Feat/logic improvements#29
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This pull request introduces several new configuration settings and schema fields (such as impact_coef and dsr_non_degradation_epsilon), wires market impact costs throughout the evaluation pipeline, and replaces hardcoded orchestrator parameters with configurable settings. It also adds extensive documentation (glossary, testing guide, troubleshooting), an empirical validation script, robust error handling with fallback logic in Ledoit-Wolf shrinkage, and corresponding unit tests. Feedback on the changes points out a Chinese term ("滚动窗口") in the English glossary that should be translated to "Rolling window" for consistency.
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| ## Strategy Concepts | ||
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| ### Walk-Forward Analysis | ||
| 滚动窗口 evaluation where the strategy is trained on a fixed window and tested on the subsequent period. Prevents lookahead bias and measures out-of-sample performance. |
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The term '滚动窗口' is in Chinese, whereas the rest of the glossary is in English. Please translate it to 'Rolling window' to maintain language consistency across the documentation.
| 滚动窗口 evaluation where the strategy is trained on a fixed window and tested on the subsequent period. Prevents lookahead bias and measures out-of-sample performance. | |
| Rolling window evaluation where the strategy is trained on a fixed window and tested on the subsequent period. Prevents lookahead bias and measures out-of-sample performance. |
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