8 Commits

Include renames

Author	SHA1	Message	Date
qq564020069	ea34014326	0.998	2026-07-17 16:08:18 +08:00
rosemarycox5334-debug	662e7ac5d2	precious_metals_v1: 黄金单品种策略 (Sharpe 2.66, MDD -11%, 8年数据验证) ... 策略: DMI_ADX_14 -> KYLE_LAMBDA -> EMA_20 -> KYLE_LAMBDA -> MFI14 -> SCALE -> TS_CORR_10 -> IF_GT - 微型市场体制切换模型: 流动性驱动时用Kyle动量, 流动性紊乱时退守趋势 - 推荐用法: XAUUSD单品种 - 回测: 年化+28.2%, Sharpe 2.66, 换手109笔/年, Walk-Forward 3/4折盈利 配置变更: - AAVUSD移除(实为Aave加密货币) - COCOA.c移除(交易时段不匹配) - metals_comm重命名为precious_metals(XAUUSD+XAGUSD) - 算子溢出修复(_signed_power clamp, _ts_product expm1 clamp)	2026-07-06 23:05:05 +08:00
qq564020069	23a5b1efc0	修复奖励函数稀疏漏洞+移除二值算子+加强IC门控(P0-P3): 堵死LT/GT训练分虚高问题	2026-07-04 16:59:12 +08:00
qq564020069	f209e67e06	0.8	2026-07-03 22:11:35 +08:00
rosemarycox5334-debug	5c798a5d5c	Expand vocab v3.0: 26->30 features + 34->44 operators ... Add 4 new features (WILLR_14, CCI_14, ROC_12, TYPICAL_DEV) and 10 new operators from WorldQuant Alpha 101 + web research. Alpha 101 core (4): DELTA, TS_ARG_MAX_5, TS_ARG_MIN_5, DECAY_LINEAR_5 Web research supplements (6): SCALE, COVARIANCE_10, PRODUCT_5, SIGNED_POWER_2, TS_DECAY_EXP_5, DELTA_5 Verified: 44/44 operators pass smoke test, 1-step training on forex group succeeds (1.4s). Old strategies remain compatible via VOCAB_VERSION pinning.	2026-07-03 18:38:38 +08:00
rosemarycox5334-debug	79e9b250ea	0.7	2026-07-03 14:55:57 +08:00
qq564020069	fda254e573	0.7	2026-07-03 01:11:00 +08:00
qq564020069	6c0875e832	0.7	2026-07-02 00:51:15 +08:00