The append-only updater only fetched when last_date+1 < local date, never
revisited appended rows and forward-filled before saving. First-seen values
(partial intraday bars, late or missing prints) were frozen permanently: vs
Yahoo, 22% (US), 58% (CN) and 27% (ETF) of recent days had >0.5% daily-return
errors, CN never received same-day data, and HK tickers created US-holiday rows.
Panels are now stored raw (NaN = no print) and forward-filled on read; every
update re-downloads the last 30 days for the requested tickers, rescales older
history when Yahoo's split/dividend adjustment moves, drops rows printed by a
minority of tickers, and writes atomically under a per-market file lock.
Tickers Yahoo has no data for are retried weekly instead of every run.
rebuild() repairs panels written by the old updater.
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>
