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Add offline workflow and coverage tests

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This commit is contained in:
Yuxuan Yan
2026-06-16 17:37:16 +08:00
parent 8d908477e2
commit 31baa18ce5
16 changed files with 2104 additions and 9 deletions
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pipeline/portfolio/simulator.py
+6 -5
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@@ -166,13 +166,14 @@ class ReferenceSimulator(ExecutionSimulator):
st = wide(data_df, "isST") if "isST" in data_df.columns else opn * 0.0
symbols = sorted(set(tgt.columns) | set(opn.columns))
data_index = close.index
tgt = tgt.reindex(columns=symbols)
opn = opn.reindex(columns=symbols)
opn = opn.reindex(index=data_index, columns=symbols)
close = close.reindex(columns=symbols)
preclose = preclose.reindex(columns=symbols)
amount = amount.reindex(columns=symbols)
tstat = tstat.reindex(columns=symbols)
st = st.reindex(columns=symbols)
preclose = preclose.reindex(index=data_index, columns=symbols)
amount = amount.reindex(index=data_index, columns=symbols)
tstat = tstat.reindex(index=data_index, columns=symbols)
st = st.reindex(index=data_index, columns=symbols)
sym_arr = np.asarray(symbols, dtype=object)
n = len(symbols)