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• b2176b0c3e Record daily snapshot in cmd_evening for monitor NAV tracking Gahow Wang 2026-04-11 13:15:09 +08:00
• ae25f2f6b5 Add 32 factor-combo strategies with configurable rebalancing frequency Gahow Wang 2026-04-08 10:41:34 +08:00
• a66b039d2d Reject empty attribution semantics headers Gahow Wang 2026-04-07 18:05:44 +08:00
• 88d765713e Reject colliding attribution semantics headers Gahow Wang 2026-04-07 17:58:32 +08:00
• 35a91ba6cc Honor complete attribution beta semantics labels Gahow Wang 2026-04-07 17:51:57 +08:00
• b3d87b3d92 Harden attribution beta semantics fallback Gahow Wang 2026-04-07 17:43:22 +08:00
• 097131d962 Add attribution beta semantics metadata Gahow Wang 2026-04-07 17:36:42 +08:00
• 82a3e63c2b Restore summary schema for proxy attribution Gahow Wang 2026-04-07 17:25:10 +08:00
• 69a03f52d9 Fix proxy attribution benchmark and labeling Gahow Wang 2026-04-07 17:18:29 +08:00
• 9c4a219c68 Integrate factor attribution into backtest CLI Gahow Wang 2026-04-07 17:10:42 +08:00
• f6670d9e6d Normalize one-point regression residual volatility Gahow Wang 2026-04-07 17:02:00 +08:00
• 18174a9e11 Compute residual vol for square regressions Gahow Wang 2026-04-07 16:57:58 +08:00
• 3d934b3316 Handle square factor regressions without inference Gahow Wang 2026-04-07 16:53:16 +08:00
• 0876c0b6af Guard factor regressions against unidentified models Gahow Wang 2026-04-07 16:48:23 +08:00
• f2e14ec200 Add factor attribution regression engine Gahow Wang 2026-04-07 16:40:24 +08:00
• 507565c556 Tighten benchmark mutation leakage test Gahow Wang 2026-04-07 16:34:35 +08:00
• 26937f035e Split proxy leakage tests Gahow Wang 2026-04-07 16:31:51 +08:00
• 7afc60dfcb Strengthen proxy factor builder tests Gahow Wang 2026-04-07 16:28:00 +08:00
• 7e44ece569 Add factor builder leakage tests Gahow Wang 2026-04-07 16:21:05 +08:00
• 7e8d24c1e9 Add local attribution factor builders Gahow Wang 2026-04-07 16:16:59 +08:00
• 2382364a46 Handle HTTP protocol errors in factor download Gahow Wang 2026-04-07 16:12:00 +08:00
• 71912b8358 Wrap additional network errors in factor download Gahow Wang 2026-04-07 16:06:54 +08:00
• 7f0c5de574 Use explicit download errors for factor loader fallback Gahow Wang 2026-04-07 16:01:51 +08:00
• c46727b1ca Handle OSError download fallback for factor loader Gahow Wang 2026-04-07 15:57:16 +08:00
• 0e94688066 Narrow factor loader format fallback handling Gahow Wang 2026-04-07 15:51:57 +08:00
• 9e6da727a3 Implement Ken French factor download and cache fallback Gahow Wang 2026-04-07 15:44:46 +08:00
• e70922d9af Harden factor loader zip parsing and fallback Gahow Wang 2026-04-07 15:38:49 +08:00
• feb1864a4d Add factor loader and cache scaffolding Gahow Wang 2026-04-07 15:27:44 +08:00
• 80493cb6af Add factor attribution design spec Gahow Wang 2026-04-07 15:01:57 +08:00
• 14ec64c1da Single-process monitor for US + CN markets Gahow Wang 2026-04-07 00:16:46 +08:00
• 4aa17c7e98 Zero-config monitor and compare Gahow Wang 2026-04-07 00:10:00 +08:00
• 7f618b9c31 Multi-strategy monitor and compare command Gahow Wang 2026-04-07 00:04:45 +08:00
• 942164a38f Two-phase monitor, integer shares, and daily log Gahow Wang 2026-04-06 23:57:03 +08:00
• 4709271504 auto mode for continuous running Gahow Wang 2026-04-05 00:50:26 +08:00
• 42218741d4 Initial commit: quant backtesting framework with daily trading simulator Gahow Wang 2026-04-05 00:41:19 +08:00