docs: v2 stage report draft - #20
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🟡 Changes recommended
The new report draft contains documentation inconsistencies around --t1-close semantics and lacks a clear runnable example for the cost backtest portion.
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Pull request overview
This PR adds a draft “v2 stage report” document under the planning phases, summarizing the intended dual-factor (F1/F2) deliverables and providing example CLI invocations for running the v2 workflows.
Changes:
- Add a new v2 phase report draft describing factor definitions, episode-level studies, cost-aware backtests, portfolio/margin diagnostics, and a read-only web workbench.
- Include a “how to run” section with example
goratiocommands for report/evidence generation and local web serving.
File summaries
| File | Description |
|---|---|
| .planning/phases/02-v2/01-REPORT.md | Adds the v2 stage report draft with deliverables, run instructions, and current scope boundaries. |
Review details
Suppressed comments (1)
.planning/phases/02-v2/01-REPORT.md:35
- “本阶段交付”里包含成本后回测与
--t1-close，但“运行方式”示例只展示了formal/evidence/web serve，没有给出backtest的调用示例，读者无法直接复现成本后回测部分。建议在示例里补充goratio backtest ... --t1-close。
goratio evidence --period 10y --cost-bps 20 --roll-cost-bps 5 --json
- Files reviewed: 1/1 changed files
- Comments generated: 1
- Review effort level: Lite
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| - `--cost-bps` | ||
| - `--roll-cost-bps` | ||
| - `--t1-close` | ||
| - 真实主力链换月收益与 T+1 open gap。 |
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新增双因子 v2 阶段报告草稿。