified backtest result workflow	2026-08-21 21:11:52 +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