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/buy_and_hold.py

@@ -0,0 +1,15 @@
+import pandas as pd
+from strategies.base import Strategy
+
+class BuyAndHoldStrategy(Strategy):
+    """
+    A simple buy and hold strategy.
+    """
+
+    def generate_signals(self, data):
+        """
+        Generates equal weights for all assets.
+        """
+        tickers = data.columns
+        weights = pd.DataFrame(1 / len(tickers), index=data.index, columns=tickers)
+        return weights