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