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feat: settle net roll-aware return - #29

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XucroYuri merged 4 commits into
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goratio-dev-settle-net
Sep 3, 2026
Merged

feat: settle net roll-aware return#29
XucroYuri merged 4 commits into
mainfrom
goratio-dev-settle-net

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episode 摘要增加扣减 T+1 settle gap 后的真实换月净收益。

Copilot AI lite review requested due to automatic review settings September 3, 2026 00:36
@XucroYuri
XucroYuri merged commit 10386c4 into main Sep 3, 2026
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XucroYuri deleted the goratio-dev-settle-net branch September 3, 2026 00:37

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🟡 Changes recommended

The new settle-net summary metrics are not validated by tests beyond non-null checks, leaving key behavior insufficiently protected against regressions.

Once you've addressed the issues Copilot identified, you can request another Copilot review.

Pull request overview

This PR extends the episode return summary produced by contract_episode_return_summary() to include a “settle” (T+1 settle gap adjusted) net roll-aware return, aligning the episode摘要 with the requested “扣减 T+1 settle gap 后的真实换月净收益” reporting.

Changes:

  • Add per-episode settle_net_roll_aware_return computed as roll_aware_return - t1_settle_gap.
  • Add aggregate summary metrics for the new settle-net series (valid count + mean).
  • Document the new output in CHANGELOG.md and mark it completed in .planning/ROADMAP.md.
File summaries
File Description
tests/test_contracts.py Adds a presence check for the new per-row settle_net_roll_aware_return field.
src/goratio/contracts.py Computes settle-net roll-aware return per row and adds aggregate count/mean fields.
CHANGELOG.md Notes the new settle-net episode summary output.
.planning/ROADMAP.md Marks open/settle dual net-return output as completed.
Review details
  • Files reviewed: 4/4 changed files
  • Comments generated: 1
  • Review effort level: Lite

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Comment thread tests/test_contracts.py
Comment on lines +278 to +280
self.assertIsNotNone(
summary["rows"][0]["settle_net_roll_aware_return"]
)
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2 participants