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
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@@ -17,6 +17,7 @@ from .trend import sma, ema, macd, macd_signal, macd_histogram, adx
from .momentum import rsi, stoch, stoch_k, stoch_d
from .volatility import bollinger, bollinger_upper, bollinger_mid, bollinger_lower, atr
from .volume import obv, vwap
from .incremental import EmaInc, AtrInc, RsiInc, BbInc
__all__ = [
# 趋势
@@ -27,4 +28,6 @@ __all__ = [
"bollinger", "bollinger_upper", "bollinger_mid", "bollinger_lower", "atr",
# 成交量
"obv", "vwap",
# 增量
"EmaInc", "AtrInc", "RsiInc", "BbInc",
]