liaozhaorun

liaozhaorun pushed to main at liaozhaorun/ProStock

2026-03-24 23:35:42 +08:00

e41a128ca3 feat(training): 实现 Trainer 模块化重构 (Trainer V2)

liaozhaorun pushed to main at liaozhaorun/ProStock

2026-03-23 21:10:28 +08:00

bace4cc5f4 feat(data): 为数据同步添加事务支持和同步日志

liaozhaorun pushed to main at liaozhaorun/ProStock

2026-03-22 02:43:32 +08:00

31b25074c3 test(debug): 添加因子回测一致性问题的调试测试套件

liaozhaorun pushed to main at liaozhaorun/ProStock

2026-03-19 21:06:18 +08:00

ccd42082c2 refactor(experiment): 重构模型保存机制，支持 processors 持久化

liaozhaorun pushed to main at liaozhaorun/ProStock

2026-03-18 20:57:08 +08:00

0a29506f45 feat(experiment): 新增因子排除机制并优化模型训练参数

liaozhaorun pushed to main at liaozhaorun/ProStock

2026-03-16 22:51:00 +08:00

16f82d3458 feat(experiment): 添加模型保存功能及因子信息持久化

liaozhaorun pushed to master at liaozhaorun/NewQuant

2026-03-16 22:12:13 +08:00

a6aced2308 feat: 添加边界防御机制使实盘行为与回测对齐

liaozhaorun pushed to main at liaozhaorun/ProStock

2026-03-15 22:21:26 +08:00

5ed06d20d2 feat(factors): 添加 GTJA alpha 因子并优化计算性能

liaozhaorun pushed to main at liaozhaorun/ProStock

2026-03-15 19:34:39 +08:00

81e89f3796 feat(factors/engine): 添加性能分析器支持 debug 模式

liaozhaorun pushed to main at liaozhaorun/ProStock

2026-03-15 18:44:01 +08:00

7bf2699652 feat(factors/translator): 新增 ts_rank 和 if 函数处理器，修复类型注解

liaozhaorun pushed to main at liaozhaorun/ProStock

2026-03-15 18:00:55 +08:00

f943cc98d0 feat(factors): 添加 cs_mean 函数并增强 max_/min_ 单参数支持

liaozhaorun pushed to main at liaozhaorun/ProStock

2026-03-15 13:06:00 +08:00

c6ebab0e58 feat(factors): 添加时间序列函数及智能路由

liaozhaorun pushed to main at liaozhaorun/ProStock

2026-03-15 05:46:25 +08:00

0e9ea5d533 refactor(experiment): 提取共用配置到 common 模块

6927d20de1 feat(training): LightGBM支持验证集早停

5541373ded feat(probe-selection): 添加探针法因子筛选模块

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liaozhaorun pushed to main at liaozhaorun/ProStock

2026-03-14 02:41:34 +08:00

bdf937086f refactor(training): 简化 LightGBM 模型参数处理

liaozhaorun pushed to main at liaozhaorun/ProStock

2026-03-14 02:12:27 +08:00

ecb22b826c fix(factor-engine): 修复多因子计算时数据规格字段合并的 bug

liaozhaorun pushed to main at liaozhaorun/ProStock

2026-03-14 01:59:51 +08:00

ca27cb297a docs: 精简 README 文档结构

a22bc2d282 refactor(data): 移除 api_daily 模块并更新文档

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liaozhaorun pushed to main at liaozhaorun/ProStock

2026-03-14 01:25:20 +08:00

181994f063 perf(factors/engine): 重构计算引擎使用 Polars 原生并行

2034d60fbb fix(factors): 修复 AST 优化器并发命名冲突及逻辑运算支持

c8808d07eb feat(factors): 实现 AST 拍平优化支持嵌套窗口函数

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liaozhaorun pushed to factor at liaozhaorun/ProStock

2026-03-14 01:24:58 +08:00

181994f063 perf(factors/engine): 重构计算引擎使用 Polars 原生并行

liaozhaorun pushed to factor at liaozhaorun/ProStock

2026-03-14 01:17:21 +08:00

2034d60fbb fix(factors): 修复 AST 优化器并发命名冲突及逻辑运算支持

liaozhaorun pushed to factor at liaozhaorun/ProStock

2026-03-14 01:06:24 +08:00

c8808d07eb feat(factors): 实现 AST 拍平优化支持嵌套窗口函数