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feat: add Baostock A-share data source + validation report (25 stocks, 2021-2024) - #34

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redamancy231-create:feat-baostock-validation-fix
Jul 16, 2026
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feat: add Baostock A-share data source + validation report (25 stocks, 2021-2024)#34
initial-d merged 1 commit into
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redamancy231-create:feat-baostock-validation-fix

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@redamancy231-create redamancy231-create commented Jul 16, 2026

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Superseded by #35 — combined PR with GPT-5.6-Sol review fixes for VWAP, ticker case, neutralize guard, and comprehensive tests.

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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 produces SH.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>
@initial-d
initial-d force-pushed the feat-baostock-validation-fix branch from 04b7b42 to 2988fc8 Compare July 16, 2026 14:50
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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:

  • synced requirements.txt with the public-data loaders by adding yfinance and baostock
  • normalized Baostock tickers to lowercase and added an explicit sh./sz. format check before calling the loader
  • softened the report language so the A-share run is framed as reproducibility/validation evidence, not an alpha claim
  • replaced the overstated "100% tradable" wording with download coverage
  • removed the AI-tool co-author trailer from the commit metadata

CI is green on Python 3.9, 3.10, and 3.11.

@initial-d
initial-d merged commit 173898f into initial-d:main Jul 16, 2026
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initial-d added a commit that referenced this pull request Jul 16, 2026
…ion-fix

Pairing: add Baostock validation source and A-share report
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History maintenance note: main was rebuilt to correct the earlier #33 integration structure. The #34 content and final repository tree are unchanged. The reachable #34 merge commit is now 4309a34, with CI green on Python 3.9, 3.10, and 3.11.

redamancy231-create added a commit to redamancy231-create/ml-quant-trading that referenced this pull request Jul 16, 2026
- 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>
redamancy231-create added a commit to redamancy231-create/ml-quant-trading that referenced this pull request Jul 16, 2026
- 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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2 participants