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chinese-equity-quant/pipeline
Yuxuan Yan de43444ad4 feat: enrich daily bar schema with valuation/status fields + VWAP
Batch download now pulls baostock's preclose, turn, pctChg, tradestatus,
isST, and peTTM/pbMRQ/psTTM/pcfNcfTTM on top of OHLCV+amount, plus a
derived daily VWAP (amount/volume). VWAP is raw-price scale and not
comparable with adjusted OHLC under qfq/hfq — documented in the schema.

Richer fields live only in the batch path (download_daily_batch ->
download_universe); single-symbol download_daily keeps the legacy
8-column schema that test_downloader.py pins. Also flags intraday/L1-L2
microstructure data as a future phase in the README roadmap.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-06-09 14:25:38 +08:00
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