打分算法全面改进：修复方向性bug，引入自适应权重与分数动量

2026-05-10 15:52:03 +08:00
parent f2e4bf7041
commit 819b327cdb
6 changed files with 194 additions and 47 deletions
--- a/tushare/src/models.py
+++ b/tushare/src/models.py
@@ -23,6 +23,7 @@ class ScoreDetail:
    medium_detail: dict = field(default_factory=dict)
    long_detail: dict = field(default_factory=dict)
    volatility: dict = field(default_factory=dict)
+    adaptive_weights: dict = field(default_factory=dict)


@dataclass
@@ -38,3 +39,6 @@ class ScoreResult:
    composite: float
    signal: str
    detail: ScoreDetail
+    vol_penalty: float = 1.0
+    composite_delta: Optional[float] = None       # 与前一日综合分差值
+    composite_delta_5d: Optional[float] = None    # 与5日前综合分差值