feat: add Baostock A-share data source + validation report (25 stocks, 2021-2024) - #34
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There is one functional issue to fix before merge:
_select_tickers()uppercases every manually supplied ticker. For--source baostock --tickers sh.600000,sz.000001, this producesSH.600000/SZ.000001, while the Baostock loader and API require lowercase exchange prefixes. Please make ticker normalization source-aware (or preserve user input for Baostock) and add a focused regression test.
Please also correct the report wording: the data range ends in 2024, not 2025, and equal_weight is positive (+1.7%), so “All strategies negative or flat” is inaccurate.
Add a cn-large-25 A-share preset and wire the public-data validation CLI to the existing Baostock panel loader. Include a 25-stock A-share validation report and keep the report framed as reproducibility evidence rather than an alpha claim. Also sync requirements.txt with the public-data loaders and validate Baostock ticker format before dispatching to the loader. Co-authored-by: initial-d <5088553+initial-d@users.noreply.github.com>
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Thanks for adding the Baostock validation path and the A-share report. I amended the PR before merge to make the contribution safer and easier to reproduce:
CI is green on Python 3.9, 3.10, and 3.11. |
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…ion-fix Pairing: add Baostock validation source and A-share report
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- Merge upstream initial-d#34 + initial-d#33 with review fixes - Keep upstream load_validation_panel validation + docs - Keep 21-test neutralize suite with guard fix - Keep source-aware _select_tickers + VWAP fix Co-Authored-By: Claude <noreply@anthropic.com>
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- Merge upstream initial-d#34 + initial-d#33 with review fixes - Keep upstream load_validation_panel validation + docs - Keep 21-test neutralize suite with guard fix - Keep source-aware _select_tickers + VWAP fix Co-Authored-By: Claude <noreply@anthropic.com>
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Superseded by #35 — combined PR with GPT-5.6-Sol review fixes for VWAP, ticker case, neutralize guard, and comprehensive tests.