kevin9327 03f8966856 fix(backtest): 财务因子矩阵路径不再沿用上一期的过期值 ...

矩阵侧逐列前向填充时跳过空值写入, 新一期财报缺某指标就继续沿用上一期,
同一行会混用两期报告 (pb 取新期净资产、roe 停在上一期); polars 侧
join_asof 只认最新一期整行, 该指标为 null。同一份配置两条路径给出不同
因子值。改为空值同样覆盖为 NaN, 与 attach_fundamental_factors 口径一致。

2026-09-10 07:50:04 +09:00

..

api

fix(strategy): 渐进式 run_all 逐策略隔离失败

2026-09-09 15:49:21 +08:00

backtest

fix(backtest): 财务因子矩阵路径不再沿用上一期的过期值

2026-09-10 07:50:04 +09:00

custom

feat(v0.2): 完善量化研究与二次开发能力

2026-08-13 20:16:02 +08:00

data_providers

feat(data-source): support custom depth providers

2026-09-05 22:49:52 +08:00

extensions

feat(v0.2): 完善量化研究与二次开发能力

2026-08-13 20:16:02 +08:00

factors

fix(ext-pull): 定时拉取不再清空策略结果缓存

2026-09-09 15:30:10 +08:00

indicators

fix(oom): 降低补算内存峰值并统一重任务并发控制

2026-09-09 11:09:48 +08:00

jobs

fix(oom): 降低补算内存峰值并统一重任务并发控制

2026-09-09 11:09:48 +08:00

plugins

fix(fuyao): 根据审查完善流式同步

2026-09-06 17:39:43 +08:00

services

fix(ext-pull): 拉取循环的状态回写不再清策略缓存

2026-09-09 16:30:20 +08:00

strategy

perf(strategy): 渐进式 run_all 只构建一次共享矩阵

2026-09-09 15:30:10 +08:00

tickflow

fix(oom): 降低补算内存峰值并统一重任务并发控制

2026-09-09 11:09:48 +08:00

__init__.py

feat(platform): 因子平台与因子↔策略双向联动 v0.2.3

2026-09-05 15:41:15 +08:00

config.py

perf(polars): 并发闸+写锁收缩+看门狗三层防死锁, 升级 polars 1.44

2026-09-07 15:25:41 +08:00

db_safe.py

fix(security): 修复 ext_columns DuckDB SQL 注入 (closes #150)

2026-07-31 19:56:33 +08:00

desktop.py

feat: complete matrix-native backtest engine

2026-07-16 12:17:27 +08:00

enriched_generation.py

fix(enriched): 自愈孤儿 publishing 标记, 步进优化不再误报 publishing

2026-09-07 15:25:27 +08:00

main.py

fix(oom): 降低补算内存峰值并统一重任务并发控制

2026-09-09 11:09:48 +08:00

market_time.py

fix(kline): 个股详情分时图独立轮询, 盘中直接实时拉取最新K

2026-08-30 19:05:14 +08:00

parquet.py

fix(storage): 兼容 parquet 分区 schema 演进

2026-07-09 17:38:44 +08:00

polars_guard.py

perf(polars): 并发闸+写锁收缩+看门狗三层防死锁, 升级 polars 1.44

2026-09-07 15:25:41 +08:00

price_limits.py

feat: support historical price limits and share capital

2026-07-18 23:37:54 +08:00

secrets_store.py

feat(notifications): add custom webhook and email channels

2026-09-04 16:37:06 +08:00

share_capital.py

feat: support historical price limits and share capital

2026-07-18 23:37:54 +08:00

watchdog.py

perf(polars): 并发闸+写锁收缩+看门狗三层防死锁, 升级 polars 1.44

2026-09-07 15:25:41 +08:00