feat: phase 1 — data downloader, backtrader runner, SMA strategy

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
This commit is contained in:
Yuxuan Yan
2026-06-07 09:21:16 +08:00
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# Chinese Equity Quant Research Framework
A modular Chinese A-share quant research framework built on
[backtrader](https://www.backtrader.com/) for backtesting, with
akshare (primary) and baostock (fallback) for daily bar data.
## Install
```bash
pip install -r requirements.txt
```
## Quick start
```bash
python3 run_example.py # end-to-end smoke test (SMA crossover on 浦发银行)
python3 -m pytest tests/ -v # run tests
```
## Layout
- `data/` — unified downloader (akshare -> baostock fallback) and data schema
- `backtest/` — config, pandas->backtrader feed adapter, and `BacktestRunner`
- `strategies/` — example `SmaCross` strategy
- `analysis/` — performance reporting (sharpe, drawdown, returns, trades)