quant-trading

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Gahow Wang db1ce69702 chore: untrack data/csi300_history.json

The CSI 300 snapshot history is local data like the S&P 500 history. It is
not rebuilt automatically (seeded from baostock), so a new machine needs a
copy; CLAUDE.md says so.

Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com>

2026-09-29 15:15:31 +08:00

data

chore: untrack data/csi300_history.json

2026-09-29 15:15:31 +08:00

deploy

chore(deploy): keep start scripts and systemd units in deploy/

2026-09-25 11:42:40 +08:00

docs/superpowers/specs

docs: add US alpha research design spec

2026-04-17 23:41:10 +08:00

research

chore: untrack generated data; add momentum + fundamentals experiment

2026-09-29 14:42:49 +08:00

scripts

chore(deploy): keep start scripts and systemd units in deploy/

2026-09-25 11:42:40 +08:00

strategies

feat: us_momentum_qqq_trend; alpha-vs-QQQ research across new data sources

2026-09-29 13:40:15 +08:00

tests

feat: us_momentum_qqq_trend; alpha-vs-QQQ research across new data sources

2026-09-29 13:40:15 +08:00

web

feat: named live books; start selected_2026_09 (26 strategies)

2026-09-25 20:46:09 +08:00

.env.example

refactor: wire web to the in-repo engine and shared data dir

2026-09-25 11:42:35 +08:00

.gitignore

chore: untrack data/csi300_history.json

2026-09-29 15:15:31 +08:00

.python-version

Initial commit: quant backtesting framework with daily trading simulator

2026-04-05 00:41:19 +08:00

backtest_runner.py

feat: robust-momentum strategies live; fix live universe, lots and UI backtests

2026-09-25 19:12:02 +08:00

bridge.py

feat: us_momentum_qqq_trend; alpha-vs-QQQ research across new data sources

2026-09-29 13:40:15 +08:00

CLAUDE.md

chore: untrack data/csi300_history.json

2026-09-29 15:15:31 +08:00

data_manager.py

feat: robust-momentum strategies live; fix live universe, lots and UI backtests

2026-09-25 19:12:02 +08:00

factor_attribution.py

Reject empty attribution semantics headers

2026-04-07 18:10:21 +08:00

factor_backtest.py

Add 32 factor-combo strategies with configurable rebalancing frequency

2026-04-08 10:41:34 +08:00

factor_deep_analysis.py

Add 32 factor-combo strategies with configurable rebalancing frequency

2026-04-08 10:41:34 +08:00

factor_final_check.py

Add 32 factor-combo strategies with configurable rebalancing frequency

2026-04-08 10:41:34 +08:00

factor_loop.py

Add 32 factor-combo strategies with configurable rebalancing frequency

2026-04-08 10:41:34 +08:00

factor_real_backtest.py

Add 32 factor-combo strategies with configurable rebalancing frequency

2026-04-08 10:41:34 +08:00

factor_research.py

Add 32 factor-combo strategies with configurable rebalancing frequency

2026-04-08 10:41:34 +08:00

factor_robustness.py

Add 32 factor-combo strategies with configurable rebalancing frequency

2026-04-08 10:41:34 +08:00

factor_yearly_fresh.py

Add 32 factor-combo strategies with configurable rebalancing frequency

2026-04-08 10:41:34 +08:00

factor_yearly_report.py

Add 32 factor-combo strategies with configurable rebalancing frequency

2026-04-08 10:41:34 +08:00

main.py

feat: robust-momentum strategies live; fix live universe, lots and UI backtests

2026-09-25 19:12:02 +08:00

Makefile

Add strategy ranking tool with Makefile shortcut

2026-05-14 12:49:14 +08:00

metrics.py

fix(report): correct periodic returns, injection metrics and live view

2026-09-25 01:16:33 +08:00

precompute_backtest.py

feat: robust-momentum strategies live; fix live universe, lots and UI backtests

2026-09-25 19:12:02 +08:00

pyproject.toml

feat: robust-momentum strategies live; fix live universe, lots and UI backtests

2026-09-25 19:12:02 +08:00

rank_strategies.py

Add strategy ranking tool with Makefile shortcut

2026-05-14 12:49:14 +08:00

README.md

auto mode for continuous running

2026-04-05 00:50:26 +08:00

trader.py

feat: us_momentum_qqq_trend; alpha-vs-QQQ research across new data sources

2026-09-29 13:40:15 +08:00

universe_history.py

feat: robust-momentum strategies live; fix live universe, lots and UI backtests

2026-09-25 19:12:02 +08:00

universe.py

feat: robust-momentum strategies live; fix live universe, lots and UI backtests

2026-09-25 19:12:02 +08:00

uv.lock

feat: robust-momentum strategies live; fix live universe, lots and UI backtests

2026-09-25 19:12:02 +08:00

weekly_strategy_report.py

Add weekly strategy report comparing top strategies to baselines

2026-05-14 12:49:18 +08:00

yearly_sweep.py

feat: add yearly sweep script for parameter optimization

2026-05-14 12:54:13 +08:00

README.md

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