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2015b62104ab8ffdb3038be0dca1b4e258daf596
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Gahow Wang 2015b62104 Charge 5 CNY per A-share trade via per-market fee table 
Add MARKET_FEES {us: 2, cn: 5} so the monitor and cron (auto) paths
automatically apply the correct local-currency fixed commission without
needing a per-strategy override. CLI --fixed-fee still wins when set
explicitly for auto; monitor now always resolves from the table so its
banner and each strategy sub-call agree.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-04-11 13:32:41 +08:00
data
Initial commit: quant backtesting framework with daily trading simulator
2026-04-05 00:41:19 +08:00
docs/superpowers/specs
Add factor attribution design spec
2026-04-07 15:01:57 +08:00
strategies
Add 32 factor-combo strategies with configurable rebalancing frequency
2026-04-08 10:41:34 +08:00
tests
Reject empty attribution semantics headers
2026-04-07 18:10:21 +08:00
.gitignore
Add 32 factor-combo strategies with configurable rebalancing frequency
2026-04-08 10:41:34 +08:00
.python-version
Initial commit: quant backtesting framework with daily trading simulator
2026-04-05 00:41:19 +08:00
CLAUDE.md
Add 32 factor-combo strategies with configurable rebalancing frequency
2026-04-08 10:41:34 +08:00
data_manager.py
Initial commit: quant backtesting framework with daily trading simulator
2026-04-05 00:41:19 +08:00
factor_attribution.py
Reject empty attribution semantics headers
2026-04-07 18:10:21 +08:00
factor_backtest.py
Add 32 factor-combo strategies with configurable rebalancing frequency
2026-04-08 10:41:34 +08:00
factor_deep_analysis.py
Add 32 factor-combo strategies with configurable rebalancing frequency
2026-04-08 10:41:34 +08:00
factor_final_check.py
Add 32 factor-combo strategies with configurable rebalancing frequency
2026-04-08 10:41:34 +08:00
factor_loop.py
Add 32 factor-combo strategies with configurable rebalancing frequency
2026-04-08 10:41:34 +08:00
factor_real_backtest.py
Add 32 factor-combo strategies with configurable rebalancing frequency
2026-04-08 10:41:34 +08:00
factor_research.py
Add 32 factor-combo strategies with configurable rebalancing frequency
2026-04-08 10:41:34 +08:00
factor_robustness.py
Add 32 factor-combo strategies with configurable rebalancing frequency
2026-04-08 10:41:34 +08:00
factor_yearly_fresh.py
Add 32 factor-combo strategies with configurable rebalancing frequency
2026-04-08 10:41:34 +08:00
factor_yearly_report.py
Add 32 factor-combo strategies with configurable rebalancing frequency
2026-04-08 10:41:34 +08:00
main.py
Integrate factor attribution into backtest CLI
2026-04-07 18:10:21 +08:00
metrics.py
Initial commit: quant backtesting framework with daily trading simulator
2026-04-05 00:41:19 +08:00
pyproject.toml
Initial commit: quant backtesting framework with daily trading simulator
2026-04-05 00:41:19 +08:00
README.md
auto mode for continuous running
2026-04-05 00:50:26 +08:00
trader.py
Charge 5 CNY per A-share trade via per-market fee table
2026-04-11 13:32:41 +08:00
universe.py
Initial commit: quant backtesting framework with daily trading simulator
2026-04-05 00:41:19 +08:00
uv.lock
Initial commit: quant backtesting framework with daily trading simulator
2026-04-05 00:41:19 +08:00

README.md

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