Initial commit: quant backtesting framework with daily trading simulator

Backtesting engine supporting 11 strategies across US (S&P 500) and CN (CSI 300)
markets with open-to-close execution, proportional + fixed per-trade fees.

Daily trader (trader.py) with auto/morning/evening/simulate/status commands
and cron-friendly `auto` mode for unattended daily runs on a server.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

.gitignore

@@ -0,0 +1,31 @@
+# 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
+
+# IDE / editor
+.idea/
+.vscode/
+*.swp
+*.swo
+*~
+
+# OS
+.DS_Store
+Thumbs.db