feat: 量化引擎加固 — 新增测试 + 数据/因子/回测层优化
- 新增 finance/tests/ 6 个测试套件(agents/backtest/dao_upsert/factors/features/fundamental_lookahead) - 数据层: data_manager / dao 优化,新增 upsert 逻辑 - 因子层: 基本面因子抽象定位 _mapping、ROE/PE/PB 重构 - 回测层: vectorbt/engine 大改动(251 行),report 增强 - ML 层: features/backtest_integration 特征工程与回测优化 - CLI: agent_cli 重构 - config/settings 扩充配置项
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@@ -25,6 +25,7 @@ class BaseAgent(ABC):
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opt: OptunaEngine
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sent: SentimentEngine
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ml_models: dict[str, BaseModel]
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feature_engine: FeatureEngine(已用模型训练集 fit 过,ML 打分需要)
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"""
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self.dm = engines.get("dm")
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self.fe = engines.get("fe")
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@@ -32,6 +33,7 @@ class BaseAgent(ABC):
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self.opt = engines.get("opt")
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self.sent = engines.get("sent")
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self.ml_models = engines.get("ml_models", {})
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self.feature_engine = engines.get("feature_engine")
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@abstractmethod
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def execute(self, **kwargs) -> dict:
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