feat: 新增2h/6h时间框架支持,策略重构为增量指标计算

- 数据层: build_aggregates_sql 新增 2h/6h 聚合视图,默认起始时间调整为 2017-05
- 模型层: KlineInterval 类型扩展 2h/6h,DataService 新增对应表名和毫秒映射
- 指标层: 新增 incremental.py 增量指标模块 (EmaInc/AtrInc/RsiInc/BbInc),O(1) per bar
- 策略重构: long_short.py 和 regime_all.py 从批量 ema/atr 迁移至增量指标,避免每 bar 重复全量计算
- regime 探测器: RegimeDetector3 改为增量 EMA200,detect() 接口简化
- 回测扩展: regime_timeframe_comparison 从 4h/1d 扩展至 2h/4h/6h/1d
- 新增示例: multi_strategy_report, vol_break_compare/periods, intraday_explore, top3_trades 等分析脚本
This commit is contained in:
Rekey
2026-06-13 19:30:25 +08:00
parent b5cdb41993
commit edc50e8809
20 changed files with 484544 additions and 34 deletions
+3 -1
View File
@@ -52,13 +52,15 @@ const AGGREGATE_VIEWS = [
"klines_15m",
"klines_30m",
"klines_1h",
"klines_2h",
"klines_4h",
"klines_6h",
"klines_1d",
"klines_1w",
] as const;
/** 默认起始年月 */
const DEFAULT_START = { year: 2017, month: 8 }; // 2018-09
const DEFAULT_START = { year: 2017, month: 5 }; // 2018-09
/** 默认结束年月 */
const DEFAULT_END = { year: 2026, month: 6 }; // 2019-01