Initial commit: quant backtesting framework with daily trading simulator

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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>

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Gahow Wang

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

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strategies/__init__.py Normal file