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
+4
View File
@@ -36,7 +36,9 @@ INTERVAL_TO_TABLE: dict[KlineInterval, str] = {
"15m": "klines_15m",
"30m": "klines_30m",
"1h": "klines_1h",
"2h": "klines_2h",
"4h": "klines_4h",
"6h": "klines_6h",
"1d": "klines_1d",
"1w": "klines_1w",
}
@@ -48,7 +50,9 @@ INTERVAL_MS: dict[KlineInterval, int] = {
"15m": 900_000,
"30m": 1_800_000,
"1h": 3_600_000,
"2h": 7_200_000,
"4h": 14_400_000,
"6h": 21_600_000,
"1d": 86_400_000,
"1w": 604_800_000,
}