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