Files
qlib/backend
Simon f3586adb25 feat(selection): M6.0 选股契约与评分引擎(SelectionQuery/Result + select(as_of))
- domain/entities/selection.py:SelectionQuery(universe+method+factors+top_n/top_pct/
  min_score+as_of+预热)与 SelectionResult/Candidate/Statistics(v2 §14.2/§21.1 DTO);
  ConditionSpec 字段就位供 M6.2 条件选股
- quant/selection.py:Selection Engine method=score —— 复合分(zscore×权重×方向)
  → TopN/Top% 截断;observation_date=<=as_of 最近交易日(防未来函数,v2 §9);
  候选带 factor_values 与 selection_reason(可解释)
- application/services/selection_service.py:选股用例(universe 过滤 → 装配 → 引擎)
- quant/service.py:抽取公共 load_daily_df 供研究/选股共用(行为不变)
- tests/test_selection.py:11 例 —— TopN/排序/理由、as_of 防未来函数、ST/上市天数/
  退市过滤、top_pct/min_score、空数据与查询校验;全量 pytest 通过
2026-09-09 00:12:28 +08:00
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