 Justin Gu
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5fc398255d
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fix(types): 修复 CI mypy strict + ruff format 失败
mypy (13 errors → 0):
- portfolio/optimizer: register_optimizer 返回类型改为 Callable 装饰器签名
(原标注 type[WeightOptimizer] 导致 4 个子类 Too many arguments)
- factor/engine: _datetime_to_int 用 isinstance 收窄替代 object→int 强转
- factor/analysis: 删多余 type:ignore（改由 mypy override 统一处理 scipy）
- backtest/orders, execution: np.sqrt 表达式用 float() 包裹消除 no-any-return
- MyTT.pyi: MACD 签名删除错误的 LOW/HIGH 参数（与 MyTT.py 实际签名对齐）
- pyproject: 新增 scipy mypy override (ignore_missing_imports)
ruff format: 8 个 test 文件格式化
验证: 564 passed, mypy 192 文件零错误, ruff check/format 全绿
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2026-06-13 21:21:33 +08:00 |
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Justin Gu
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88638e82ad
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release: v1.11.5 — scipy 依赖声明 + 文档同步 + 工程化清理
- pyproject: 新增 science 可选依赖组（scipy），dev 纳入 scipy；版本号 1.11.5
- factor/analysis: spearman 分支加 scipy 软依赖保护，缺失时友好报错
- mac/client: 板块排行吞异常处补 logger.debug
- CLAUDE.md: 架构章节补全 mac/ex/unified/portfolio/factor/offline/screen 子包
- .gitignore: 补全 .coverage、signals.json
- README: 补 1.11.5 changelog
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2026-06-13 21:10:35 +08:00 |
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GitHub
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303964ea67
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feat(factor): add analysis/transform exports, CLI analyze command, bump v1.12.0
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2026-06-12 20:11:28 +08:00 |
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GitHub
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9d7bf84d5d
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feat(factor): add FactorAnalyzer with IC/quantile/turnover/decay analysis
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2026-06-12 20:09:08 +08:00 |
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GitHub
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c6f2580b73
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feat(factor): add factor preprocessing pipeline (winsorize/zscore/rank/fill/orthogonalize)
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2026-06-12 20:08:10 +08:00 |
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GitHubandClaude
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d5fa572a43
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style: ruff format factor module
Co-Authored-By: Claude <noreply@anthropic.com>
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2026-06-12 19:58:34 +08:00 |
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GitHub
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d9bb37f750
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feat(factor): wire up builtin factor auto-registration and export
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2026-06-12 19:53:18 +08:00 |
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GitHubandClaude
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c9be1f85d9
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feat(factor): add 19 builtin factors (momentum/volatility/quality/volume/technical/chanlun/value)
Co-Authored-By: Claude <noreply@anthropic.com>
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2026-06-12 19:50:05 +08:00 |
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GitHubandClaude
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e766cace73
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feat(factor): add FactorEngine with single/cross-section/forward-return compute
Co-Authored-By: Claude <noreply@anthropic.com>
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2026-06-12 19:47:08 +08:00 |
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GitHub
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67d9963f20
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feat(factor): add Factor base class and registry
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2026-06-12 19:43:54 +08:00 |
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