- Process every completed session since the last recorded one, so monitor
downtime and late data are caught up; today's bar only counts after the
exchange closes. The monitor's evening phase always goes through auto and
catches up at startup.
- Tickers without a real closing print are valued at the last price but not
traded; held tickers missing from the panel keep their last recorded price
instead of being valued at zero.
- Use registry parameters (live momentum strategies ran top_n=len//10=49
instead of the backtested 20).
- A-share orders use 100-share board lots; per-market default capital
(US $10k, CN ¥70k); HK tickers are converted to USD (HKD=X, peg fallback)
and exempt from the US per-share fee.
- ETF strategies only run in the US book; buy_and_hold is excluded from live
because its ~$20 slices never reach the minimum order size.
- CN benchmark switches to 510300.SS (Yahoo's 000300.SS is truncated).
- New 'replay' command rebuilds live state files from each start date.
Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com>
Backtesting engine supporting 11 strategies across US (S&P 500) and CN (CSI 300)
markets with open-to-close execution, proportional + fixed per-trade fees.
Daily trader (trader.py) with auto/morning/evening/simulate/status commands
and cron-friendly `auto` mode for unattended daily runs on a server.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
