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- Status: Open.#18 In yupoet/aurumq-rl;
[algo] 增量因子计算协议(日更 O(stocks × max_window))
algo-upgradeAlgorithm upgrade from the 2026-07-02 full-repo review (§四)Algorithm upgrade from the 2026-07-02 full-repo review (§四)enhancementNew feature or requestNew feature or requestStatus: Open.#10 In yupoet/aurumq-rl;[algo] 因子工程:回归式行业中性化 + Yang-Zhang 波动率 + MAD winsorize
algo-upgradeAlgorithm upgrade from the 2026-07-02 full-repo review (§四)Algorithm upgrade from the 2026-07-02 full-repo review (§四)enhancementNew feature or requestNew feature or requestStatus: Open.#9 In yupoet/aurumq-rl;[algo] 标签:CUSUM 事件采样 + 样本并发加权 + t-stat 上限 + √horizon 缩放
algo-upgradeAlgorithm upgrade from the 2026-07-02 full-repo review (§四)Algorithm upgrade from the 2026-07-02 full-repo review (§四)enhancementNew feature or requestNew feature or requestStatus: Open.#8 In yupoet/aurumq-rl;[algo] p3 head:线性/logistic probe + 小 MLP 对照 LightGBM
algo-upgradeAlgorithm upgrade from the 2026-07-02 full-repo review (§四)Algorithm upgrade from the 2026-07-02 full-repo review (§四)enhancementNew feature or requestNew feature or requestStatus: Open.#7 In yupoet/aurumq-rl;[algo] 评估指标:Deflated Sharpe / PBO / Spearman IC / HAC / 成本调整
algo-upgradeAlgorithm upgrade from the 2026-07-02 full-repo review (§四)Algorithm upgrade from the 2026-07-02 full-repo review (§四)enhancementNew feature or requestNew feature or requestStatus: Open.#6 In yupoet/aurumq-rl;[algo] 验证协议换 purged + embargoed walk-forward CV
algo-upgradeAlgorithm upgrade from the 2026-07-02 full-repo review (§四)Algorithm upgrade from the 2026-07-02 full-repo review (§四)enhancementNew feature or requestNew feature or requestStatus: Open.#5 In yupoet/aurumq-rl;[algo] RL 训练信号:随机化 episode 起点 + truncation bootstrap + 横截面池化
algo-upgradeAlgorithm upgrade from the 2026-07-02 full-repo review (§四)Algorithm upgrade from the 2026-07-02 full-repo review (§四)enhancementNew feature or requestNew feature or requestStatus: Open.#4 In yupoet/aurumq-rl;[algo] 策略头换 ranking-aware(Plackett-Luce / perturbed top-k)
algo-upgradeAlgorithm upgrade from the 2026-07-02 full-repo review (§四)Algorithm upgrade from the 2026-07-02 full-repo review (§四)enhancementNew feature or requestNew feature or requestStatus: Open.#3 In yupoet/aurumq-rl;[algo] 奖励换 Differential Sharpe Ratio(替代 rolling-Sharpe-as-reward)
algo-upgradeAlgorithm upgrade from the 2026-07-02 full-repo review (§四)Algorithm upgrade from the 2026-07-02 full-repo review (§四)enhancementNew feature or requestNew feature or requestStatus: Open.#2 In yupoet/aurumq-rl;