Skip to content

Feat/logic improvements#29

Merged
LeFi8 merged 4 commits into
mainfrom
feat/logic-improvements
Jun 23, 2026
Merged

Feat/logic improvements#29
LeFi8 merged 4 commits into
mainfrom
feat/logic-improvements

Conversation

@LeFi8

@LeFi8 LeFi8 commented Jun 23, 2026

Copy link
Copy Markdown
Owner

No description provided.

@gemini-code-assist gemini-code-assist Bot left a comment

Copy link
Copy Markdown

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Code Review

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.

Important

The consumer version of Gemini Code Assist on GitHub is being sunset. Starting June 18, 2026, new organization installations will be blocked, and all code review activity will officially cease on July 17, 2026.
For more details on the timeline and next steps, please review the Help Documentation.

Comment thread docs/glossary.md Outdated
## Strategy Concepts

### 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.

Copy link
Copy Markdown

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

medium

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.

Suggested change
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.

@LeFi8 LeFi8 merged commit 80fc399 into main Jun 23, 2026
3 checks passed
@LeFi8 LeFi8 deleted the feat/logic-improvements branch June 23, 2026 21:09
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

1 participant