start experiment 76 (exp/76-scheduled-algo-retrain-on-2026-09-16-tac)

code/tac-qlib/tac_qlib/contrib/strategy/weekly_rebalance.py

@@ -37,11 +37,20 @@ class WeeklyRebalanceDropoutStrategy(TopkDropoutStrategy):
     forbid_all_trade_at_limit : same as ``TopkDropoutStrategy``.
     hold_band_pct : skip order for a name whose deviation from target weight is
         below this fraction of the target (no-trade buffer band).
+    rebalance_every_n_weeks : rebalance every N ISO weeks instead of every week
+        (default 1 = weekly; 2 = biweekly).  Ignored when
+        ``rebalance_every_n_days`` is set.
+    rebalance_every_n_days : rebalance every N trading days (daily when N=1).
+        When set, overrides the weekly gating logic entirely.
     """
 
-    def __init__(self, *, topk, n_drop, hold_band_pct: float = DEFAULT_HOLD_BAND_PCT, **kwargs):
+    def __init__(self, *, topk, n_drop, hold_band_pct: float = DEFAULT_HOLD_BAND_PCT,
+                 rebalance_every_n_weeks: int = 1,
+                 rebalance_every_n_days: int = 0, **kwargs):
         super().__init__(topk=topk, n_drop=n_drop, **kwargs)
         self.hold_band_pct = hold_band_pct
+        self.rebalance_every_n_weeks = rebalance_every_n_weeks
+        self.rebalance_every_n_days = rebalance_every_n_days
 
     @staticmethod
     def _iso_week(ts) -> tuple:
@@ -53,13 +62,25 @@ class WeeklyRebalanceDropoutStrategy(TopkDropoutStrategy):
         trade_step = self.trade_calendar.get_trade_step()
         trade_start_time, trade_end_time = self.trade_calendar.get_step_time(trade_step)
 
-        cur_week = self._iso_week(trade_start_time)
-        prev_week = getattr(self, "_last_week", None)
-        self._last_week = cur_week
+        if self.rebalance_every_n_days > 0:
+            # daily gating: count trading steps since last rebalance
+            step_num = trade_step
+            if hasattr(self, "_last_rebal_step"):
+                if (step_num - self._last_rebal_step) < self.rebalance_every_n_days:
+                    return TradeDecisionWO([], self)
+            self._last_rebal_step = step_num
+        else:
+            cur_week = self._iso_week(trade_start_time)
+            prev_week = getattr(self, "_last_week", None)
+            self._last_week = cur_week
 
-        if prev_week is not None and prev_week == cur_week:
-            # not the first trading day of this ISO week -> hold
-            return TradeDecisionWO([], self)
+            if prev_week is not None and prev_week == cur_week:
+                return TradeDecisionWO([], self)
+
+            if self.rebalance_every_n_weeks > 1:
+                week_num = cur_week[1]
+                if prev_week is not None and (week_num % self.rebalance_every_n_weeks) != 1:
+                    return TradeDecisionWO([], self)
 
         pred_start_time, pred_end_time = self.trade_calendar.get_step_time(trade_step, shift=1)
         pred_score = self.signal.get_signal(start_time=pred_start_time, end_time=pred_end_time)