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>
This commit is contained in:
2026-04-05 00:41:19 +08:00
commit 42218741d4
23 changed files with 3136 additions and 0 deletions

14
pyproject.toml Normal file
View File

@@ -0,0 +1,14 @@
[project]
name = "quant"
version = "0.1.0"
description = "Add your description here"
readme = "README.md"
requires-python = ">=3.12"
dependencies = [
"lxml>=6.0.2",
"matplotlib>=3.10.8",
"numpy>=2.4.0",
"pandas>=2.3.3",
"scipy>=1.17.1",
"yfinance>=1.0",
]