feat: add scoped alpha sync and local self-correlation
This commit is contained in:
@@ -45,7 +45,7 @@ def sample(index):
|
||||
"selection": {"code": "self_correlation < 0.5"} if super_alpha else None,
|
||||
"combo": {"code": "alpha"} if super_alpha else None,
|
||||
"settings": {
|
||||
"region": ["USA", "CHN", "EUR"][index % 3],
|
||||
"region": ["USA", "CHN", "EUR"][(index // 3) % 3],
|
||||
"universe": "TOP3000",
|
||||
"language": language,
|
||||
"delay": 1,
|
||||
@@ -64,7 +64,10 @@ def sample(index):
|
||||
"checks": [{"name": "LOW_SHARPE", "result": "PASS", "value": 2.1, "limit": 1.58}],
|
||||
},
|
||||
"os": {"sharpe": 1.1} if index % 3 == 0 else None,
|
||||
"dateCreated": (datetime(2025, 1, 1, tzinfo=timezone.utc) + timedelta(days=index)).isoformat(),
|
||||
"dateCreated": (datetime(2025, 1, 1, tzinfo=timezone.utc) + timedelta(seconds=index)).isoformat(),
|
||||
"dateSubmitted": (datetime(2025, 2, 1, tzinfo=timezone.utc) + timedelta(days=index % 2)).isoformat()
|
||||
if index % 3 == 0
|
||||
else None,
|
||||
}
|
||||
|
||||
|
||||
@@ -141,6 +144,21 @@ def create_test_app():
|
||||
matched = [
|
||||
r for r in records if (r["status"] == "UNSUBMITTED") == unsubmitted and r["hidden"] == hidden
|
||||
]
|
||||
for field in ("dateCreated", "dateSubmitted"):
|
||||
for suffix in (">=", "<"):
|
||||
boundary = request.url.params.get(field + suffix)
|
||||
if boundary:
|
||||
bound = datetime.fromisoformat(boundary).replace(tzinfo=timezone.utc)
|
||||
matched = [
|
||||
r
|
||||
for r in matched
|
||||
if r.get(field)
|
||||
and (
|
||||
datetime.fromisoformat(r[field]) >= bound
|
||||
if suffix == ">="
|
||||
else datetime.fromisoformat(r[field]) < bound
|
||||
)
|
||||
]
|
||||
offset, limit = (
|
||||
int(request.url.params.get("offset", 0)),
|
||||
int(request.url.params.get("limit", 100)),
|
||||
|
||||
Reference in New Issue
Block a user