Gahow Wang
0e378efa67
Event-driven long-only simulator with next-open fills, CN tradability (halts, limit-up/down, stamp duty), PIT S&P 500 / CSI 300 membership, rebalance-phase averaging, factor IC scans, maximin stepwise composite search across 5-year blocks, walk-forward LightGBM/ridge combiners, overlays, and deflated Sharpe. Fetchers pull 20y US OHLCV from Yahoo and CSI 300/500 ever-members (membership snapshot from baostock, bars from Yahoo). Research data lives in data/research/ (ignored). Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com>
65 lines
1.0 KiB
Plaintext
65 lines
1.0 KiB
Plaintext
.claude
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.qoder/
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# Python
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__pycache__/
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*.py[cod]
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*.egg-info/
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build/
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dist/
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wheels/
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# Virtual environment
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.venv/
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# Data files — downloaded at runtime, large CSVs
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data/*.csv
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data/*.png
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# Universe caches — re-fetched daily
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data/universe_*.json
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# Trader state — per-machine, regenerated by auto/simulate
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data/trader_*.json
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# Factor attribution output and cached factors
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data/attribution_*/
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data/factors/
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data/factors_review_tmp/
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# SEC fundamental data — fetched from EDGAR API
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data/sec_frames/
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data/sec_company_tickers.json
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# External tool artifacts
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docs/superpowers/
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# IDE / editor
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.idea/
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.vscode/
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*.swp
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*.swo
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*~
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# OS
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.DS_Store
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Thumbs.db
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# Price panel locks, repair backups and Yahoo availability markers
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data/.*.lock
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data/backup_*/
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data/*_unavailable.json
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# Local secrets, logs and agent scratch output
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.env
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logs/
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memory/
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.tmp_finance/
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# Web UI state and precomputed backtests (web/src/server/paths.ts)
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data/web/
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data/precomputed/
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# Research panels and results — fetched/rebuilt by research/lab
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data/research/
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