kevin9327 7a13713903 fix(fundamentals): 换报告期公告当日不再丢失上一期财务因子值 ...

attach_fundamental_factors 用公告日做 asof 回看再按「严格大于」门控:
日期正好等于新一期公告日时, join_asof 已匹配到「当天还不能用」的新记录,
门控随即置 null, 打断上一期的前向填充。矩阵路径 build_fundamental_matrices
按 searchsorted(side="right") 逐期覆盖, 公告当日保留上一期, 两条路径因此不一致
(其 docstring 声明与 attach_fundamental_factors 同口径)。

asof 键改用生效日 (公告日次日), 只命中已生效的报告期; 公告前仍为 null 的门控不变。
补 tests/test_fundamental_factors.py 的两条公告一致性用例。

2026-09-09 07:19:09 +09:00

..

api

fix(kline): 压缩详情响应并限制无权限分钟回退

2026-09-08 18:09:59 +08:00

backtest

fix(fundamentals): 换报告期公告当日不再丢失上一期财务因子值

2026-09-09 07:19:09 +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

feat(ext-data): 扩展表字段接入信号与因子(数值因子/评分 + string 归属筛选)

2026-09-06 18:27:33 +08:00

indicators

feat(ext-data): 扩展表字段接入信号与因子(数值因子/评分 + string 归属筛选)

2026-09-06 18:27:33 +08:00

jobs

feat(pipeline): 盘后管道默认 15:35, 与盘后固定价终点 (15:30) 拉开缓冲

2026-09-06 22:35:24 +08:00

plugins

fix(fuyao): 根据审查完善流式同步

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

services

Merge pull request #266 from 0112020179/codex/fix-kline-transfer-minute-capability

2026-09-08 21:06:40 +08:00

strategy

perf(strategy): run_all 逐策略计时日志与可选并行执行

2026-09-07 15:25:48 +08:00

tickflow

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

__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

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

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