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quant-trading/.gitignore
2026-10-24 21:54:30 -07:00

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.claude/*
!.claude/skills/
.qoder/
# Python
__pycache__/
*.py[cod]
*.egg-info/
build/
dist/
wheels/
# Virtual environment
.venv/
# Data files — downloaded at runtime, large CSVs
data/*.csv
data/*.png
# Universe caches — re-fetched daily
data/universe_*.json
data/sp500_history.json
data/csi300_history.json
# Trader state — per-machine, regenerated by auto/simulate
data/trader_*.json
data/books/
# Agent candidate packs and score files (agent_review.py) — per-machine forward record
data/agent/
# Factor attribution output and cached factors
data/attribution_*/
data/factors/
data/factors_review_tmp/
# SEC fundamental data — fetched from EDGAR API
data/sec_frames/
data/sec_company_tickers.json
# External tool artifacts
docs/superpowers/
# IDE / editor
.idea/
.vscode/
*.swp
*.swo
*~
# OS
.DS_Store
Thumbs.db
# Price panel locks, repair backups and Yahoo availability markers
data/.*.lock
data/backup_*/
data/*_unavailable.json
data/*.bak-tiingo
# Local secrets, logs and agent scratch output
.env
logs/
memory/
.tmp_finance/
# Web UI state and precomputed backtests (web/src/server/paths.ts)
data/web/
data/precomputed/
# Research panels and results — fetched/rebuilt by research/lab
data/research/
# Option-chain snapshots (research.lab.fetch_options, ~11 MB/day)
data/options/
# Broker state and fills: Alpaca paper overnight book, IBKR live account
data/overnight_paper/
data/ibkr_live/