Add 32 factor-combo strategies with configurable rebalancing frequency

New FactorComboStrategy class (strategies/factor_combo.py) implements
8 champion factor signals (4 US, 4 CN) discovered through iterative
factor research, each at 4 rebalancing frequencies (daily/weekly/
biweekly/monthly). Registered in trader.py as fc_{signal}_{freq}.

Existing strategies and state files are untouched — safe to git pull
and restart monitor on server.

Also includes factor research scripts (factor_loop.py, factor_research.py,
etc.) used to discover and validate these factors.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
2026-04-08 10:41:34 +08:00
parent a66b039d2d
commit ae25f2f6b5
13 changed files with 3402 additions and 1 deletions

8
.gitignore vendored
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@@ -21,6 +21,14 @@ data/universe_*.json
# Trader state — per-machine, regenerated by auto/simulate
data/trader_*.json
# Factor attribution output and cached factors
data/attribution_*/
data/factors/
data/factors_review_tmp/
# External tool artifacts
docs/superpowers/
# IDE / editor
.idea/
.vscode/