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>

universe.py

@@ -0,0 +1,135 @@
+"""
+Stock universe providers — fetch index constituents for backtesting.
+
+Each function returns a dict with 'tickers' (list[str]) and 'benchmark' (str)
+compatible with Yahoo Finance ticker format.  Results are cached locally so
+Wikipedia / web scrapes only happen once per day.
+"""
+
+import io
+import json
+import os
+import urllib.request
+from datetime import date
+
+import pandas as pd
+
+_HEADERS = {"User-Agent": "Mozilla/5.0 (quant-backtest)"}
+
+
+def _fetch_html_tables(url: str) -> list[pd.DataFrame]:
+    """Fetch HTML tables from a URL with a proper User-Agent."""
+    req = urllib.request.Request(url, headers=_HEADERS)
+    with urllib.request.urlopen(req) as resp:
+        html = resp.read().decode("utf-8")
+    return pd.read_html(io.StringIO(html))
+
+CACHE_DIR = "data"
+
+
+def _read_cache(name: str) -> list[str] | None:
+    path = os.path.join(CACHE_DIR, f"universe_{name}.json")
+    if not os.path.exists(path):
+        return None
+    try:
+        with open(path) as f:
+            data = json.load(f)
+        if data.get("date") == str(date.today()):
+            return data["tickers"]
+    except Exception:
+        pass
+    return None
+
+
+def _write_cache(name: str, tickers: list[str]) -> None:
+    os.makedirs(CACHE_DIR, exist_ok=True)
+    path = os.path.join(CACHE_DIR, f"universe_{name}.json")
+    with open(path, "w") as f:
+        json.dump({"date": str(date.today()), "tickers": tickers}, f)
+
+
+# ---------------------------------------------------------------------------
+# S&P 500
+# ---------------------------------------------------------------------------
+
+def get_sp500() -> list[str]:
+    """Fetch current S&P 500 constituents from Wikipedia."""
+    cached = _read_cache("sp500")
+    if cached:
+        print(f"--- Loaded S&P 500 universe from cache ({len(cached)} tickers) ---")
+        return cached
+
+    print("--- Fetching S&P 500 constituents from Wikipedia ---")
+    url = "https://en.wikipedia.org/wiki/List_of_S%26P_500_companies"
+    tables = _fetch_html_tables(url)
+    df = tables[0]
+    tickers = sorted(df["Symbol"].str.replace(".", "-", regex=False).tolist())
+    _write_cache("sp500", tickers)
+    print(f"--- Got {len(tickers)} S&P 500 tickers ---")
+    return tickers
+
+
+# ---------------------------------------------------------------------------
+# CSI 300
+# ---------------------------------------------------------------------------
+
+# Yahoo Finance format: Shanghai → XXXXXX.SS, Shenzhen → XXXXXX.SZ
+# Wikipedia CSI 300 page has a table with stock codes and exchanges.
+
+def get_csi300() -> list[str]:
+    """Fetch current CSI 300 constituents from Wikipedia."""
+    cached = _read_cache("csi300")
+    if cached:
+        print(f"--- Loaded CSI 300 universe from cache ({len(cached)} tickers) ---")
+        return cached
+
+    print("--- Fetching CSI 300 constituents from Wikipedia ---")
+    url = "https://en.wikipedia.org/wiki/CSI_300_Index"
+    tables = _fetch_html_tables(url)
+
+    # Find the constituent table — it has ~300 rows and a "Ticker" column
+    # with format like "SSE: 600519" or "SZSE: 300750"
+    df = None
+    for t in tables:
+        if len(t) >= 200 and "Ticker" in t.columns:
+            df = t
+            break
+
+    if df is None:
+        raise RuntimeError("Could not find CSI 300 constituent table on Wikipedia")
+
+    tickers = []
+    for _, row in df.iterrows():
+        raw = str(row["Ticker"])  # e.g. "SSE: 600519" or "SZSE: 300750"
+        parts = raw.split(":")
+        if len(parts) != 2:
+            continue
+        exchange_prefix = parts[0].strip().upper()
+        code = parts[1].strip()
+        if not code.isdigit():
+            continue
+        suffix = ".SS" if exchange_prefix == "SSE" else ".SZ"
+        tickers.append(code + suffix)
+
+    tickers = sorted(set(tickers))
+    _write_cache("csi300", tickers)
+    print(f"--- Got {len(tickers)} CSI 300 tickers ---")
+    return tickers
+
+
+# ---------------------------------------------------------------------------
+# Public API
+# ---------------------------------------------------------------------------
+
+UNIVERSES = {
+    "us": {
+        "fetch": get_sp500,
+        "benchmark": "SPY",
+        "benchmark_label": "SPY (Benchmark)",
+    },
+    "cn": {
+        "fetch": get_csi300,
+        "benchmark": "000300.SS",
+        "benchmark_label": "CSI 300 (Benchmark)",
+    },
+}