- Implemented a data pipeline for quantitative trading covering:
- Price adjustment for corporate actions (splits & dividends)
- Calculation of simple and log returns
- Handling of multi-stock panels and missing values
- Outlier detection and treatment methods (Z-score, MAD, Winsorize)
- Trading calendar creation and cross-market alignment
- End-to-end DataPipeline class for data cleaning and analysis
- Included visualizations for price adjustments, return comparisons, and missing value handling
- Added detailed comments and documentation in Chinese for clarity