quant_engine

10 Commits

Include renames

Author	SHA1	Message	Date
ao gong	7d3e840483	feat(strategy): share causal ledger and bounded seven-strategy research CI / lite (pull_request) Canceled after 0s Details	2026-10-04 11:10:01 +08:00
ao gong	69383a30b0	feat: add keyed daily factor diagnostics and forward intervals CI / lite (pull_request) Canceled after 0s Details	2026-10-04 03:47:02 +08:00
ageorge156	861c1e97a8	feat: add explicit retrospective v2 computation contracts (#20 ) CI / lite (push) Successful in 19s Details	2026-09-09 01:31:46 +08:00
ageorge156	68dd68392a	test(performance): enforce semantic artifact authority boundary (#19 ) CI / lite (push) Successful in 9s Details	2026-09-01 23:12:10 +08:00
ageorge156	a724e1e57a	feat: add portfolio risk computation contracts (#18 ) CI / lite (push) Successful in 9s Details	2026-09-01 14:08:23 +08:00
ageorge156	78d65b4db0	fix: close final backtest contract boundaries (#17 ) CI / lite (push) Successful in 8s Details	2026-09-01 12:40:04 +08:00
ageorge156	62ed09842d	fix: enforce canonical factor contract json (#15 ) CI / lite (push) Successful in 7s Details	2026-09-01 08:36:41 +08:00
ageorge156	e782e223f7	feat(governance): add risk-gated paper research slice (#14 ) CI / lite (push) Successful in 8s Details	2026-08-30 16:14:34 +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
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