Simon
0d05bfd187
feat(factor): C1 因子相关性分析(横截面 Spearman 矩阵 + API)
- evaluation.factor_correlation_report:多因子共同日期 ∩ 后逐日横截面 Spearman 相关
取均值 → FactorCorrelationReport(冗余剔除前置,v3 §12 Correlation→Redundancy)
- ResearchService.run_factor_correlation + POST /api/factor-correlations
(universe/factors/period;与其它研究同装配口径)
- tests/test_factor_correlation.py:矩阵对角=1/近线性±相关符号/对称/无共同日期补零、
API 冒烟;全量 pytest 通过
2026-09-09 07:31:49 +08:00
..
2026-09-06 17:08:00 +08:00
2026-09-08 23:58:48 +08:00
2026-09-09 00:39:42 +08:00
2026-09-06 17:22:05 +08:00
2026-09-09 00:32:55 +08:00
2026-09-09 07:12:36 +08:00
2026-09-09 07:15:41 +08:00
2026-09-09 00:30:37 +08:00
2026-09-08 23:58:48 +08:00
2026-09-08 21:48:09 +08:00
2026-09-06 16:59:28 +08:00
2026-09-09 00:28:16 +08:00
2026-09-09 07:31:49 +08:00
2026-09-09 07:29:26 +08:00
2026-09-06 16:09:10 +08:00
2026-09-09 07:27:13 +08:00
2026-09-09 00:32:55 +08:00
2026-09-08 21:48:09 +08:00
2026-09-09 00:32:55 +08:00
2026-09-06 18:20:28 +08:00
2026-09-07 21:36:16 +08:00
2026-09-06 17:08:00 +08:00
2026-09-09 07:18:36 +08:00
2026-09-08 21:48:09 +08:00
2026-09-09 00:29:23 +08:00
2026-09-09 00:36:38 +08:00
2026-09-09 00:32:55 +08:00
2026-09-09 00:32:55 +08:00
2026-09-09 00:20:42 +08:00
2026-09-09 00:35:37 +08:00
2026-09-08 21:48:09 +08:00
2026-09-09 00:38:09 +08:00
2026-09-09 07:29:26 +08:00
2026-09-09 00:13:28 +08:00