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
This commit is contained in:
Simon
2026-08-31 14:01:06 +08:00
parent 6acf938caf
commit 73d191b43a
28 changed files with 1418 additions and 373 deletions
+2
View File
@@ -25,6 +25,7 @@ class BaseAgent(ABC):
opt: OptunaEngine
sent: SentimentEngine
ml_models: dict[str, BaseModel]
feature_engine: FeatureEngine(已用模型训练集 fit 过,ML 打分需要)
"""
self.dm = engines.get("dm")
self.fe = engines.get("fe")
@@ -32,6 +33,7 @@ class BaseAgent(ABC):
self.opt = engines.get("opt")
self.sent = engines.get("sent")
self.ml_models = engines.get("ml_models", {})
self.feature_engine = engines.get("feature_engine")
@abstractmethod
def execute(self, **kwargs) -> dict: