royy/chinese-equity-quant
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  • c91415aff8 Document JoinQuant cost model findings main Yuxuan Yan 2026-07-06 15:35:41 +08:00
  • efa9d24c73 Harden JoinQuant browser smoke automation Yuxuan Yan 2026-07-04 19:27:48 +08:00
  • 5fada75d23 Add JoinQuant env browser login helper Yuxuan Yan 2026-07-04 18:37:34 +08:00
  • d05931f41a Add JoinQuant simulated trading automation Yuxuan Yan 2026-07-04 18:12:01 +08:00
  • 39a93259e1 Add JoinQuant browser backtest automation Yuxuan Yan 2026-07-04 18:08:31 +08:00
  • 5388359dc8 Automate local JoinQuant smoke prep Yuxuan Yan 2026-07-04 17:55:19 +08:00
  • c200508f9e Align JoinQuant targets to execution dates Yuxuan Yan 2026-07-04 17:50:55 +08:00
  • f25db279bf Add JoinQuant comparison plugin Yuxuan Yan 2026-07-04 17:43:09 +08:00
  • 528620b271 Raise coverage threshold to 95% and expand test coverage Yuxuan Yan 2026-06-16 21:10:30 +08:00
  • b5c8c0b8da Improve offline coverage for data boundaries Yuxuan Yan 2026-06-16 17:42:20 +08:00
  • 31baa18ce5 Add offline workflow and coverage tests Yuxuan Yan 2026-06-16 17:37:16 +08:00
  • 8d908477e2 Add daily derived data pipeline Yuxuan Yan 2026-06-16 15:55:30 +08:00
  • 83a006bbe4 Add minute bar feature pipeline Yuxuan Yan 2026-06-16 13:57:17 +08:00
  • 17fa75495d Restore reversal tutorial wording Yuxuan Yan 2026-06-12 22:58:22 +08:00
  • 3c58a1372e Use next-open returns for research eval Yuxuan Yan 2026-06-12 18:41:18 +08:00
  • 16b4988f16 Rewrite reversal report as tutorial Yuxuan Yan 2026-06-12 17:12:29 +08:00
  • 2c0ca53bd6 Document cost bps as one-way per-trade, not round-trip Yuxuan Yan 2026-06-11 21:46:41 +08:00
  • 2ceac82325 Add pipeline invariant checks for look-ahead, execution, PnL, and lot rules Yuxuan Yan 2026-06-11 21:46:29 +08:00
  • b7dd94b032 Add 5-day reversal end-to-end pipeline report and repro scripts Yuxuan Yan 2026-06-11 17:40:52 +08:00
  • 07ed6ad917 Add outlier-robust reversal_rank alpha and investable-universe filter Yuxuan Yan 2026-06-11 17:40:28 +08:00
  • 0a6f367fbf Evaluate weights against next-period returns to avoid look-ahead Yuxuan Yan 2026-06-11 17:39:55 +08:00
  • 534b91aaa4 Document and abstract portfolio trading costs Yuxuan Yan 2026-06-10 15:41:38 +08:00
  • 4a477b8f75 Make Backtrader an optional extra Yuxuan Yan 2026-06-10 15:13:11 +08:00
  • 459336b6cc Document implemented portfolio workflow Yuxuan Yan 2026-06-10 15:04:34 +08:00
  • 98a4f99300 Fix portfolio construction NaN handling Yuxuan Yan 2026-06-10 14:58:06 +08:00
  • 94ab679a75 feat: add portfolio phase — discretize alpha weights into tradable positions Yuxuan Yan 2026-06-10 11:23:04 +08:00
  • 7faeb77c50 chore: manage env with uv (pyproject + lockfile) Yuxuan Yan 2026-06-09 16:20:08 +08:00
  • 0c524c6987 feat: add alphaview tool to show alpha weights alongside bar data Yuxuan Yan 2026-06-09 15:45:06 +08:00
  • f4b7ef3ae6 feat: add pqcat helper to inspect parquet files Yuxuan Yan 2026-06-09 15:33:55 +08:00
  • de43444ad4 feat: enrich daily bar schema with valuation/status fields + VWAP Yuxuan Yan 2026-06-09 14:25:38 +08:00
  • 419114b87b fix: keep baostock session alive across bulk downloads Yuxuan Yan 2026-06-09 14:10:51 +08:00
  • 1caa63faeb refactor: class-based alpha factory + month-partitioned data pipeline Yuxuan Yan 2026-06-09 14:07:07 +08:00
  • 769cf25daa feat: dump alpha values + daily PnL as parquet (pyarrow) Yuxuan Yan 2026-06-07 10:48:20 +08:00
  • 7033da131b change: rank allocator top_n=5 -> top_pct=0.2 (20% of universe) Yuxuan Yan 2026-06-07 10:06:49 +08:00
  • edcc4e4b73 results: CSI500 reversal + reversal_vol multi-horizon IC Yuxuan Yan 2026-06-07 10:04:14 +08:00
  • 241683cc54 feat: CSI500 universe + reversal_vol signal + argparse CLI Yuxuan Yan 2026-06-07 10:01:41 +08:00
  • aedc019d23 fix: IC chart cumulative mean + forward return horizon matching + multi-horizon eval Yuxuan Yan 2026-06-07 09:54:31 +08:00
  • bd0605072f fix: rank-based allocator + momentum signal (reversal->momentum flip) Yuxuan Yan 2026-06-07 09:50:08 +08:00
  • da01312292 feat: signal abstraction layer + sizer + HS300 universe + PnL/IC reports Yuxuan Yan 2026-06-07 09:44:33 +08:00
  • 085e51abf1 feat: add 5-day reversal strategy Yuxuan Yan 2026-06-07 09:26:35 +08:00
  • fd86190e9a feat: phase 1 — data downloader, backtrader runner, SMA strategy Yuxuan Yan 2026-06-07 09:21:16 +08:00
  • 338c912029 init: chinese equity quant research framework Yuxuan Yan 2026-06-07 09:14:50 +08:00