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>

strategies/base.py

@@ -0,0 +1,17 @@
+from abc import ABC, abstractmethod
+
+class Strategy(ABC):
+    """
+    Abstract base class for all strategies.
+    """
+
+    @abstractmethod
+    def generate_signals(self, data):
+        """
+        Generates trading signals for each stock.
+
+        :param data: A pandas DataFrame of historical price data.
+        :return: A pandas Series with the same index as the input data,
+                 containing the trading signals (e.g., 'buy', 'hold', 'sell').
+        """
+        pass