0.8

2026-07-03 22:11:35 +08:00
parent 5c798a5d5c
commit f209e67e06
26 changed files with 3448 additions and 501 deletions
@@ -244,7 +244,9 @@ def main():

        # ── 4. 为每品种计算因子 + 回测 ───────────────────────────────
        vm   = StackVM()
-        feat = MT5FeatureEngineer.compute_features(raw_dict)  # [N, F, T]
+        # 因果特征化：_robust_norm 现为滚动窗口实现，传入全量序列是安全的
+        # 每个时间步 t 的归一化参数只依赖 [t-w+1..t]，无 look-ahead
+        feat = MT5FeatureEngineer.compute_features(raw_dict)  # [N, F, T]，因果安全

        results_map = {}
        backtest_results = []