完成模型更新

2026-06-24 12:19:08 +08:00
parent ee8fc60eae
commit 6494f43ddd
22 changed files with 4029 additions and 271 deletions
@@ -0,0 +1,21 @@
+{
+  "version": "v6.7r2",
+  "rank_model": "lambdarank (56-dim v6.7)",
+  "backtest_start": "2023-05-01",
+  "backtest_end": "2026-04-30",
+  "n_weeks": 154,
+  "n_stocks_in_pool": 5378,
+  "top_n": 10,
+  "shares_per_grid": 200,
+  "initial_cash": 60000.0,
+  "final_total_value": 151153.58,
+  "total_return_pct": 151.92,
+  "annual_return_pct": 36.1,
+  "annual_sharpe": 1.7404,
+  "max_drawdown_pct": -12.1,
+  "weekly_win_rate_pct": 59.48,
+  "n_trades_buy": 1144,
+  "n_trades_sell": 866,
+  "realized_pnl_total": 95495.58,
+  "n_lifecycles": 431
+}