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quant/.gitignore
Gahow Wang ae25f2f6b5 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>
2026-04-08 10:41:34 +08:00

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.claude
# Python
__pycache__/
*.py[cod]
*.egg-info/
build/
dist/
wheels/
# Virtual environment
.venv/
# Data files — downloaded at runtime, large CSVs
data/*.csv
data/*.png
# Universe caches — re-fetched daily
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/
*.swp
*.swo
*~
# OS
.DS_Store
Thumbs.db