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
@@ -128,11 +128,12 @@ class SentimentEngine:
# 5. Qwen 情绪分析(有 API key 时才执行)
sentiment_df = self._analyze_news(news_df)
# 6. 计算因子
# 6. 计算因子(对齐注册表,产出全部 4 个注册情绪因子,含 news_sent_20)
factor_dfs = {}
if not sentiment_df.empty:
for factor_cls, kwargs in [
(NewsSentimentFactor, {"window": 5, "sentiment_df": sentiment_df}),
(NewsSentimentFactor, {"window": 20, "sentiment_df": sentiment_df}),
(SentimentConfidenceFactor, {"window": 5, "sentiment_df": sentiment_df}),
(SentimentMomentumFactor, {"period": 5, "sentiment_df": sentiment_df}),
]: