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Gahow Wang 4f2eb50802 chore: update .gitignore for SEC data and tool configs

Add .qoder/ (local tool settings) and SEC fundamental data
(sec_frames/, sec_company_tickers.json) to prevent large
downloaded datasets from being tracked.

2026-05-14 12:53:55 +08:00

data

data: refresh S&P 500 membership history

2026-05-14 12:53:53 +08:00

docs/superpowers/specs

docs: add US alpha research design spec

2026-04-17 23:41:10 +08:00

research

research: add US alpha exploration scripts

2026-05-14 12:53:50 +08:00

strategies

fix: preserve NaNs in cross-sectional ranks

2026-05-14 12:53:48 +08:00

tests

feat: add PIT OHLCV runner and fetch support

2026-04-18 14:59:48 +08:00

.gitignore

chore: update .gitignore for SEC data and tool configs

2026-05-14 12:53:55 +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

fix: handle single-ticker yahoo panels

2026-04-18 00:03:07 +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

Makefile

Add strategy ranking tool with Makefile shortcut

2026-05-14 12:49:14 +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

rank_strategies.py

Add strategy ranking tool with Makefile shortcut

2026-05-14 12:49:14 +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_history.py

Add point-in-time S&P 500 backtest to expose survivorship bias

2026-04-17 16:26:02 +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

weekly_strategy_report.py

Add weekly strategy report comparing top strategies to baselines

2026-05-14 12:49:18 +08:00

README.md

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