Files
Chan/research/baseline_v1
jackyu66gitandCursor 8ee11317d3 fix(web): 自动刷新保留 K 线视窗;威科夫与图表增量更新
自动刷新改用 tail update 与 scrollToPosition 恢复视窗,避免 setData 后跳到最右;拆分 chart_tv 模块并扩展 analyze/recent API。同步威科夫分析、pipeline 增量构建及相关策略与配置。

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-08-25 22:57:43 +08:00
..

Spring Baseline V1 — FROZEN SNAPSHOT

勿改本目录文件。可运行副本在:

  • strategies/Wyckoff_BTC_V1_BASELINE.py
  • config/Wyckoff_BTC_V1_BASELINE.json

Evidence (cost-adjusted)

Window Profit n DD Net PF
Train +1.66% 12 3.6% 1.17
Validate +9.99% 6 1.8% 6.20
Test +0.85% 2 0.7% 2.18
Full +12.74% 20 3.6% 2.02
fee+slip 5bps +6.78% 20 1.45

Status: PASS + Limited Evidence (N=20)
Next: Phase3 → N≥50(延历史 / 多品种),不改规则。