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feat: 新增2h/6h时间框架支持，策略重构为增量指标计算

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- 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
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engine/common/models.py
+1 -1
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@@ -14,7 +14,7 @@ from pydantic import BaseModel, Field, field_validator
# K 线周期类型
# ============================================================
KlineInterval = Literal["1m", "5m", "15m", "30m", "1h", "4h", "1d", "1w"]
KlineInterval = Literal["1m", "5m", "15m", "30m", "1h", "2h", "4h", "6h", "1d", "1w"]
# ============================================================