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quant-trading/.gitignore
Gahow Wang 838749d8b2 fix(data): store raw price panels and refresh a trailing window on every update
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>
2026-09-25 01:16:10 +08:00

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.claude
.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
# Trader state — per-machine, regenerated by auto/simulate
data/trader_*.json
# 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