shy3130
716897f41a
feat(signals): 信号库新增盘中信号(分钟K特征)
- intraday_features: 会话对齐特征帧构造器(vwap/涨跌幅/1·3·5分钟放量比/
日内与开盘30分钟高低点距离, 滚动窗口不跨午休, 只用已收盘bar防未来函数)
- custom_signals: timeframe=daily|intraday 双 schema, 盘中条件支持
cross_up/cross_down 穿越算子; 输出为当日条件上升沿(首bar不触发,
null特征判false绝不误报)
- 旧4个分时穿越信号列名零迁移(评估器回映射历史列名, 存量监控规则不动)
- 引擎单点注入 csgi_ 列: 监控/分钟策略/分钟回测共用同一构造器;
日线策略引用盘中信号显式报错
- 回放验证 API /api/custom-signals/intraday/replay(本地历史分钟K重放,
区间≤60天标的≤200, 先验证再配置监控)
- 能力门槛: 分钟K能力(订阅池)或全量分钟能力(本地分区); 回放仅需本地历史
验证: 新增16个测试(特征数值/边界/旧4信号黄金等价/引擎注入/回放端点),
受影响回归109个全过, ruff对齐基线, docs/features.md 同步
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