- web/src/server/paths.ts resolves the repo root from its own location,
loads the single repo-root .env, and defines data/web/ (watchlist,
stock cache, backtest cache) and data/precomputed/.
- The API spawns bridge.py at the repo root instead of ../quant.
- precompute_backtest.py writes to data/precomputed/ instead of
../stock-agent/data/precomputed.
- Rename the project to quant-trading (web package quant-trading-web).
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>
