v1.1.1

Full Changelog: v1.1.0...v1.1.1

v1.1.0 - Walk-forward CV & Modular Architecture

What's New in v1.1.0

🔬 Optimization

• Switched from Bayesian optimization to Walk-forward Cross-Validation via Optuna
• Best params: d_model=64, n_heads=8, n_layers=3, seq_len=20
• Test accuracy: 60.0%

🏗️ Architecture Refactor

• Reorganized into modular src/ & scripts/ structure
• Added config management, unified data loader, and backtest engine

📊 Backtest Enhancements

• Backtest chart now shows a large header with: timestamp + T+1 signal + target price
• Live data updates via akshare + Sina/Tencent real-time APIs

📈 Latest Results (2026-04-14)

Metric	Value
Strategy Return	+3.11%
Buy & Hold	-11.70%
Excess Return	+14.81%
Max Drawdown	-5.63%
Sharpe	0.92
Test Accuracy	60.0%

⚠️ Known Issues

• Regression output volatility is still high; numerical stability needs further tuning