更新行情至 2026-08-27 并重建回测数据管线 - #1
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从 Yahoo Finance 重建 data/raw 与 data/full(1993-01-05 ~ 2026-08-27)。 新增 python -m smaetf update-data,下载器规范化时区索引,Adj Close 缺失时回退 Close。 Co-authored-by: fearless <solstice621@users.noreply.github.com>
策略 A/B/C 排名不变。旧数据在 2026-03-27 卖出前 11 个交易日截断, 刷新后策略 A 新增一轮完整买卖(2025-06-06 → 2026-03-27,2026-04-14 再入场)。 全量测试 324 passed。 Co-authored-by: fearless <solstice621@users.noreply.github.com>
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将
data/raw与data/full从 2026-03-16 更新到 Yahoo Finance 当前最新完整交易日 2026-08-27(约 +114 个交易日),并补上可重复执行的更新命令。8/28 仅有开盘/成交量、收盘价尚未完整,已丢弃。数据
python3 -m smaetf update-data或python3 -m smaetf.data.pipeline代码
src/smaetf/data/pipeline.py:下载指数+ETF → 写 raw → 合成合并 fullAdj Close缺失时回退Closepyarrow列入依赖;新增 11 个管线单元测试回测(
configs/default.yaml,1995-01-03 ~ 2026-08-27)排名与推荐不变。旧数据在 2026-03-27 卖出前 11 个交易日截断;刷新后策略 A 多出一轮完整循环(2025-06-06 → 2026-03-27 卖出,2026-04-14 再入场,截至 8/27 仍持仓)。详见实验 017。
测试
全量
pytest -m "unit or integration or property or extreme or golden":324 passed。