GitHubandClaude e6a69d51e4 feat(portfolio): add optimizer, risk model, and rebalance engine ...

- WeightOptimizer base class with registry (equal, factor_weighted, risk_parity, mean_variance)
- RiskModel with shrinkage covariance estimation and portfolio risk metrics
- RebalanceEngine for multi-period backtesting with commission/slippage
- 20 unit tests covering all components

Co-Authored-By: Claude <noreply@anthropic.com>

2026-06-12 20:22:31 +08:00

..

__init__.py

feat: 初始实现 xmtdx —— 从零实现通达信 TCP A 股行情客户端

2026-04-11 19:55:19 +08:00

test_a_share_extensions.py

feat: merge datetime fields in DataFrame output, hide MinuteBar internal fields

2026-05-22 04:19:07 +08:00

test_async_transport.py

feat: v1.1.0 - MAC protocol, CLI tool, extended markets, unified client

2026-05-22 22:44:45 +08:00

test_backtest_cli.py

feat(backtest): add CLI command with auto data fetch and table output

2026-06-09 18:15:37 +08:00

test_backtest_combo.py

fix: resolve all CI mypy (265→0) and ruff (26→0) errors

2026-06-10 15:03:41 +08:00

test_backtest_engine.py

fix: exclude .pyi from ruff + fix unused variable in test

2026-06-11 04:06:52 +08:00

test_backtest_orders.py

fix(backtest): resolve mypy and ruff lint issues

2026-06-09 18:21:25 +08:00

test_backtest_performance.py

fix: CI coverage enforcement, real avg_holding_days, vectorize _datetime_to_int

2026-06-11 01:44:39 +08:00

test_backtest_portfolio.py

feat(backtest): add PortfolioTracker with equity curve and drawdown

2026-06-09 17:55:24 +08:00

test_backtest_strategy.py

fix(backtest): resolve mypy and ruff lint issues

2026-06-09 18:21:25 +08:00

test_backtest_types.py

feat(backtest): add core data types (Signal/Trade/Position/BacktestResult)

2026-06-09 16:43:44 +08:00

test_block_info.py

feat: merge datetime fields in DataFrame output, hide MinuteBar internal fields

2026-05-22 04:19:07 +08:00

test_board_change_ranking.py

fix: ruff format compliance for CI

2026-06-11 22:56:23 +08:00

test_chanlun_phase2.py

fix: resolve all CI mypy (265→0) and ruff (26→0) errors

2026-06-10 15:03:41 +08:00

test_chanlun_phase3.py

feat: add append_klines for incremental chanlun analysis

2026-06-11 02:25:42 +08:00

test_chanlun.py

fix: resolve all CI mypy (265→0) and ruff (26→0) errors

2026-06-10 15:03:41 +08:00

test_codec_datetime.py

feat!: rename project from xmtdx to easy-tdx

2026-05-21 23:21:21 +08:00

test_codec_frame.py

feat!: rename project from xmtdx to easy-tdx

2026-05-21 23:21:21 +08:00

test_codec_price.py

feat!: rename project from xmtdx to easy-tdx

2026-05-21 23:21:21 +08:00

test_codec_volume.py

feat!: rename project from xmtdx to easy-tdx

2026-05-21 23:21:21 +08:00

test_commands_offline.py

docs: add backtest engine design spec

2026-06-09 16:05:17 +08:00

test_decode_errors.py

feat!: rename project from xmtdx to easy-tdx

2026-05-21 23:21:21 +08:00

test_factor_analysis.py

feat(factor): add FactorAnalyzer with IC/quantile/turnover/decay analysis

2026-06-12 20:09:08 +08:00

test_factor_base.py

feat(factor): add Factor base class and registry

2026-06-12 19:43:54 +08:00

test_factor_builtin.py

feat(factor): wire up builtin factor auto-registration and export

2026-06-12 19:53:18 +08:00

test_factor_engine.py

test(factor): add integration tests for FactorEngine with builtins

2026-06-12 19:57:18 +08:00

test_factor_transform.py

feat(factor): add factor preprocessing pipeline (winsorize/zscore/rank/fill/orthogonalize)

2026-06-12 20:08:10 +08:00

test_financial_data.py

fix: resolve all CI mypy (265→0) and ruff (26→0) errors

2026-06-10 15:03:41 +08:00

test_heartbeat.py

fix: resolve all CI mypy (265→0) and ruff (26→0) errors

2026-06-10 15:03:41 +08:00

test_indicator.py

fix: resolve all CI mypy (265→0) and ruff (26→0) errors

2026-06-10 15:03:41 +08:00

test_portfolio_engine.py

feat: multi-stock portfolio backtest engine

2026-06-11 02:31:43 +08:00

test_portfolio_optimizer.py

feat(portfolio): add optimizer, risk model, and rebalance engine

2026-06-12 20:22:31 +08:00

test_portfolio_rebalance.py

feat(portfolio): add optimizer, risk model, and rebalance engine

2026-06-12 20:22:31 +08:00

test_portfolio_risk.py

feat(portfolio): add optimizer, risk model, and rebalance engine

2026-06-12 20:22:31 +08:00

test_protocol_fixes.py

fix: resolve all CI mypy (265→0) and ruff (26→0) errors

2026-06-10 15:03:41 +08:00

test_realtime.py

feat: realtime event-driven market data push framework

2026-06-11 02:34:00 +08:00

test_scanner.py

fix: parallel scan pickle bug — pass strategy file path instead of class to child processes

2026-06-11 04:24:09 +08:00

test_screen.py

fix: resolve all CI mypy (265→0) and ruff (26→0) errors

2026-06-10 15:03:41 +08:00

test_sync_transport.py

fix: resolve all CI mypy (265→0) and ruff (26→0) errors

2026-06-10 15:03:41 +08:00

test_web_api.py

fix(web): validate market/category input — support lowercase, reject invalid with 400

2026-06-12 03:26:29 +08:00

test_write_daily.py

feat: add offline data write-back and sync commands, bump to v1.6.0

2026-06-07 21:13:49 +08:00

test_write_ex_daily.py

feat: add offline data write-back and sync commands, bump to v1.6.0

2026-06-07 21:13:49 +08:00

test_write_min_bar.py

feat: add offline data write-back and sync commands, bump to v1.6.0

2026-06-07 21:13:49 +08:00