ageorge156/quant_engine
1
0
Fork 0
Code Issues Pull Requests 1 Actions Packages Projects Releases Wiki Activity
9 Commits 22 Branches 0 Tags
54f06c4f12c58d3c2170ab02ebff49aeaa29350f
Commit Graph
9 Commits
This Branch
This Branch
All Branches
Author SHA1 Message Date
ao gong 54f06c4f12 Merge remote-tracking branch 'origin/main' into codex/research-alpha158-phase2-20260827
CI / lite (pull_request) Successful in 8s
Details 
# Conflicts:
#	src/quant_engine/alpha_factors.py
#	tests/test_alpha_factors.py
 2026-08-28 18:28:00 +08:00
ageorge156 fd3014c286 fix: bound phase1 operator windows (#8)
CI / lite (push) Successful in 8s
Details
2026-08-28 18:26:14 +08:00
ao gong 7ab18432c4 feat: expand alpha operator dispatch
CI / lite (pull_request) Successful in 8s
Details
2026-08-27 22:51:44 +08:00
ao gong 32e8bfe573 fix: bound phase1 operator windows
CI / lite (pull_request) Successful in 10s
Details
2026-08-27 20:29:53 +08:00
ao gong eca4bd4d65 feat: add phase1 alpha operator contract
CI / lite (pull_request) Successful in 9s
Details
2026-08-27 20:20:19 +08:00
ageorge156 38a984b245 feat(quant): consolidate research artifact contract (#7)
CI / lite (push) Successful in 10s
Details
2026-08-26 20:55:09 +08:00
ageorge156 8a30bf5ebc fix(ci): verify the unified quant runtime (#6)
CI / lite (push) Successful in 10s
Details
2026-08-24 20:56:36 +08:00
ageorge156 60027c8d3e fix(ci): publish quant engine lite verification (#1)
CI / lite (push) Successful in 3s
Details
2026-08-20 21:36:32 +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