Gahow Wang
96a845ebcd
- 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>
62 lines
948 B
Plaintext
62 lines
948 B
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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